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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

SEASONAL TENDENCIES ARE A COMPOSITE OF SOME OF THE MORE CONSISTENT COMMODITY FUTURES SEASONALS THAT HAVE OCCURRED OVER THE PAST 15 YEARS. THERE ARE USUALLY UNDERLYING FUNDAMENTAL CIRCUMSTANCES THAT OCCUR ANNUALLY THAT TEND TO CAUSE THE FUTURES MARKETS TO REACT IN A SIMILAR DIRECTIONAL MANNER DURING A CERTAIN CALENDAR PERIOD OF THE YEAR. EVEN IF A SEASONAL TENDENCY OCCURS IN THE FUTURE, IT MAY NOT RESULT IN A PROFITABLE TRANSACTION AS FEES, AND THE TIMING OF THE ENTRY AND LIQUIDATION MAY IMPACT ON THE RESULTS. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT HAS IN THE PAST OR WILL IN THE FUTURE ACHIEVE PROFITS UTILIZING THESE STRATEGIES. NO REPRESENTATION IS BEING MADE THAT PRICE PATTERNS WILL RECUR IN THE FUTURE. HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. RESULTS NOT ADJUSTED FOR COMMISSION AND SLIPPAGE.

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