| 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) - KWH0 Sell Mar Wheat(CBOT) - WH0 |
1/6 |
1/18 |
100 |
15 |
0 |
15 |
341 |
26/13 |
| 2 |
Buy May Wheat(KCBT) - KWK0 Sell May Wheat(CBOT) - WK0 |
1/6 |
2/2 |
100 |
15 |
0 |
15 |
367 |
13/28 |
| 3 |
Buy May Wheat(KCBT) - KWK0 Sell May Wheat(CBOT) - WK0 |
1/6 |
2/22 |
93 |
14 |
1 |
15 |
514 |
11/48 |
| 4 |
Buy Jul Wheat(KCBT) - KWN0 Sell May Wheat(KCBT) - KWK0 |
1/7 |
4/1 |
93 |
14 |
1 |
15 |
514 |
6/85 |
| 5 |
Buy Mar Wheat(KCBT) - KWH0 Sell Mar Wheat(CBOT) - WH0 |
1/8 |
1/27 |
100 |
15 |
0 |
15 |
473 |
24/20 |
| 6 |
Buy May Wheat(KCBT) - KWK0 Sell May Wheat(CBOT) - WK0 |
1/8 |
4/23 |
93 |
14 |
1 |
15 |
931 |
9/106 |
| 7 |
Buy May Corn(CBOT) - CK0 Sell May Wheat(KCBT) - KWK0 |
2/8 |
4/9 |
87 |
13 |
2 |
15 |
1256 |
21/61 |
| 8 |
Buy May Corn(CBOT) - CK0 Sell May Wheat(KCBT) - KWK0 |
2/10 |
2/18 |
93 |
14 |
1 |
15 |
430 |
48/9 |
| 9 |
Buy May Oats(CBOT) - OK0 Sell May Wheat(KCBT) - KWK0 |
2/10 |
3/30 |
87 |
13 |
2 |
15 |
1015 |
21/49 |
| 10 |
Buy May Soybeans(CBOT) - SK0 Sell 2 May Wheat(KCBT) - KWK0 |
2/10 |
4/9 |
87 |
13 |
2 |
15 |
2728 |
46/59 |
| 11 |
Buy Sep Wheat(KCBT) - KWU0 Sell May Wheat(KCBT) - KWK0 |
2/16 |
4/9 |
100 |
15 |
0 |
15 |
512 |
10/53 |
| 12 |
Buy Dec Wheat(KCBT) - KWZ0 Sell May Wheat(KCBT) - KWK0 |
2/21 |
4/9 |
93 |
14 |
1 |
15 |
522 |
11/48 |
| 13 |
Buy May Soybeans(CBOT) - SK0 Sell May Wheat(KCBT) - KWK0 |
2/26 |
3/27 |
93 |
14 |
1 |
15 |
1212 |
40/30 |
| 14 |
Buy May Soybeans(CBOT) - SK0 Sell 2 May Wheat(KCBT) - KWK0 |
3/5 |
4/1 |
100 |
15 |
0 |
15 |
1955 |
70/28 |
| 15 |
Buy Dec Wheat(MGE) - MWZ0 Sell Dec Wheat(KCBT) - KWZ0 |
3/6 |
3/25 |
87 |
13 |
2 |
15 |
321 |
16/20 |
| 16 |
Buy May Soybeans(CBOT) - SK0 Sell May Wheat(KCBT) - KWK0 |
3/7 |
4/2 |
93 |
14 |
1 |
15 |
1385 |
51/27 |
| 17 |
Buy Sep Wheat(KCBT) - KWU0 Sell May Wheat(KCBT) - KWK0 |
3/7 |
4/9 |
100 |
15 |
0 |
15 |
382 |
11/34 |
| 18 |
Buy May Soybeans(CBOT) - SK0 Sell May Wheat(KCBT) - KWK0 |
3/13 |
3/30 |
93 |
14 |
1 |
15 |
1096 |
61/18 |
| 19 |
Buy May Oats(CBOT) - OK0 Sell May Wheat(KCBT) - KWK0 |
3/14 |
3/23 |
87 |
13 |
2 |
15 |
899 |
90/10 |
