Commodities Spread Strategies


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

1

12

 09-17 09-30 80.0% 75998243711876.5
Soybean Oil (BO)

5

12

 09-02 09-10 86.67% 122.0
Coffee (KC)

7

3

 09-22 11-09 93.33% 98.0
Coffee (KC)

7

3

 09-27 11-14 93.33% 87.0
Soybean (S)

7

3

 09-12 10-05 73.33% 51.4286
Coffee (KC)

3

12

 09-07 10-25 80.0% 49.6667
Coffee (KC)

3

12

 09-22 10-30 80.0% 47.5
Coffee (KC)

3

12

 09-22 10-25 93.33% 47.0
Natural Gas (NG)

5

3

 09-17 10-30 93.33% 43.8182
Natural Gas (NG)

7

3

 09-12 10-30 80.0% 43.5636
Coffee (KC)

5

3

 09-27 11-14 80.0% 42.5
Natural Gas (NG)

5

3

 09-12 10-30 86.67% 41.2857
Natural Gas (NG)

6

3

 09-12 10-30 80.0% 39.1333
Natural Gas (NG)

6

3

 09-17 10-30 93.33% 38.8462
Natural Gas (NG)

7

3

 09-17 10-30 93.33% 38.6829
Natural Gas (NG)

5

3

 09-22 10-30 86.67% 37.8065
Coffee (KC)

7

12

 09-22 10-30 93.33% 36.6667
Soybean Oil (BO)

5

1

 09-02 09-10 80.0% 36.6667
Natural Gas (NG)

1

11

 09-17 09-30 86.67% 35.2143
Natural Gas (NG)

7

3

 09-22 10-30 86.67% 31.5349
Coffee (KC)

3

12

 09-02 10-15 80.0% 31.0
Natural Gas (NG)

6

3

 09-22 10-30 86.67% 30.7317
Coffee (KC)

5

3

 09-27 11-09 93.33% 26.0
Coffee (KC)

5

12

 09-07 10-25 80.0% 25.5
Coffee (KC)

5

3

 09-22 11-09 86.67% 24.75
Coffee (KC)

3

12

 09-12 10-30 86.67% 24.6
Soybean (S)

7

5

 09-12 10-05 80.0% 24.6
Natural Gas (NG)

1

11

 09-22 09-30 86.67% 24.2927
Coffee (KC)

5

12

 09-02 10-15 73.33% 22.25
Coffee (KC)

5

3

 09-02 09-30 80.0% 22.25
Soybean Oil (BO)

1

12

 09-17 10-20 80.0% 22.0
Coffee (KC)

5

12

 09-22 10-25 86.67% 21.7143
Coffee (KC)

7

3

 09-27 11-09 86.67% 21.4286
Coffee (KC)

7

12

 09-17 10-30 86.67% 21.25
Coffee (KC)

3

12

 09-12 10-25 80.0% 20.5
Live Cattle (LC)

4

6

 09-12 09-30 80.0% 20.4167
Coffee (KC)

3

12

 09-27 10-30 73.33% 20.25
Coffee (KC)

3

12

 09-27 10-25 86.67% 20.0
Coffee (KC)

5

12

 09-22 10-30 80.0% 19.75
Coffee (KC)

3

12

 09-07 10-15 80.0% 19.0
Coffee (KC)

7

12

 09-07 10-25 80.0% 19.0
Soybean Oil (BO)

3

1

 09-02 09-10 86.67% 18.6667
Soybean Oil (BO)

7

12

 09-02 09-10 73.33% 18.5556
Coffee (KC)

7

3

 09-22 10-30 80.0% 18.2857
Corn (C)

12

3

 09-07 10-05 80.0% 17.6667
Coffee (KC)

7

12

 09-12 10-30 80.0% 17.5294
Soybean Oil (BO)

1

12

 09-17 10-15 73.33% 17.5
Coffee (KC)

3

12

 09-17 10-30 86.67% 17.5
Coffee (KC)

3

12

 09-17 10-25 86.67% 17.3333
Natural Gas (NG)

7

4

 09-22 10-30 86.67% 17.1739
Coffee (KC)

