Commodities Spread Strategies


Product Long Contract Short Contract Entry Date Exit Date Win(%) Profit Factor
Soybean Oil (BO)

1

7

03-01 04-08 93.33% 835980680830640.0
Soybean Oil (BO)

12

8

03-01 03-24 80.0% 213920982300099.5
Soybean Oil (BO)

1

7

03-06 04-08 86.67% 169.0
Soybean Oil (BO)

1

8

03-06 04-08 86.67% 145.0
Natural Gas (NG)

10

8

03-26 05-03 86.67% 134.6
Natural Gas (NG)

8

6

03-11 04-13 80.0% 119.25
Natural Gas (NG)

8

6

03-06 04-13 86.67% 113.2
Natural Gas (NG)

9

7

03-16 04-18 86.67% 112.0
Natural Gas (NG)

11

7

03-26 05-03 73.33% 102.5
Soybean Oil (BO)

12

8

03-01 04-13 86.67% 100.0
Soybean Oil (BO)

12

7

03-01 03-29 86.67% 94.0
Natural Gas (NG)

10

7

03-26 04-23 86.67% 89.8333
Soybean Oil (BO)

1

7

03-01 04-13 86.67% 88.75
Soybean Oil (BO)

12

7

03-01 04-08 86.67% 88.0
Soybean Oil (BO)

10

7

03-01 04-08 86.67% 73.0
Soybean Oil (BO)

1

9

03-26 04-08 80.0% 73.0
Natural Gas (NG)

9

7

03-26 04-23 93.33% 71.8333
Natural Gas (NG)

9

7

03-16 04-28 86.67% 71.6667
Soybean Oil (BO)

1

8

03-01 04-13 86.67% 68.4
Natural Gas (NG)

9

7

03-16 04-23 93.33% 67.25
Copper (HG)

10

7

03-01 03-09 86.67% 67.0
Natural Gas (NG)

10

8

03-26 05-08 80.0% 66.0833
Natural Gas (NG)

11

7

03-26 04-23 86.67% 63.6923
Natural Gas (NG)

10

7

03-26 05-08 86.67% 62.0588
Natural Gas (NG)

10

7

03-26 05-03 86.67% 61.25
Soybean Oil (BO)

1

9

03-06 04-08 86.67% 60.6667
Soybean Oil (BO)

1

8

03-06 04-13 86.67% 60.3333
Soybean Oil (BO)

12

8

03-01 03-29 80.0% 59.0
Natural Gas (NG)

10

8

03-26 05-13 80.0% 58.6429
Cotton (CT)

12

7

03-21 04-13 93.33% 57.4138
Natural Gas (NG)

7

5

03-11 03-29 93.33% 57.0
Natural Gas (NG)

8

6

03-06 04-23 80.0% 56.0833
Soybean Oil (BO)

10

7

03-06 04-13 80.0% 54.6
Live Cattle (LC)

12

6

03-01 04-13 93.33% 53.9545
Soybean Oil (BO)

9

7

03-06 04-08 86.67% 53.3333
Soybean Oil (BO)

1

8

03-26 04-08 80.0% 53.0
Soybean Oil (BO)

12

9

03-01 04-13 86.67% 53.0
Natural Gas (NG)

12

6

03-16 04-08 86.67% 52.4444
Natural Gas (NG)

9

6

03-11 04-13 93.33% 51.2308
Soybean Oil (BO)

12

8

03-06 04-13 73.33% 51.1667
Soybean Oil (BO)

1

8

03-01 03-24 80.0% 50.6667
Soybean Oil (BO)

1

7

03-06 04-13 86.67% 49.75
Natural Gas (NG)

9

7

03-16 05-03 93.33% 49.4
Soybean Oil (BO)

12

7

03-06 04-13 80.0% 48.8571
Natural Gas (NG)

7

5

03-16 03-24 86.67% 48.0
Soybean Oil (BO)

10

8

03-06 04-13 73.33% 47.8
Natural Gas (NG)

8

6

03-06 04-03 86.67% 47.3333
Natural Gas (NG)

10

7

03-26 05-13 73.33% 45.44
Soybean Oil (BO)

10

8

03-01 04-03 80.0% 45.3333
Copper (HG)