| 20 |
Buy May Wheat(KCBT) - KWK0 Sell May Wheat(CBOT) - WK0 |
3/28 |
4/18 |
93 |
14 |
1 |
15 |
549 |
25/22 |
| 21 |
Buy Jul Wheat(KCBT) - KWN0 Sell Jul Wheat(CBOT) - WN0 |
3/28 |
5/22 |
87 |
13 |
2 |
15 |
642 |
11/56 |
| 22 |
Buy Jul Wheat(KCBT) - KWN0 Sell Jul Oats(CBOT) - ON0 |
4/1 |
5/10 |
80 |
12 |
3 |
15 |
702 |
18/40 |
| 23 |
Buy May Wheat(KCBT) - KWK0 Sell May Wheat(CBOT) - WK0 |
4/6 |
4/20 |
93 |
14 |
1 |
15 |
355 |
24/15 |
| 24 |
Buy May Wheat(KCBT) - KWK0 Sell May Wheat(MGE) - MWK0 |
4/9 |
4/15 |
87 |
13 |
2 |
15 |
420 |
60/7 |
| 25 |
Buy May Wheat(KCBT) - KWK0 Sell May Corn(CBOT) - CK0 |
4/9 |
4/20 |
80 |
12 |
3 |
15 |
652 |
54/12 |
| 26 |
Buy May Wheat(KCBT) - KWK0 Sell Dec Wheat(KCBT) - KWZ0 |
4/10 |
4/25 |
87 |
13 |
2 |
15 |
316 |
20/16 |
| 27 |
Buy Jul Wheat(MGE) - MWN0 Sell Jul Wheat(KCBT) - KWN0 |
4/19 |
6/27 |
93 |
14 |
1 |
15 |
1238 |
18/70 |
| 28 |
Buy Jul Corn(CBOT) - CN0 Sell Jul Wheat(KCBT) - KWN0 |
4/20 |
4/29 |
87 |
13 |
2 |
15 |
515 |
52/10 |
| 29 |
Buy Jul Soybeans(CBOT) - SN0 Sell 2 Jul Wheat(KCBT) - KWN0 |
4/20 |
5/5 |
87 |
13 |
2 |
15 |
1228 |
77/16 |
| 30 |
Buy Jul Wheat(MGE) - MWN0 Sell Jul Wheat(KCBT) - KWN0 |
5/21 |
5/27 |
80 |
12 |
3 |
15 |
356 |
51/7 |
| 31 |
Buy Jul Soybeans(CBOT) - SN0 Sell Jul Wheat(KCBT) - KWN0 |
5/27 |
6/7 |
93 |
14 |
1 |
15 |
868 |
72/12 |
| 32 |
Buy Sep Wheat(KCBT) - KWU0 Sell Sep Soybeans(CBOT) - SU0 |
6/6 |
8/20 |
80 |
12 |
3 |
15 |
1822 |
24/76 |
| 33 |
Buy Jul Wheat(MGE) - MWN0 Sell Jul Wheat(KCBT) - KWN0 |
6/7 |
6/27 |
93 |
14 |
1 |
15 |
755 |
36/21 |
| 34 |
Buy Jul Wheat(MGE) - MWN0 Sell Jul Wheat(KCBT) - KWN0 |
6/16 |
6/23 |
87 |
13 |
2 |
15 |
522 |
65/8 |
| 35 |
Buy Dec Wheat(KCBT) - KWZ0 Sell Dec Corn(CBOT) - CZ0 |
6/18 |
7/25 |
87 |
13 |
2 |
15 |
1084 |
29/38 |
| 36 |
Buy Dec Wheat(KCBT) - KWZ0 Sell Nov Soybeans(CBOT) - SX0 |
6/18 |
7/27 |
87 |
13 |
2 |
15 |
1489 |
37/40 |
| 37 |
Buy Sep Oats(CBOT) - OU0 Sell Sep Wheat(KCBT) - KWU0 |
6/27 |
7/10 |
87 |
13 |
2 |
15 |
847 |
60/14 |
| 38 |
Buy Dec Wheat(KCBT) - KWZ0 Sell Nov Soybeans(CBOT) - SX0 |
7/12 |
7/28 |
93 |
14 |
1 |
15 |
1478 |
87/17 |
| 39 |
