| Wheat(KCBT) Spread Seasonals |
|
Seasonal Strategy |
Entry Date |
Exit Date |
Win Pct |
Win Years |
Loss Years |
Total Years |
Average Profit |
Avg PPD/ Days |
| 1 |
Buy Mar Wheat(KCBT) - KWH8 Sell Mar Wheat(CBOT) - WH8 |
1/7 |
2/27 |
93 |
14 |
1 |
15 |
672 |
13/52 |
| 2 |
Buy Mar Wheat(KCBT) - KWH8 Sell Mar Wheat(CBOT) - WH8 |
1/8 |
1/23 |
93 |
14 |
1 |
15 |
433 |
27/16 |
| 3 |
Buy Mar Wheat(KCBT) - KWH8 Sell Mar Wheat(CBOT) - WH8 |
1/31 |
2/22 |
87 |
13 |
2 |
15 |
382 |
17/23 |
| 4 |
Buy Jul Soybeans(CBOT) - SN8 Sell Jul Wheat(KCBT) - KWN8 |
2/9 |
2/17 |
87 |
13 |
2 |
15 |
708 |
79/9 |
| 5 |
Buy Jul Soybeans(CBOT) - SN8 Sell Jul Wheat(KCBT) - KWN8 |
2/10 |
2/28 |
80 |
12 |
3 |
15 |
1136 |
60/19 |
| 6 |
Buy May Corn(CBOT) - CK8 Sell May Wheat(KCBT) - KWK8 |
2/27 |
3/21 |
80 |
12 |
3 |
15 |
1022 |
43/24 |
| 7 |
Buy May Soybeans(CBOT) - SK8 Sell 2 May Wheat(KCBT) - KWK8 |
3/5 |
4/1 |
100 |
15 |
0 |
15 |
1800 |
64/28 |
| 8 |
Buy May Wheat(KCBT) - KWK8 Sell May Wheat(CBOT) - WK8 |
3/23 |
4/14 |
93 |
14 |
1 |
15 |
400 |
17/23 |
| 9 |
Buy May Wheat(KCBT) - KWK8 Sell May Wheat(MGE) - MWK8 |
3/28 |
4/20 |
87 |
13 |
2 |
15 |
330 |
14/24 |
| 10 |
Buy Jul Wheat(KCBT) - KWN8 Sell Jul Wheat(CBOT) - WN8 |
3/28 |
6/29 |
93 |
14 |
1 |
15 |
856 |
9/94 |
| 11 |
Buy Sep Wheat(KCBT) - KWU8 Sell Sep Wheat(CBOT) - WU8 |
3/30 |
4/19 |
87 |
13 |
2 |
15 |
304 |
14/21 |
| 12 |
Buy Sep Wheat(KCBT) - KWU8 Sell Sep Corn(CBOT) - CU8 |
4/5 |
6/27 |
80 |
12 |
3 |
15 |
1333 |
16/84 |
| 13 |
Buy Dec Wheat(KCBT) - KWZ8 Sell Dec Corn(CBOT) - CZ8 |
4/9 |
5/18 |
87 |
13 |
2 |
15 |
894 |
22/40 |
| 14 |
Buy Jul Wheat(KCBT) - KWN8 Sell Jul Wheat(CBOT) - WN8 |
4/10 |
6/29 |
93 |
14 |
1 |
15 |
762 |
9/81 |
| 15 |
Buy May Wheat(MGE) - MWK8 Sell May Wheat(KCBT) - KWK8 |
4/19 |
4/27 |
80 |
12 |
3 |
15 |
313 |
35/9 |
| 16 |
Buy Sep Wheat(MGE) - MWU8 Sell Sep Wheat(KCBT) - KWU8 |
5/22 |
7/11 |
93 |
14 |
1 |
15 |
456 |
9/51 |
| 17 |
Buy Jul Wheat(KCBT) - KWN8 Sell Jul Wheat(CBOT) - WN8 |
5/25 |
6/29 |
87 |
13 |
2 |
15 |
467 |
13/36 |
| 18 |
Buy Jul Soybeans(CBOT) - SN8 Sell Jul Wheat(KCBT) - KWN8 |
6/3 |
6/19 |
80 |
12 |
3 |
15 |
652 |
38/17 |
| 19 |
