Commodities Spread Strategies


Product Long Contract Short Contract Entry Date Exit Date Win(%) Profit Factor
Natural Gas (NG)

1

3

 12-21 12-29 80.0% 25.5567
Natural Gas (NG)

3

1

 12-01 12-14 86.67% 24.6154
Gasoline (RB)

1

3

 12-06 12-29 86.67% 22.4189
Natural Gas (NG)

1

3

 12-16 12-29 80.0% 22.3313
Gasoline (RB)

1

4

 12-06 12-24 93.33% 20.7731
Gasoline (RB)

1

3

 12-11 12-29 80.0% 20.7095
Soybean (S)

5

3

 12-01 12-29 80.0% 19.625
Natural Gas (NG)

1

3

 12-11 12-29 80.0% 19.3306
Gasoline (RB)

1

4

 12-11 12-24 93.33% 18.6303
Gasoline (RB)

1

5

 12-06 12-24 93.33% 18.1179
Natural Gas (NG)

1

3

 12-06 12-29 73.33% 17.4142
Natural Gas (NG)

1

4

 12-21 12-29 73.33% 16.0042
Gasoline (RB)

1

3

 12-11 12-24 86.67% 16.0
Soybean (S)

5

3

 12-01 12-19 80.0% 15.4
Gasoline (RB)

2

4

 12-06 12-24 93.33% 15.2312
Gasoline (RB)

1

3

 12-06 12-24 86.67% 15.1508
Gasoline (RB)

1

5

 12-11 12-24 86.67% 15.0214
Gasoline (RB)

1

4

 12-06 12-29 86.67% 14.7185
Gasoline (RB)

2

4

 12-11 12-24 93.33% 14.7101
Soybean Meal (SM)

5

1

 12-01 12-14 86.67% 14.6842
Gasoline (RB)

1

6

 12-06 12-24 93.33% 14.6287
Natural Gas (NG)

1

5

 12-21 12-29 73.33% 14.5774
Gasoline (RB)

2

4

 12-11 12-19 80.0% 14.3583
Natural Gas (NG)

1

6

 12-21 12-29 73.33% 14.1289
Gasoline (RB)

1

4

 12-11 12-19 73.33% 14.0769
Gasoline (RB)

3

5

 12-06 12-24 93.33% 14.0397
Soybean (S)

7

3

 12-01 12-19 80.0% 14.0
Natural Gas (NG)

1

7

 12-21 12-29 73.33% 13.738
Gasoline (RB)

1

7

 12-06 12-24 93.33% 13.7054
Cotton (CT)

3

5

 12-11 12-24 80.0% 13.6949
Cotton (CT)

3

5

 12-01 12-24 73.33% 13.6739
Natural Gas (NG)

1

8

 12-21 12-29 73.33% 13.3744
Gasoline (RB)

2

5

 12-06 12-24 93.33% 13.3519
Natural Gas (NG)

1

9

 12-21 12-29 73.33% 13.2367
Natural Gas (NG)

1

10

 12-21 12-29 73.33% 13.1897
Gasoline (RB)

1

4

 12-06 12-19 73.33% 12.8945
Soybean Meal (SM)

3

1

 12-06 12-14 93.33% 12.75
Gasoline (RB)

1

8

 12-06 12-24 93.33% 12.7248
Gasoline (RB)

1

5

 12-11 12-19 80.0% 12.4758
Gasoline (RB)

1

4

 12-11 12-29 86.67% 12.276
Gasoline (RB)

1

9

 12-06 12-24 93.33% 11.9844
Gasoline (RB)

1

5

 12-06 12-29 86.67% 11.9775
Natural Gas (NG)

3

1

 12-01 12-09 80.0% 11.7705
Gasoline (RB)

1

3

 12-11 12-19 80.0% 11.6845
Cotton (CT)

3

5

 12-01 12-19 73.33% 11.5349
Gasoline (RB)

2

5

 12-11 12-19 73.33% 11.1706
Natural Gas (NG)

3

1

 12-01 12-24 80.0% 10.9083
Gasoline (RB)

1

6

 12-11 12-24 86.67% 10.8235
Gasoline (RB)

2

6

 12-06 12-24 93.33% 10.734
Gasoline (RB)