Buy Sep Wheat(KCBT) - KWU0 Sell Sep Soybeans(CBOT) - SU0 |
7/13 |
8/1 |
93 |
14 |
1 |
15 |
1632 |
82/20 |
| 40 |
Buy Sep Wheat(KCBT) - KWU0 Sell Sep Corn(CBOT) - CU0 |
7/14 |
7/22 |
87 |
13 |
2 |
15 |
823 |
91/9 |
| 41 |
Buy 2 Sep Wheat(KCBT) - KWU0 Sell Sep Soybeans(CBOT) - SU0 |
7/14 |
7/22 |
87 |
13 |
2 |
15 |
1516 |
168/9 |
| 42 |
Buy Mar Wheat(KCBT) - KWH1 Sell Mar Corn(CBOT) - CH1 |
7/14 |
9/28 |
80 |
12 |
3 |
15 |
1348 |
18/77 |
| 43 |
Buy Sep Wheat(KCBT) - KWU0 Sell Sep Wheat(MGE) - MWU0 |
7/16 |
8/1 |
87 |
13 |
2 |
15 |
302 |
18/17 |
| 44 |
Buy Dec Wheat(KCBT) - KWZ0 Sell Dec Wheat(MGE) - MWZ0 |
7/17 |
8/20 |
93 |
14 |
1 |
15 |
398 |
11/35 |
| 45 |
Buy Dec Wheat(KCBT) - KWZ0 Sell Dec Wheat(MGE) - MWZ0 |
7/19 |
9/16 |
80 |
12 |
3 |
15 |
521 |
9/60 |
| 46 |
Buy Dec Wheat(KCBT) - KWZ0 Sell Nov Soybeans(CBOT) - SX0 |
9/4 |
10/4 |
87 |
13 |
2 |
15 |
1376 |
44/31 |
| 47 |
Buy Dec Wheat(KCBT) - KWZ0 Sell Dec Wheat(CBOT) - WZ0 |
9/11 |
10/12 |
87 |
13 |
2 |
15 |
369 |
12/32 |
| 48 |
Buy 2 Dec Wheat(KCBT) - KWZ0 Sell Nov Soybeans(CBOT) - SX0 |
9/12 |
9/28 |
87 |
13 |
2 |
15 |
1261 |
74/17 |
| 49 |
Buy Mar Wheat(KCBT) - KWH1 Sell Mar Soybeans(CBOT) - SH1 |
9/12 |
10/4 |
87 |
13 |
2 |
15 |
1390 |
60/23 |
| 50 |
Buy Dec Wheat(KCBT) - KWZ0 Sell Dec Corn(CBOT) - CZ0 |
9/15 |
9/28 |
93 |
14 |
1 |
15 |
558 |
40/14 |
| 51 |
Buy Dec Wheat(KCBT) - KWZ0 Sell Nov Soybeans(CBOT) - SX0 |
9/15 |
10/1 |
93 |
14 |
1 |
15 |
1117 |
66/17 |
| 52 |
Buy Dec Wheat(KCBT) - KWZ0 Sell Dec Oats(CBOT) - OZ0 |
9/16 |
9/28 |
80 |
12 |
3 |
15 |
485 |
37/13 |
| 53 |
Buy Mar Wheat(KCBT) - KWH1 Sell Mar Soybeans(CBOT) - SH1 |
9/20 |
9/28 |
93 |
14 |
1 |
15 |
748 |
83/9 |
| 54 |
Buy Dec Oats(CBOT) - OZ0 Sell Dec Wheat(KCBT) - KWZ0 |
9/29 |
10/6 |
87 |
13 |
2 |
15 |
552 |
69/8 |
| 55 |
Buy Mar Oats(CBOT) - OH1 Sell Mar Wheat(KCBT) - KWH1 |
9/29 |
11/12 |
80 |
12 |
3 |
15 |
1111 |
25/45 |
| 56 |
Buy Dec Corn(CBOT) - CZ0 Sell Dec Wheat(KCBT) - KWZ0 |
9/30 |
10/8 |
87 |
13 |
2 |
15 |
445 |
49/9 |
| 57 |
Buy Mar Corn(CBOT) - CH1 Sell Mar Wheat(KCBT) - KWH1 |
10/1 |
12/11 |
87 |
13 |
2 |
15 |
1060 |
15/72 |
| 58 |
