Commodities Spread Strategies


Product Long Contract Short Contract Entry Date Exit Date Win(%) Profit Factor
Live Cattle (LC)

12

10

05-10 06-07 86.67% 242.4
Soybean Oil (BO)

3

9

05-20 06-12 93.33% 210.0
Soybean Oil (BO)

12

8

05-10 05-28 86.67% 195.0
Soybean Oil (BO)

3

10

05-15 06-17 93.33% 183.0
Soybean Oil (BO)

3

10

05-20 06-12 86.67% 172.0
Copper (HG)

9

7

05-10 05-28 73.33% 171.0
Copper (HG)

3

10

05-30 06-12 93.33% 168.0
Soybean Oil (BO)

3

7

05-15 05-23 86.67% 149.0
Copper (HG)

2

10

05-30 06-12 93.33% 144.0
Soybean Oil (BO)

12

8

05-10 05-23 80.0% 142.0
Soybean Oil (BO)

3

8

05-15 06-17 86.67% 132.0
Soybean Oil (BO)

1

10

05-15 06-17 86.67% 127.0
Copper (HG)

3

11

05-30 06-12 86.67% 123.0
Soybean Oil (BO)

3

9

05-15 06-17 93.33% 119.5
Copper (HG)

2

11

05-30 06-12 80.0% 99.0
Soybean Oil (BO)

12

8

05-15 05-23 93.33% 96.0
Soybean Oil (BO)

1

12

05-15 07-02 80.0% 93.0
Soybean Oil (BO)

12

7

05-15 05-28 86.67% 92.0
Soybean Oil (BO)

12

9

05-05 05-23 80.0% 91.0
Live Cattle (LC)

2

8

05-10 06-07 93.33% 84.8889
Soybean Oil (BO)

1

12

05-10 06-22 80.0% 83.0
Soybean Oil (BO)

12

7

05-10 05-28 93.33% 82.6667
Soybean Oil (BO)

1

10

05-05 06-12 86.67% 82.5
Heating Oil (HO)

7

12

05-05 05-13 93.33% 82.0
Soybean Oil (BO)

10

8

05-10 06-02 80.0% 79.0
Copper (HG)

2

11

05-15 06-12 80.0% 79.0
Soybean Oil (BO)

3

7

05-15 05-28 93.33% 77.3333
Soybean (S)

11

9

05-10 06-22 86.67% 77.0
Soybean Oil (BO)

3

10

05-15 06-12 93.33% 75.0
Soybean (S)

1

9

05-10 06-17 93.33% 73.0
Heating Oil (HO)

7

11

05-05 05-13 93.33% 72.8333
Heating Oil (HO)

7

1

05-05 05-13 86.67% 71.9333
Soybean Oil (BO)

12

9

05-10 05-28 86.67% 70.5
Soybean (S)

1

8

05-10 06-12 93.33% 70.5
Live Cattle (LC)

12

10

05-05 06-07 86.67% 69.4
Soybean (S)

1

9

05-10 06-12 86.67% 69.0
Soybean Oil (BO)

3

8

05-15 05-23 86.67% 67.0
Live Cattle (LC)

2

10

05-15 06-07 86.67% 64.8
Soybean Oil (BO)

12

8

05-05 05-23 80.0% 64.5
Soybean (S)

1

9

05-10 06-22 86.67% 63.5714
Soybean (S)

11

9

05-20 06-17 80.0% 63.4286
Soybean Oil (BO)

1

7

05-15 05-23 80.0% 63.0
Soybean Oil (BO)

1

8

05-10 06-12 86.67% 62.0
Soybean Oil (BO)

1

9

05-15 06-17 80.0% 61.3333
Soybean Oil (BO)

12

7

05-10 05-23 80.0% 59.0
Heating Oil (HO)

7

2

05-05 05-13 86.67% 58.8571
Soybean (S)

11

9

05-15 06-17 93.33% 56.625
Soybean Oil (BO)

1

9

05-05 06-12 93.33% 56.5
Soybean Oil (BO)

10

7

05-10 05-28 86.67% 56.0
Soybean (S)