9

7

03-01 03-09 80.0% 45.0
Natural Gas (NG)

9

6

03-16 04-13 86.67% 43.6875
Natural Gas (NG)

9

6

03-06 04-13 86.67% 42.9444
Natural Gas (NG)

9

7

03-26 05-08 80.0% 41.5333
Soybean Oil (BO)

9

7

03-01 04-08 86.67% 40.0
Soybean Oil (BO)

12

7

03-01 04-13 93.33% 39.875
Natural Gas (NG)

11

7

03-26 05-13 73.33% 39.6486
Natural Gas (NG)

9

6

03-06 04-23 93.33% 38.875
Natural Gas (NG)

9

7

03-26 04-18 80.0% 38.6667
Soybean Oil (BO)

10

8

03-01 04-08 80.0% 38.6
Natural Gas (NG)

8

6

03-06 04-08 86.67% 38.0769
Natural Gas (NG)

12

7

03-26 04-23 86.67% 38.0
Natural Gas (NG)

11

8

03-21 05-08 86.67% 37.7222
Natural Gas (NG)

12

7

03-26 05-03 73.33% 37.566
Natural Gas (NG)

11

8

03-26 05-03 73.33% 37.2903
Wheat (W)

9

5

03-01 03-09 80.0% 37.25
Soybean Oil (BO)

1

9

03-01 04-13 86.67% 36.4286
Natural Gas (NG)

11

7

03-26 05-08 80.0% 34.8409
Soybean Oil (BO)

10

7

03-06 04-08 80.0% 34.75
Copper (HG)

12

7

03-01 03-09 80.0% 34.3333
Soybean Oil (BO)

12

8

03-01 04-08 73.33% 34.2857
Soybean Oil (BO)

10

7

03-06 04-23 80.0% 34.0
Natural Gas (NG)

9

7

03-06 04-13 93.33% 33.8462
Natural Gas (NG)

12

7

03-26 05-13 73.33% 33.5263
Copper (HG)

1

7

03-01 03-09 80.0% 33.0
Natural Gas (NG)

12

7

03-16 04-08 86.67% 32.9167
Soybean Oil (BO)

1

7

03-01 03-29 93.33% 32.6667
Natural Gas (NG)

9

7

03-06 04-23 86.67% 32.2222
Soybean Oil (BO)

10

7

03-06 04-18 73.33% 32.1429
Natural Gas (NG)

11

7

03-21 05-08 86.67% 32.0784
Soybean Oil (BO)

1

9

03-06 04-13 86.67% 31.875
Natural Gas (NG)

12

7

03-26 05-08 80.0% 31.5
Natural Gas (NG)

10

7

03-21 05-08 80.0% 31.4286
Soybean Oil (BO)

9

7

03-21 04-08 86.67% 31.3333
Natural Gas (NG)

9

6

03-16 04-18 80.0% 31.2174
Soybean Oil (BO)

12

5

03-01 03-29 73.33% 30.75
Soybean Oil (BO)

1

8

03-01 03-29 86.67% 30.6667
Natural Gas (NG)

1

6

03-16 04-08 86.67% 30.3922
Copper (HG)

11

7

03-01 03-09 73.33% 30.0
Natural Gas (NG)

11

8

03-26 05-08 80.0% 29.6512
Natural Gas (NG)

10

8

03-21 05-08 80.0% 29.6429
Natural Gas (NG)

9

7

03-21 05-08 86.67% 29.5455
Natural Gas (NG)

11

8

03-31 05-08 86.67% 29.3953
Natural Gas (NG)

11

7

03-21 05-03 80.0% 29.0926
Natural Gas (NG)

1

7

03-26 04-23 73.33% 29.0667
Corn (C)

7

5

03-11 03-29 73.33% 29.0
Soybean Oil (BO)

12

7

03-01 03-24 86.67% 29.0
Natural Gas (NG)

9

6

03-16 04-23 86.67% 28.9
Natural Gas (NG)

10

8

03-31 05-08 86.67% 28.7917
Soybean Oil (BO)

12

9

03-01 03-24 86.67% 28.5
Soybean Oil (BO)

12

8

03-06 04-23 80.0% 28.3333