Buy May Soybeans(CBOT) - SK1 Sell 2 May Wheat(KCBT) - KWK1 |
10/3 |
12/6 |
100 |
15 |
0 |
15 |
2319 |
36/65 |
| 59 |
Buy May Soybeans(CBOT) - SK1 Sell May Wheat(KCBT) - KWK1 |
10/4 |
11/30 |
87 |
13 |
2 |
15 |
1751 |
30/58 |
| 60 |
Buy Mar Soybeans(CBOT) - SH1 Sell Mar Wheat(KCBT) - KWH1 |
10/4 |
12/26 |
87 |
13 |
2 |
15 |
2612 |
31/84 |
| 61 |
Buy May Soybeans(CBOT) - SK1 Sell May Wheat(KCBT) - KWK1 |
10/4 |
1/9 |
80 |
12 |
3 |
15 |
2736 |
28/98 |
| 62 |
Buy Jul Wheat(KCBT) - KWN1 Sell May Wheat(KCBT) - KWK1 |
10/11 |
1/18 |
93 |
14 |
1 |
15 |
848 |
8/100 |
| 63 |
Buy Mar Soybeans(CBOT) - SH1 Sell Mar Wheat(KCBT) - KWH1 |
10/13 |
11/19 |
93 |
14 |
1 |
15 |
1385 |
36/38 |
| 64 |
Buy May Soybeans(CBOT) - SK1 Sell May Wheat(KCBT) - KWK1 |
10/14 |
11/22 |
93 |
14 |
1 |
15 |
1336 |
33/40 |
| 65 |
Buy Mar Soybeans(CBOT) - SH1 Sell Mar Wheat(KCBT) - KWH1 |
10/15 |
12/13 |
93 |
14 |
1 |
15 |
1823 |
30/60 |
| 66 |
Buy Jul Wheat(KCBT) - KWN1 Sell Jul Wheat(MGE) - MWN1 |
10/16 |
11/28 |
80 |
12 |
3 |
15 |
441 |
10/44 |
| 67 |
Buy Jul Soybeans(CBOT) - SN1 Sell Jul Wheat(KCBT) - KWN1 |
10/16 |
12/14 |
93 |
14 |
1 |
15 |
1499 |
25/60 |
| 68 |
Buy Dec Corn(CBOT) - CZ0 Sell Dec Wheat(KCBT) - KWZ0 |
10/19 |
11/2 |
80 |
12 |
3 |
15 |
520 |
35/15 |
| 69 |
Buy May Soybeans(CBOT) - SK1 Sell 2 May Wheat(KCBT) - KWK1 |
10/19 |
12/27 |
100 |
15 |
0 |
15 |
2354 |
34/70 |
| 70 |
Buy Jul Soybeans(CBOT) - SN1 Sell Jul Wheat(KCBT) - KWN1 |
10/21 |
11/19 |
93 |
14 |
1 |
15 |
1056 |
35/30 |
| 71 |
Buy Mar Soybeans(CBOT) - SH1 Sell 2 Mar Wheat(KCBT) - KWH1 |
10/21 |
12/11 |
93 |
14 |
1 |
15 |
2506 |
48/52 |
| 72 |
Buy Mar Soybeans(CBOT) - SH1 Sell Mar Wheat(KCBT) - KWH1 |
10/22 |
11/17 |
93 |
14 |
1 |
15 |
1527 |
57/27 |
| 73 |
Buy Mar Soybeans(CBOT) - SH1 Sell Mar Wheat(KCBT) - KWH1 |
10/22 |
12/12 |
100 |
15 |
0 |
15 |
1712 |
33/52 |
| 74 |
Buy May Soybeans(CBOT) - SK1 Sell May Wheat(KCBT) - KWK1 |
10/22 |
1/9 |
93 |
14 |
1 |
15 |
2344 |
29/80 |
| 75 |
Buy Jul Wheat(KCBT) - KWN1 Sell Mar Wheat(KCBT) - KWH1 |
10/23 |
1/31 |
87 |
13 |
2 |
15 |
1146 |
11/101 |
| 76 |
Buy Sep Wheat(KCBT) - KWU1 Sell Mar Wheat(KCBT) - KWH1 |
10/27 |
1/4 |
93 |
14 |