Buy Dec Wheat(KCBT) - KWZ8 Sell Dec Corn(CBOT) - CZ8 |
6/18 |
10/1 |
80 |
12 |
3 |
15 |
2664 |
25/106 |
| 20 |
Buy Sep Wheat(MGE) - MWU8 Sell Sep Wheat(KCBT) - KWU8 |
6/19 |
7/3 |
93 |
14 |
1 |
15 |
422 |
28/15 |
| 21 |
Buy Dec Wheat(MGE) - MWZ8 Sell Dec Wheat(KCBT) - KWZ8 |
6/20 |
7/8 |
100 |
15 |
0 |
15 |
353 |
19/19 |
| 22 |
Buy Mar Wheat(KCBT) - KWH9 Sell Jul Wheat(KCBT) - KWN9 |
7/7 |
9/14 |
80 |
12 |
3 |
15 |
908 |
13/70 |
| 23 |
Buy Dec Wheat(KCBT) - KWZ8 Sell Jul Wheat(KCBT) - KWN9 |
7/8 |
7/29 |
87 |
13 |
2 |
15 |
342 |
16/22 |
| 24 |
Buy Mar Wheat(KCBT) - KWH9 Sell May Wheat(KCBT) - KWK9 |
7/8 |
9/28 |
80 |
12 |
3 |
15 |
441 |
5/83 |
| 25 |
Buy Dec Wheat(KCBT) - KWZ8 Sell Nov Soybeans(CBOT) - SX8 |
7/12 |
7/28 |
100 |
15 |
0 |
15 |
1305 |
77/17 |
| 26 |
Buy Sep Wheat(KCBT) - KWU8 Sell Sep Corn(CBOT) - CU8 |
7/13 |
7/23 |
87 |
13 |
2 |
15 |
749 |
68/11 |
| 27 |
Buy Sep Wheat(KCBT) - KWU8 Sell Sep Soybeans(CBOT) - SU8 |
7/13 |
8/1 |
100 |
15 |
0 |
15 |
1547 |
77/20 |
| 28 |
Buy Sep Wheat(KCBT) - KWU8 Sell Sep Corn(CBOT) - CU8 |
7/13 |
8/26 |
87 |
13 |
2 |
15 |
939 |
21/45 |
| 29 |
Buy Dec Wheat(KCBT) - KWZ8 Sell Dec Corn(CBOT) - CZ8 |
7/13 |
9/30 |
87 |
13 |
2 |
15 |
2221 |
28/80 |
| 30 |
Buy Sep Wheat(KCBT) - KWU8 Sell Sep Wheat(MGE) - MWU8 |
7/18 |
8/11 |
100 |
15 |
0 |
15 |
383 |
15/25 |
| 31 |
Buy Dec Wheat(KCBT) - KWZ8 Sell Dec Wheat(MGE) - MWZ8 |
7/20 |
8/1 |
93 |
14 |
1 |
15 |
303 |
23/13 |
| 32 |
Buy Dec Wheat(KCBT) - KWZ8 Sell Dec Corn(CBOT) - CZ8 |
8/14 |
9/27 |
93 |
14 |
1 |
15 |
1468 |
33/45 |
| 33 |
Buy Dec Wheat(KCBT) - KWZ8 Sell Jul Wheat(KCBT) - KWN9 |
8/19 |
10/11 |
80 |
12 |
3 |
15 |
820 |
15/54 |
| 34 |
Buy Dec Wheat(KCBT) - KWZ8 Sell Nov Soybeans(CBOT) - SX8 |
9/4 |
10/4 |
87 |
13 |
2 |
15 |
1418 |
46/31 |
| 35 |
Buy Dec Wheat(KCBT) - KWZ8 Sell Dec Wheat(CBOT) - WZ8 |
9/6 |
9/23 |
100 |
15 |
0 |
15 |
308 |
17/18 |
| 36 |
Buy Dec Wheat(KCBT) - KWZ8 Sell Dec Wheat(CBOT) - WZ8 |
9/6 |
11/4 |
87 |
13 |
2 |
15 |
513 |
9/60 |
| 37 |
Buy Dec Wheat(KCBT) - KWZ8 Sell Dec Corn(CBOT) - CZ8 |
9/14 |
9/29 |
93 |
14 |
1 |
15 |
734 |
46/16 |
| 38 |
Buy Dec Wheat(KCBT) - KWZ8 Sell Nov Soybeans(CBOT) - SX8 |
