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Commodities Spread Strategies
All
Crude Oil (WTI)
Natural Gas (NG)
Heating Oil (HO)
Gasoline (RB)
Soybean (S)
Soybean Oil (BO)
Soybean Meal (SM)
Wheat (W)
Corn (C)
Coffee (KC)
Cocoa (CC)
Cotton (CT)
Lean Hogs (HE)
Live Cattle (LC)
Copper (HG)
1
2
3
4
5
6
7
8
9
10
11
12
Get 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
Backtest Detail
Natural Gas (NG)
3
1
12-01
12-14
86.67%
24.6154
Backtest Detail
Gasoline (RB)
1
3
12-06
12-29
86.67%
22.4189
Backtest Detail
Natural Gas (NG)
1
3
12-16
12-29
80.0%
22.3313
Backtest Detail
Gasoline (RB)
1
4
12-06
12-24
93.33%
20.7731
Backtest Detail
Gasoline (RB)
1
3
12-11
12-29
80.0%
20.7095
Backtest Detail
Soybean (S)
5
3
12-01
12-29
80.0%
19.625
Backtest Detail
Natural Gas (NG)
1
3
12-11
12-29
80.0%
19.3306
Backtest Detail
Gasoline (RB)
1
4
12-11
12-24
93.33%
18.6303
Backtest Detail
Gasoline (RB)
1
5
12-06
12-24
93.33%
18.1179
Backtest Detail
Natural Gas (NG)
1
3
12-06
12-29
73.33%
17.4142
Backtest Detail
Natural Gas (NG)
1
4
12-21
12-29
73.33%
16.0042
Backtest Detail
Gasoline (RB)
1
3
12-11
12-24
86.67%
16.0
Backtest Detail
Soybean (S)
5
3
12-01
12-19
80.0%
15.4
Backtest Detail
Gasoline (RB)
2
4
12-06
12-24
93.33%
15.2312
Backtest Detail
Gasoline (RB)
1
3
12-06
12-24
86.67%
15.1508
Backtest Detail
Gasoline (RB)
1
5
12-11
12-24
86.67%
15.0214
Backtest Detail
Gasoline (RB)
1
4
12-06
12-29
86.67%
14.7185
Backtest Detail
Gasoline (RB)
2
4
12-11
12-24
93.33%
14.7101
Backtest Detail
Soybean Meal (SM)
5
1
12-01
12-14
86.67%
14.6842
Backtest Detail
Gasoline (RB)
1
6
12-06
12-24
93.33%
14.6287
Backtest Detail
Natural Gas (NG)
1
5
12-21
12-29
73.33%
14.5774
Backtest Detail
Gasoline (RB)
2
4
12-11
12-19
80.0%
14.3583
Backtest Detail
Natural Gas (NG)
1
6
12-21
12-29
73.33%
14.1289
Backtest Detail
Gasoline (RB)
1
4
12-11
12-19
73.33%
14.0769
Backtest Detail
Gasoline (RB)
3
5
12-06
12-24
93.33%
14.0397
Backtest Detail
Soybean (S)
7
3
12-01
12-19
80.0%
14.0
Backtest Detail
Natural Gas (NG)
1
7
12-21
12-29
73.33%
13.738
Backtest Detail
Gasoline (RB)
1
7
12-06
12-24
93.33%
13.7054
Backtest Detail
Cotton (CT)
3
5
12-11
12-24
80.0%
13.6949
Backtest Detail
Cotton (CT)
3
5
12-01
12-24
73.33%
13.6739
Backtest Detail
Natural Gas (NG)
1
8
12-21
12-29
73.33%
13.3744
Backtest Detail
Gasoline (RB)
2
5
12-06
12-24
93.33%
13.3519
Backtest Detail
Natural Gas (NG)
1
9
12-21
12-29
73.33%
13.2367
Backtest Detail
Natural Gas (NG)
1
10
12-21
12-29
73.33%
13.1897
Backtest Detail
Gasoline (RB)
1
4
12-06
12-19
73.33%
12.8945
Backtest Detail
Soybean Meal (SM)
3
1
12-06
12-14
93.33%
12.75
Backtest Detail
Gasoline (RB)
1
8
12-06
12-24
93.33%
12.7248
Backtest Detail
Gasoline (RB)
1
5
12-11
12-19
80.0%
12.4758
Backtest Detail
Gasoline (RB)
1
4
12-11
12-29
86.67%
12.276
Backtest Detail
Gasoline (RB)
1
9
12-06
12-24
93.33%
11.9844
Backtest Detail
Gasoline (RB)
1
5
12-06
12-29
86.67%
11.9775
Backtest Detail
Natural Gas (NG)
3
1
12-01
12-09
80.0%
11.7705
Backtest Detail
Gasoline (RB)
1
3
12-11
12-19
80.0%
11.6845
Backtest Detail
Cotton (CT)
3
5
12-01
12-19
73.33%
11.5349
Backtest Detail
Gasoline (RB)
2
5
12-11
12-19
73.33%
11.1706
Backtest Detail
Natural Gas (NG)
3
1
12-01
12-24
80.0%
10.9083
Backtest Detail
Gasoline (RB)