1 |
15 |
821 |
12/70 |
| 77 |
Buy Jul Wheat(KCBT) - KWN1 Sell May Wheat(KCBT) - KWK1 |
11/5 |
1/20 |
93 |
14 |
1 |
15 |
590 |
8/77 |
| 78 |
Buy Mar Corn(CBOT) - CH1 Sell Mar Wheat(KCBT) - KWH1 |
11/7 |
11/19 |
87 |
13 |
2 |
15 |
328 |
25/13 |
| 79 |
Buy Sep Wheat(KCBT) - KWU1 Sell May Wheat(KCBT) - KWK1 |
11/22 |
1/10 |
100 |
15 |
0 |
15 |
478 |
10/50 |
| 80 |
Buy Jul Wheat(KCBT) - KWN1 Sell Mar Wheat(KCBT) - KWH1 |
11/23 |
1/18 |
93 |
14 |
1 |
15 |
728 |
13/57 |
| 81 |
Buy Mar Wheat(KCBT) - KWH1 Sell Mar Wheat(CBOT) - WH1 |
11/23 |
2/22 |
87 |
13 |
2 |
15 |
699 |
8/92 |
| 82 |
Buy Jul Corn(CBOT) - CN1 Sell Jul Wheat(KCBT) - KWN1 |
12/7 |
12/13 |
87 |
13 |
2 |
15 |
393 |
56/7 |
| 83 |
Buy Jul Wheat(KCBT) - KWN1 Sell Mar Wheat(KCBT) - KWH1 |
12/9 |
1/4 |
93 |
14 |
1 |
15 |
335 |
12/27 |
| 84 |
Buy Sep Wheat(KCBT) - KWU1 Sell Mar Wheat(KCBT) - KWH1 |
12/10 |
1/10 |
93 |
14 |
1 |
15 |
522 |
16/32 |
| 85 |
Buy Jul Wheat(KCBT) - KWN1 Sell Jul Oats(CBOT) - ON1 |
12/11 |
2/10 |
87 |
13 |
2 |
15 |
1475 |
24/62 |
| 86 |
Buy Mar Wheat(KCBT) - KWH1 Sell Mar Wheat(CBOT) - WH1 |
12/11 |
2/25 |
93 |
14 |
1 |
15 |
508 |
7/77 |
| 87 |
Buy Jul Wheat(KCBT) - KWN1 Sell May Wheat(KCBT) - KWK1 |
12/15 |
4/1 |
100 |
15 |
0 |
15 |
977 |
9/108 |
| 88 |
Buy Jul Wheat(KCBT) - KWN1 Sell Mar Wheat(KCBT) - KWH1 |
12/16 |
1/3 |
93 |
14 |
1 |
15 |
459 |
24/19 |
| 89 |
Buy Jul Wheat(KCBT) - KWN1 Sell Mar Wheat(KCBT) - KWH1 |
12/17 |
1/18 |
87 |
13 |
2 |
15 |
792 |
24/33 |
| 90 |
Sell Jul Wheat(MGE) - MWN1 Buy Jul Wheat(KCBT) - KWN1 |
12/19 |
1/5 |
93 |
14 |
1 |
15 |
442 |
25/18 |
| 91 |
Buy Mar Wheat(KCBT) - KWH1 Sell Mar Wheat(CBOT) - WH1 |
12/19 |
2/22 |
87 |
13 |
2 |
15 |
660 |
10/66 |
| 92 |
Buy Dec Wheat(KCBT) - KWZ1 Sell May Wheat(KCBT) - KWK1 |
12/19 |
3/28 |
93 |
14 |
1 |
15 |
1046 |
10/100 |
| 93 |
Buy Jul Wheat(KCBT) - KWN1 Sell Jul Oats(CBOT) - ON1 |
12/20 |
1/17 |
87 |
13 |
2 |
15 |
806 |
28/29 |
| 94 |
Buy Mar Wheat(KCBT) - KWH1 Sell Mar Wheat(CBOT) - WH1 |
1/6 |
1/18 |
100 |
15 |
0 |
15 |
341 |
26/13 |
| 95 |
Buy May Wheat(KCBT) - KWK1 Sell May Wheat(CBOT) - WK1 |
1/6 |
2/2 |
100 |
15 |
0 |
15 |
367 |