9/14 |
10/1 |
93 |
14 |
1 |
15 |
1130 |
63/18 |
| 39 |
Buy Dec Wheat(KCBT) - KWZ8 Sell Nov Soybeans(CBOT) - SX8 |
9/20 |
9/29 |
93 |
14 |
1 |
15 |
837 |
84/10 |
| 40 |
Buy Dec Corn(CBOT) - CZ8 Sell Dec Wheat(KCBT) - KWZ8 |
10/1 |
11/2 |
80 |
12 |
3 |
15 |
921 |
28/33 |
| 41 |
Buy Mar Corn(CBOT) - CH9 Sell Mar Wheat(KCBT) - KWH9 |
10/1 |
11/19 |
80 |
12 |
3 |
15 |
1209 |
24/50 |
| 42 |
Buy May Corn(CBOT) - CK9 Sell May Wheat(KCBT) - KWK9 |
10/3 |
12/3 |
93 |
14 |
1 |
15 |
732 |
12/62 |
| 43 |
Buy Mar Soybeans(CBOT) - SH9 Sell Mar Wheat(KCBT) - KWH9 |
10/3 |
12/26 |
87 |
13 |
2 |
15 |
2437 |
29/85 |
| 44 |
Buy Mar Soybeans(CBOT) - SH9 Sell 2 Mar Wheat(KCBT) - KWH9 |
10/5 |
11/19 |
93 |
14 |
1 |
15 |
2615 |
57/46 |
| 45 |
Buy Mar Soybeans(CBOT) - SH9 Sell Mar Wheat(KCBT) - KWH9 |
10/19 |
12/27 |
93 |
14 |
1 |
15 |
1930 |
28/70 |
| 46 |
Buy Jul Soybeans(CBOT) - SN9 Sell Jul Wheat(KCBT) - KWN9 |
10/21 |
11/20 |
93 |
14 |
1 |
15 |
1230 |
40/31 |
| 47 |
Buy Jul Wheat(KCBT) - KWN9 Sell Mar Wheat(KCBT) - KWH9 |
10/22 |
2/1 |
87 |
13 |
2 |
15 |
1248 |
12/103 |
| 48 |
Buy Jul Wheat(KCBT) - KWN9 Sell Dec Wheat(KCBT) - KWZ8 |
10/22 |
11/3 |
80 |
12 |
3 |
15 |
404 |
31/13 |
| 49 |
Buy Mar Corn(CBOT) - CH9 Sell Mar Wheat(KCBT) - KWH9 |
10/22 |
11/19 |
87 |
13 |
2 |
15 |
918 |
32/29 |
| 50 |
Buy Mar Soybeans(CBOT) - SH9 Sell Mar Wheat(KCBT) - KWH9 |
10/22 |
12/12 |
100 |
15 |
0 |
15 |
1549 |
30/52 |
| 51 |
Buy Mar Soybeans(CBOT) - SH9 Sell 2 Mar Wheat(KCBT) - KWH9 |
11/8 |
11/18 |
100 |
15 |
0 |
15 |
990 |
90/11 |
| 52 |
Buy Sep Wheat(KCBT) - KWU9 Sell May Wheat(KCBT) - KWK9 |
11/12 |
1/30 |
100 |
15 |
0 |
15 |
612 |
8/80 |
| 53 |
Buy Mar Wheat(KCBT) - KWH9* Sell Mar Wheat(CBOT) - WH9* |
12/2 |
2/28 |
87 |
13 |
2 |
15 |
624 |
7/89 |
| 54 |
Buy Jul Wheat(KCBT) - KWN9 Sell May Wheat(KCBT) - KWK9 |
12/5 |
1/20 |
100 |
15 |
0 |
15 |
497 |
11/47 |
| 55 |
Buy Jul Wheat(KCBT) - KWN9 Sell Mar Wheat(KCBT) - KWH9 |
12/17 |
1/3 |
100 |
15 |
0 |
15 |
531 |
29/18 |
| 56 |
Buy Jul Wheat(KCBT) - KWN9 Sell Mar Wheat(KCBT) - KWH9 |
12/17 |
1/18 |
93 |
14 |
1 |
15 |
911 |
28/33 |
| 57 |
Buy May Wheat(KCBT) - KWK9 Sell Mar Wheat(KCBT) - KWH9 |