11

9

05-05 06-22 86.67% 55.8571
Soybean Oil (BO)

1

8

05-05 06-12 93.33% 55.2
Soybean Oil (BO)

9

7

05-10 05-28 86.67% 54.0
Soybean Oil (BO)

3

12

05-15 07-02 93.33% 51.6667
Soybean Oil (BO)

1

7

05-15 05-28 80.0% 51.5
Soybean Oil (BO)

12

7

05-05 05-23 80.0% 50.3333
Soybean Oil (BO)

1

9

05-10 06-12 86.67% 50.0
Soybean Oil (BO)

1

12

05-25 07-12 80.0% 49.0
Soybean Oil (BO)

3

8

05-10 06-12 86.67% 47.875
Soybean Oil (BO)

10

8

05-15 06-12 73.33% 47.5
Soybean Oil (BO)

1

7

05-10 05-28 86.67% 47.0
Soybean (S)

11

8

05-10 06-12 80.0% 46.8182
Copper (HG)

12

7

05-15 05-28 86.67% 46.0
Soybean (S)

1

9

05-15 06-17 73.33% 45.7273
Soybean Oil (BO)

10

8

05-10 06-12 93.33% 45.3333
Soybean Oil (BO)

12

8

05-15 06-12 86.67% 45.25
Live Cattle (LC)

2

10

05-10 06-07 93.33% 45.1875
Heating Oil (HO)

7

3

05-05 05-13 86.67% 43.5714
Soybean Oil (BO)

10

8

05-10 06-07 93.33% 42.25
Soybean (S)

11

9

05-05 06-12 86.67% 41.0
Soybean Oil (BO)

12

7

05-20 05-28 80.0% 40.3333
Copper (HG)

11

7

05-15 05-28 93.33% 40.0
Soybean Oil (BO)

3

12

05-20 06-22 73.33% 40.0
Copper (HG)

12

10

05-30 06-12 86.67% 39.0
Soybean Oil (BO)

12

8

05-15 05-28 93.33% 38.0
Soybean Oil (BO)

12

7

05-15 05-23 86.67% 38.0
Soybean Oil (BO)

1

8

05-15 05-23 80.0% 37.0
Copper (HG)

10

7

05-15 05-28 93.33% 37.0
Copper (HG)

2

12

05-15 06-12 80.0% 36.6667
Copper (HG)

3

9

05-30 06-12 80.0% 36.6667
Copper (HG)

1

10

05-30 06-12 80.0% 36.6667
Soybean Oil (BO)

12

8

05-05 06-12 93.33% 35.8333
Soybean Oil (BO)

1

10

05-10 06-12 80.0% 35.4
Heating Oil (HO)

7

10

05-05 05-13 86.67% 35.2727
Heating Oil (HO)

12

9

05-25 06-07 80.0% 34.5263
Soybean Oil (BO)

1

8

05-10 06-17 93.33% 33.875
Soybean Oil (BO)

3

8

05-15 05-28 93.33% 33.5
Heating Oil (HO)

1

9

05-25 06-07 86.67% 33.4615
Soybean Oil (BO)

1

8

05-10 05-28 86.67% 33.1429
Soybean Oil (BO)

12

9

05-05 06-12 86.67% 33.0
Soybean Oil (BO)

10

8

05-10 05-23 86.67% 33.0
Soybean (S)

11

9

05-15 06-12 80.0% 32.6364
Soybean Oil (BO)

3

9

05-10 06-12 73.33% 32.5
Soybean (S)

1

9

05-20 06-17 73.33% 32.375
Soybean Oil (BO)

1

8

05-20 06-12 80.0% 32.3333
Soybean Oil (BO)

3

12

05-15 06-17 93.33% 32.0
Copper (HG)

12

9

05-30 06-12 73.33% 31.75
Copper (HG)

3

12

05-30 06-12 73.33% 31.3333
Soybean Oil (BO)

12

8

05-10 06-02 80.0% 31.0
Cotton (CT)

12

10

05-15 06-02 86.67% 30.8077
Soybean Oil (BO)

12

9

05-15 05-28 93.33% 30.25