13/28 |
| 96 |
Buy May Wheat(KCBT) - KWK1 Sell May Wheat(CBOT) - WK1 |
1/6 |
2/22 |
93 |
14 |
1 |
15 |
514 |
11/48 |
| 97 |
Buy Jul Wheat(KCBT) - KWN1 Sell May Wheat(KCBT) - KWK1 |
1/7 |
4/1 |
93 |
14 |
1 |
15 |
514 |
6/85 |
| 98 |
Buy Mar Wheat(KCBT) - KWH1 Sell Mar Wheat(CBOT) - WH1 |
1/8 |
1/27 |
100 |
15 |
0 |
15 |
473 |
24/20 |
| 99 |
Buy May Wheat(KCBT) - KWK1 Sell May Wheat(CBOT) - WK1 |
1/8 |
4/23 |
93 |
14 |
1 |
15 |
931 |
9/106 |
| 100 |
Buy May Corn(CBOT) - CK1 Sell May Wheat(KCBT) - KWK1 |
2/8 |
4/9 |
87 |
13 |
2 |
15 |
1256 |
21/61 |
| 101 |
Buy May Corn(CBOT) - CK1 Sell May Wheat(KCBT) - KWK1 |
2/10 |
2/18 |
93 |
14 |
1 |
15 |
430 |
48/9 |
| 102 |
Buy May Oats(CBOT) - OK1 Sell May Wheat(KCBT) - KWK1 |
2/10 |
3/30 |
87 |
13 |
2 |
15 |
1015 |
21/49 |
| 103 |
Buy May Soybeans(CBOT) - SK1 Sell 2 May Wheat(KCBT) - KWK1 |
2/10 |
4/9 |
87 |
13 |
2 |
15 |
2728 |
46/59 |
| 104 |
Buy Sep Wheat(KCBT) - KWU1 Sell May Wheat(KCBT) - KWK1 |
2/16 |
4/9 |
100 |
15 |
0 |
15 |
512 |
10/53 |
| 105 |
Buy Dec Wheat(KCBT) - KWZ1 Sell May Wheat(KCBT) - KWK1 |
2/21 |
4/9 |
93 |
14 |
1 |
15 |
522 |
11/48 |
| 106 |
Buy May Soybeans(CBOT) - SK1 Sell May Wheat(KCBT) - KWK1 |
2/26 |
3/27 |
93 |
14 |
1 |
15 |
1212 |
40/30 |
| 107 |
Buy May Soybeans(CBOT) - SK1 Sell 2 May Wheat(KCBT) - KWK1 |
3/5 |
4/1 |
100 |
15 |
0 |
15 |
1955 |
70/28 |
| 108 |
Buy Dec Wheat(MGE) - MWZ1 Sell Dec Wheat(KCBT) - KWZ1 |
3/6 |
3/25 |
87 |
13 |
2 |
15 |
321 |
16/20 |
| 109 |
Buy May Soybeans(CBOT) - SK1 Sell May Wheat(KCBT) - KWK1 |
3/7 |
4/2 |
93 |
14 |
1 |
15 |
1385 |
51/27 |
| 110 |
Buy Sep Wheat(KCBT) - KWU1 Sell May Wheat(KCBT) - KWK1 |
3/7 |
4/9 |
100 |
15 |
0 |
15 |
382 |
11/34 |
| 111 |
Buy May Soybeans(CBOT) - SK1 Sell May Wheat(KCBT) - KWK1 |
3/13 |
3/30 |
93 |
14 |
1 |
15 |
1096 |
61/18 |
| 112 |
Buy May Oats(CBOT) - OK1 Sell May Wheat(KCBT) - KWK1 |
3/14 |
3/23 |
87 |
13 |
2 |
15 |
899 |
90/10 |
| 113 |
Buy May Wheat(KCBT) - KWK1 Sell May Wheat(CBOT) - WK1 |
3/28 |
4/18 |
93 |
14 |
1 |
15 |
549 |
25/22 |
| 114 |
Buy Jul Wheat(KCBT) - KWN1 Sell Jul Wheat(CBOT) - WN1 |
3/28 |
5/22 |
87 |
13 |
2 |
15 |
642 |
11/56 |
|