12/17 |
2/11 |
93 |
14 |
1 |
15 |
400 |
7/57 |
| 58 |
Buy Sep Wheat(KCBT) - KWU9 Sell May Wheat(KCBT) - KWK9 |
12/17 |
3/31 |
100 |
15 |
0 |
15 |
1094 |
10/105 |
| 59 |
Buy Sep Wheat(KCBT) - KWU9 Sell Mar Wheat(KCBT) - KWH9 |
12/23 |
1/10 |
100 |
15 |
0 |
15 |
624 |
33/19 |
| 60 |
Buy Mar Wheat(KCBT) - KWH9 Sell Mar Wheat(CBOT) - WH9 |
1/7 |
2/27 |
93 |
14 |
1 |
15 |
672 |
13/52 |
| 61 |
Buy Mar Wheat(KCBT) - KWH9 Sell Mar Wheat(CBOT) - WH9 |
1/8 |
1/23 |
93 |
14 |
1 |
15 |
433 |
27/16 |
| 62 |
Buy Mar Wheat(KCBT) - KWH9 Sell Mar Wheat(CBOT) - WH9 |
1/31 |
2/22 |
87 |
13 |
2 |
15 |
382 |
17/23 |
| 63 |
Buy Jul Soybeans(CBOT) - SN9 Sell Jul Wheat(KCBT) - KWN9 |
2/9 |
2/17 |
87 |
13 |
2 |
15 |
708 |
79/9 |
| 64 |
Buy Jul Soybeans(CBOT) - SN9 Sell Jul Wheat(KCBT) - KWN9 |
2/10 |
2/28 |
80 |
12 |
3 |
15 |
1136 |
60/19 |
| 65 |
Buy May Corn(CBOT) - CK9 Sell May Wheat(KCBT) - KWK9 |
2/27 |
3/21 |
80 |
12 |
3 |
15 |
1022 |
44/23 |
| 66 |
Buy May Soybeans(CBOT) - SK9 Sell 2 May Wheat(KCBT) - KWK9 |
3/5 |
4/1 |
100 |
15 |
0 |
15 |
1800 |
64/28 |
| 67 |
Buy May Wheat(KCBT) - KWK9 Sell May Wheat(CBOT) - WK9 |
3/23 |
4/14 |
93 |
14 |
1 |
15 |
400 |
17/23 |
| 68 |
Buy May Wheat(KCBT) - KWK9 Sell May Wheat(MGE) - MWK9 |
3/28 |
4/20 |
87 |
13 |
2 |
15 |
330 |
14/24 |
| 69 |
Buy Jul Wheat(KCBT) - KWN9 Sell Jul Wheat(CBOT) - WN9 |
3/28 |
6/29 |
93 |
14 |
1 |
15 |
856 |
9/94 |
| 70 |
Buy Sep Wheat(KCBT) - KWU9 Sell Sep Wheat(CBOT) - WU9 |
3/30 |
4/19 |
87 |
13 |
2 |
15 |
304 |
14/21 |
| 71 |
Buy Sep Wheat(KCBT) - KWU9 Sell Sep Corn(CBOT) - CU9 |
4/5 |
6/27 |
80 |
12 |
3 |
15 |
1333 |
16/84 |
| 72 |
Buy Dec Wheat(KCBT) - KWZ9 Sell Dec Corn(CBOT) - CZ9 |
4/9 |
5/18 |
87 |
13 |
2 |
15 |
894 |
22/40 |
| 73 |
Buy Jul Wheat(KCBT) - KWN9 Sell Jul Wheat(CBOT) - WN9 |
4/10 |
6/29 |
93 |
14 |
1 |
15 |
762 |
9/81 |
| 74 |
Buy May Wheat(MGE) - MWK9 Sell May Wheat(KCBT) - KWK9 |
4/19 |
4/27 |
80 |
12 |
3 |
15 |
313 |
35/9 |
*Caution: Trade exit is during delivery period. Longs may be subject to delivery!
1This spread may not be exchange recognized.
2This spread may not be recognized by brokerages.
3Equity Spread, be aware of ordering anomalies.
|