3

12

 09-02 10-20 80.0% 17.1111
Natural Gas (NG)

1

12

 09-22 10-10 86.67% 16.8966
Natural Gas (NG)

7

2

 09-22 10-30 73.33% 16.8315
Natural Gas (NG)

2

11

 09-17 09-30 80.0% 16.7742
Coffee (KC)

7

12

 09-02 10-15 86.67% 16.5909
Corn (C)

12

3

 09-07 10-15 80.0% 16.3333
Coffee (KC)

7

3

 09-22 11-04 73.33% 16.2
Coffee (KC)

3

12

 09-07 10-20 73.33% 16.125
Natural Gas (NG)

1

12

 09-17 10-10 80.0% 15.931
Coffee (KC)

7

5

 09-27 11-14 86.67% 15.8333
Soybean Oil (BO)

1

12

 09-17 09-25 73.33% 15.6667
Natural Gas (NG)

2

11

 09-22 09-30 80.0% 15.4559
Coffee (KC)

3

12

 09-22 10-15 86.67% 15.4
Coffee (KC)

7

3

 09-17 10-30 73.33% 15.4
Soybean Oil (BO)

7

1

 09-02 09-10 73.33% 15.4
Coffee (KC)

5

12

 09-12 10-30 86.67% 15.3571
Coffee (KC)

5

12

 09-02 10-20 80.0% 15.2222
Coffee (KC)

5

3

 09-07 10-25 80.0% 15.1429
Natural Gas (NG)

5

2

 09-22 10-30 73.33% 15.0568
Natural Gas (NG)

1

12

 09-02 10-10 80.0% 15.0
Natural Gas (NG)

6

2

 09-22 10-30 73.33% 14.9894
Soybean Oil (BO)

1

12

 09-17 10-10 93.33% 14.8
Coffee (KC)

7

3

 09-17 11-04 73.33% 14.4615
Soybean Oil (BO)

3

12

 09-02 09-10 80.0% 14.4
Natural Gas (NG)

6

4

 09-22 10-30 80.0% 14.2381
Coffee (KC)

5

3

 09-17 11-04 73.33% 14.1667
Natural Gas (NG)

5

3

 09-12 10-25 80.0% 14.1494
Natural Gas (NG)

5

3

 09-07 10-25 80.0% 14.092
Coffee (KC)

5

12

 09-17 10-25 73.33% 14.0833
Coffee (KC)

5

12

 09-12 10-25 80.0% 14.0667
Coffee (KC)

7

12

 09-12 10-25 80.0% 14.05
Corn (C)

12

3

 09-07 10-10 73.33% 14.0
Coffee (KC)

7

12

 09-02 10-20 80.0% 13.8214
Coffee (KC)

7

12

 09-02 09-30 73.33% 13.75
Natural Gas (NG)

4

2

 09-22 10-30 73.33% 13.6463
Copper (HG)

3

12

 09-07 09-15 86.67% 13.5714
Coffee (KC)

5

12

 09-02 09-30 80.0% 13.4286
Corn (C)

12

5

 09-07 10-15 86.67% 13.3333
Coffee (KC)

5

3

 09-02 10-20 80.0% 13.3333
Natural Gas (NG)

7

4

 09-12 10-30 80.0% 13.2609
Coffee (KC)

7

12

 09-27 10-30 73.33% 13.25
Coffee (KC)

3

12

 09-02 10-10 80.0% 13.0
Coffee (KC)

7

3

 09-07 10-25 80.0% 12.8667
Coffee (KC)

5

3

 09-02 10-15 73.33% 12.6667
Coffee (KC)

7

3

 09-12 10-30 80.0% 12.6429
Soybean (S)

7

3

 09-17 10-05 80.0% 12.6316
Soybean Oil (BO)

3

1

 09-02 09-15 80.0% 12.6
Natural Gas (NG)

7

1

 09-22 10-30 80.0% 12.5937
Coffee (KC)

5

12

 09-17 10-30 86.67% 12.5714
Soybean (S)

5

1

 09-17 11-04 73.33% 12.5625