1
6
12-11
12-24
86.67%
10.8235
Backtest Detail
Gasoline (RB)
2
6
12-06
12-24
93.33%
10.734
Backtest Detail
Gasoline (RB)
1
6
12-06
12-29
86.67%
10.6433
Backtest Detail
Soybean (S)
7
9
12-01
12-14
73.33%
10.5312
Backtest Detail
Gasoline (RB)
1
3
12-06
12-19
73.33%
10.5256
Backtest Detail
Natural Gas (NG)
1
4
12-16
12-29
80.0%
10.4828
Backtest Detail
Gasoline (RB)
1
5
12-06
12-19
73.33%
10.4792
Backtest Detail
Natural Gas (NG)
3
1
12-01
12-19
93.33%
10.3894
Backtest Detail
Gasoline (RB)
1
10
12-06
12-24
93.33%
10.3607
Backtest Detail
Soybean Meal (SM)
3
1
12-01
12-14
86.67%
10.2778
Backtest Detail
Gasoline (RB)
1
8
12-06
12-29
86.67%
10.2161
Backtest Detail
Gasoline (RB)
1
7
12-06
12-29
86.67%
10.1888
Backtest Detail
Gasoline (RB)
1
9
12-06
12-29
86.67%
10.1395
Backtest Detail
Natural Gas (NG)
1
5
12-16
12-29
80.0%
10.1383
Backtest Detail
Gasoline (RB)
2
5
12-11
12-24
86.67%
10.0755
Backtest Detail
Gasoline (RB)
2
4
12-06
12-19
73.33%
10.0327
Backtest Detail
Natural Gas (NG)
1
6
12-16
12-29
73.33%
9.6905
Backtest Detail
Cotton (CT)
3
7
12-01
12-09
73.33%
9.549
Backtest Detail
Gasoline (RB)
2
7
12-06
12-24
86.67%
9.509
Backtest Detail
Gasoline (RB)
1
5
12-11
12-29
86.67%
9.4325
Backtest Detail
Soybean Meal (SM)
7
9
12-01
12-29
80.0%
9.3784
Backtest Detail
Gasoline (RB)
1
7
12-11
12-24
86.67%
9.3636
Backtest Detail
Gasoline (RB)
1
6
12-11
12-19
80.0%
9.3615
Backtest Detail
Gasoline (RB)
3
6
12-06
12-24
86.67%
9.3125
Backtest Detail
Gasoline (RB)
2
9
12-06
12-24
93.33%
9.3099
Backtest Detail
Natural Gas (NG)
7
5
12-11
12-19
86.67%
9.2941
Backtest Detail
Natural Gas (NG)
1
7
12-16
12-29
73.33%
9.2527
Backtest Detail
Heating Oil (HO)
2
4
12-11
12-19
80.0%
9.2019
Backtest Detail
Soybean Meal (SM)
7
5
12-06
12-24
73.33%
9.1667
Backtest Detail
Natural Gas (NG)
1
3
12-01
12-29
73.33%
9.1492
Backtest Detail
Natural Gas (NG)
1
8
12-16
12-29
73.33%
9.0972
Backtest Detail
Gasoline (RB)
2
8
12-06
12-24
86.67%
9.0917
Backtest Detail
Natural Gas (NG)
1
9
12-16
12-29
73.33%
9.0723
Backtest Detail
Natural Gas (NG)
1
10
12-16
12-29
73.33%
9.0314
Backtest Detail
Cotton (CT)
3
5
12-11
12-19
80.0%
9.0164
Backtest Detail
Soybean (S)
5
3
12-01
12-24
73.33%
8.9412
Backtest Detail
Heating Oil (HO)
2
5
12-11
12-19
80.0%
8.8824
Backtest Detail
Gasoline (RB)
3
5
12-11
12-24
86.67%
8.6558
Backtest Detail
Gasoline (RB)
1
10
12-06
12-29
86.67%
8.5056
Backtest Detail
Live Cattle (LC)
4
10
12-21
12-29
73.33%
8.4694
Backtest Detail
Cotton (CT)
3
5
12-06
12-24
73.33%
8.2937
Backtest Detail
Gasoline (RB)
1
7
12-11
12-19
73.33%
8.1917
Backtest Detail
Gasoline (RB)
3
9
12-06
12-24
86.67%
8.1894
Backtest Detail
Gasoline (RB)
2
10
12-06
12-24
93.33%
8.1802
Backtest Detail
Soybean (S)
7
3
12-01
12-29
73.33%
8.0741
Backtest Detail
Gasoline (RB)
1
6
12-06
12-19
73.33%
8.0561
Backtest Detail
Gasoline (RB)
1
8
12-11
12-24
80.0%
8.0372
Backtest Detail
Gasoline (RB)
3
7
12-06
12-24
86.67%
7.8902
Backtest Detail
Gasoline (RB)
1
6
12-11
12-29
86.67%
7.888
Backtest Detail
Gasoline (RB)
2
4
12-01
12-24
86.67%
7.7403
Backtest Detail
Gasoline (RB)
3
8
12-06
12-24
86.67%
7.67
Backtest Detail
Soybean Meal (SM)
5
1
12-06
12-14
73.33%
7.6667
Backtest Detail
Soybean Meal (SM)
5
3
12-01
12-14
73.33%
7.6429
Backtest Detail