1

6

 12-06 12-29 86.67% 10.6433
Soybean (S)

7

9

 12-01 12-14 73.33% 10.5312
Gasoline (RB)

1

3

 12-06 12-19 73.33% 10.5256
Natural Gas (NG)

1

4

 12-16 12-29 80.0% 10.4828
Gasoline (RB)

1

5

 12-06 12-19 73.33% 10.4792
Natural Gas (NG)

3

1

 12-01 12-19 93.33% 10.3894
Gasoline (RB)

1

10

 12-06 12-24 93.33% 10.3607
Soybean Meal (SM)

3

1

 12-01 12-14 86.67% 10.2778
Gasoline (RB)

1

8

 12-06 12-29 86.67% 10.2161
Gasoline (RB)

1

7

 12-06 12-29 86.67% 10.1888
Gasoline (RB)

1

9

 12-06 12-29 86.67% 10.1395
Natural Gas (NG)

1

5

 12-16 12-29 80.0% 10.1383
Gasoline (RB)

2

5

 12-11 12-24 86.67% 10.0755
Gasoline (RB)

2

4

 12-06 12-19 73.33% 10.0327
Natural Gas (NG)

1

6

 12-16 12-29 73.33% 9.6905
Cotton (CT)

3

7

 12-01 12-09 73.33% 9.549
Gasoline (RB)

2

7

 12-06 12-24 86.67% 9.509
Gasoline (RB)

1

5

 12-11 12-29 86.67% 9.4325
Soybean Meal (SM)

7

9

 12-01 12-29 80.0% 9.3784
Gasoline (RB)

1

7

 12-11 12-24 86.67% 9.3636
Gasoline (RB)

1

6

 12-11 12-19 80.0% 9.3615
Gasoline (RB)

3

6

 12-06 12-24 86.67% 9.3125
Gasoline (RB)

2

9

 12-06 12-24 93.33% 9.3099
Natural Gas (NG)

7

5

 12-11 12-19 86.67% 9.2941
Natural Gas (NG)

1

7

 12-16 12-29 73.33% 9.2527
Heating Oil (HO)

2

4

 12-11 12-19 80.0% 9.2019
Soybean Meal (SM)

7

5

 12-06 12-24 73.33% 9.1667
Natural Gas (NG)

1

3

 12-01 12-29 73.33% 9.1492
Natural Gas (NG)

1

8

 12-16 12-29 73.33% 9.0972
Gasoline (RB)

2

8

 12-06 12-24 86.67% 9.0917
Natural Gas (NG)

1

9

 12-16 12-29 73.33% 9.0723
Natural Gas (NG)

1

10

 12-16 12-29 73.33% 9.0314
Cotton (CT)

3

5

 12-11 12-19 80.0% 9.0164
Soybean (S)

5

3

 12-01 12-24 73.33% 8.9412
Heating Oil (HO)

2

5

 12-11 12-19 80.0% 8.8824
Gasoline (RB)

3

5

 12-11 12-24 86.67% 8.6558
Gasoline (RB)

1

10

 12-06 12-29 86.67% 8.5056
Live Cattle (LC)

4

10

 12-21 12-29 73.33% 8.4694
Cotton (CT)

3

5

 12-06 12-24 73.33% 8.2937
Gasoline (RB)

1

7

 12-11 12-19 73.33% 8.1917
Gasoline (RB)

3

9

 12-06 12-24 86.67% 8.1894
Gasoline (RB)

2

10

 12-06 12-24 93.33% 8.1802
Soybean (S)

7

3

 12-01 12-29 73.33% 8.0741
Gasoline (RB)

1

6

 12-06 12-19 73.33% 8.0561
Gasoline (RB)

1

8

 12-11 12-24 80.0% 8.0372
Gasoline (RB)

3

7

 12-06 12-24 86.67% 7.8902
Gasoline (RB)

1

6

 12-11 12-29 86.67% 7.888
Gasoline (RB)

2

4

 12-01 12-24 86.67% 7.7403
Gasoline (RB)

3

8

 12-06 12-24 86.67% 7.67
Soybean Meal (SM)

5

1

 12-06 12-14 73.33% 7.6667
Soybean Meal (SM)

5

3

 12-01 12-14 73.33% 7.6429