Commodities Spread Strategies


Product Long Contract Short Contract Entry Date Exit Date Win(%) Profit Factor
Copper (HG)

5

10

 07-24 08-01 93.33% 234187180623268.0
Copper (HG)

4

10

 07-24 08-01 93.33% 209417382672731.0
Copper (HG)

5

11

 07-14 08-11 86.67% 233.5
Copper (HG)

3

10

 07-24 08-01 93.33% 171.0
Copper (HG)

5

12

 07-24 08-01 86.67% 123.0
Corn (C)

3

12

 07-19 08-11 86.67% 121.0
Corn (C)

3

12

 07-19 08-06 86.67% 110.0
Copper (HG)

5

10

 07-14 08-11 86.67% 107.8
Copper (HG)

4

12

 07-24 08-01 93.33% 101.0
Corn (C)

3

12

 07-14 08-26 86.67% 94.0
Copper (HG)

5

12

 07-14 08-11 86.67% 91.5
Copper (HG)

5

10

 07-19 08-11 80.0% 82.0
Copper (HG)

5

2

 07-14 08-11 80.0% 78.0
Copper (HG)

5

1

 07-14 08-11 80.0% 76.75
Copper (HG)

4

11

 07-14 08-11 80.0% 76.0
Corn (C)

3

12

 07-29 08-11 80.0% 75.0
Corn (C)

12

9

 07-19 07-27 80.0% 72.0
Copper (HG)

5

11

 07-19 08-11 80.0% 70.6667
Copper (HG)

4

11

 07-19 08-11 73.33% 70.2
Copper (HG)

4

10

 07-19 08-11 73.33% 70.0
Copper (HG)

5

11

 07-09 08-11 73.33% 68.0
Copper (HG)

5

2

 07-19 08-11 86.67% 66.0
Copper (HG)

4

2

 07-19 08-11 80.0% 62.5
Copper (HG)

1

11

 07-14 08-11 80.0% 55.0
Copper (HG)

3

1

 07-24 08-01 80.0% 55.0
Corn (C)

3

12

 07-19 08-16 80.0% 54.5
Copper (HG)

1

10

 07-14 08-06 80.0% 54.5
Copper (HG)

4

2

 07-09 08-11 93.33% 54.0
Copper (HG)

5

3

 07-24 08-06 80.0% 52.5
Corn (C)

3

12

 07-14 08-11 86.67% 52.0
Copper (HG)

5

12

 07-19 08-11 80.0% 52.0
Copper (HG)

5

10

 07-09 08-11 73.33% 51.8182
Copper (HG)

4

10

 07-14 08-11 80.0% 50.3333
Copper (HG)

1

11

 07-24 08-01 80.0% 49.0
Copper (HG)

4

11

 07-09 08-11 80.0% 48.75
Copper (HG)

4

2

 07-14 08-11 80.0% 48.0
Copper (HG)

1

12

 07-24 08-06 73.33% 48.0
Copper (HG)

4

11

 07-04 08-11 80.0% 47.75
Copper (HG)

1

11

 07-19 08-01 80.0% 47.3333
Copper (HG)

1

11

 07-14 08-01 93.33% 47.3333
Copper (HG)

5

1

 07-24 08-01 86.67% 47.0
Copper (HG)

2

11

 07-14 08-06 73.33% 46.8
Copper (HG)

4

12

 07-14 08-11 80.0% 46.3333
Copper (HG)

2

10

 07-19 08-06 80.0% 45.5
Corn (C)

3

12

 07-14 08-16 86.67% 45.5
Copper (HG)

4

10

 07-09 08-11 80.0% 43.9091
Copper (HG)

3

11

 07-14 08-11 80.0% 43.2857
Copper (HG)

5

3

 07-14 08-11 80.0% 43.25
Copper (HG)

3

10

 07-14 08-06 80.0% 42.25
Copper (HG)

1

11

 07-14 08-06 86.67% 42.0
Copper (HG)

5

2

 07-09 08-11 93.33% 42.0
Copper (HG)

3

11

 07-19 08-11 73.33% 41.1429
Copper (HG)

3

11

 07-04 08-11 73.33% 41.125
Copper (HG)

3

11

 07-14 08-06 80.0% 41.0
Copper (HG)

2

10

 07-14 08-06 73.33% 40.8571
Copper (HG)

5

1

 07-09 08-11 86.67% 40.75
Copper (HG)

3

10

 07-19 08-06 73.33% 40.25
Corn (C)

12

9

 07-14 07-27 86.67% 40.0
Copper (HG)

4

1

 07-09 08-11 80.0% 39.5
Copper (HG)

1

10

 07-14 08-11 80.0% 39.5
Copper (HG)

4

10

 07-19 08-06 73.33% 38.2
Copper (HG)

2

10

 07-24 08-06 86.67% 37.5
Copper (HG)

2

11

 07-19 08-06 80.0% 37.3333
Copper (HG)

4

1

 07-14 08-11 73.33% 36.5
Corn (C)

5

12

 07-14 08-11 86.67% 36.25
Copper (HG)

4

1

 07-24 08-01 86.67% 36.0
Corn (C)

3

12

 07-19 08-21 73.33% 35.6667
Copper (HG)

1

11

 07-04 08-11 86.67% 35.6
Copper (HG)

3

11

 07-29 08-01 73.33% 35.5
Copper (HG)

3

10

 07-14 08-11 80.0% 34.1818
Copper (HG)

3

11

 07-19 08-06 73.33% 34.125
Copper (HG)

4

11

 07-19 08-06 73.33% 33.3
Corn (C)

3

12

 07-19 09-05 80.0% 33.0
Corn (C)

3

12

 07-24 08-11 80.0% 32.0
Copper (HG)

4

10

 07-14 08-06 86.67% 31.9231
Copper (HG)

1

12

 07-14 08-16 80.0% 31.6667
Corn (C)

3

12

 07-14 08-06 86.67% 31.3333
Copper (HG)

5

10

 07-14 08-06 86.67% 31.25
Copper (HG)

3

11

 07-09 08-11 80.0% 31.0
Copper (HG)

3

10

 07-09 08-11 80.0% 31.0
Copper (HG)

2

11

 07-14 08-01 93.33% 30.5
Copper (HG)

4

11

 07-14 08-06 80.0% 30.3333
Copper (HG)

2

11

 07-24 08-06 93.33% 30.3333
Copper (HG)

5

10

 07-19 08-06 73.33% 30.0667
Copper (HG)

5

11

 07-14 08-06 80.0% 29.9333
Copper (HG)

3

10

 07-04 08-11 73.33% 29.7857
Copper (HG)

12

10

 07-14 08-11 80.0% 29.6667
Copper (HG)

5

3

 07-09 08-11 86.67% 29.1667
Copper (HG)

5

12

 07-09 08-11 86.67% 28.9231
Copper (HG)

2

11

 07-19 08-11 80.0% 28.875
Corn (C)

3

12

 07-19 08-26 73.33% 28.75
Copper (HG)

2

11

 07-19 08-01 80.0% 28.6667
Copper (HG)

1

12

 07-19 08-16 80.0% 28.6667
Copper (HG)

3

12

 07-14 08-11 86.67% 28.5714
Copper (HG)

5

12

 07-24 08-06 86.67% 28.3333
Copper (HG)

5

11

 07-04 08-11 73.33% 28.3125
Copper (HG)

2

11

 07-29 08-01 73.33% 28.0
Copper (HG)

4

1

 07-19 08-11 73.33% 27.2857
Copper (HG)

12

10

 07-04 08-11 73.33% 27.125
Copper (HG)

2

11

 07-14 08-11 80.0% 27.0