| 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 Jul Wheat(KCBT) - KWN9 Sell Mar Wheat(KCBT) - KWH9 |
1/2 |
1/18 |
80 |
12 |
3 |
15 |
359 |
21/17 |
| 2 |
Buy Sep Wheat(KCBT) - KWU9 Sell May Wheat(KCBT) - KWK9 |
1/2 |
4/7 |
93 |
14 |
1 |
15 |
767 |
8/96 |
| 3 |
Buy Jul Wheat(KCBT) - KWN9 Sell Mar Wheat(KCBT) - KWH9 |
1/3 |
2/26 |
87 |
13 |
2 |
15 |
432 |
8/55 |
| 4 |
Buy Mar Corn(CBOT) - CH9 Sell Mar Wheat(KCBT) - KWH9 |
1/4 |
1/16 |
80 |
12 |
3 |
15 |
345 |
27/13 |
| 5 |
Buy Mar Wheat(KCBT) - KWH9 Sell Mar Wheat(CBOT) - WH9 |
1/8 |
1/27 |
100 |
15 |
0 |
15 |
452 |
23/20 |
| 6 |
Buy May Wheat(KCBT) - KWK9 Sell May Wheat(CBOT) - WK9 |
1/30 |
4/22 |
87 |
13 |
2 |
15 |
688 |
8/83 |
| 7 |
Buy Mar Wheat(KCBT) - KWH9 Sell Mar Wheat(CBOT) - WH9 |
1/31 |
2/22 |
87 |
13 |
2 |
15 |
387 |
17/23 |
| 8 |
Buy May Corn(CBOT) - CK9 Sell May Wheat(KCBT) - KWK9 |
2/8 |
4/9 |
80 |
12 |
3 |
15 |
1104 |
18/61 |
| 9 |
Buy May Soybeans(CBOT) - SK9 Sell 2 May Wheat(KCBT) - KWK9 |
2/9 |
4/1 |
87 |
13 |
2 |
15 |
2762 |
53/52 |
| 10 |
Buy May Corn(CBOT) - CK9 Sell May Wheat(KCBT) - KWK9 |
2/10 |
2/18 |
93 |
14 |
1 |
15 |
418 |
46/9 |
| 11 |
Buy May Soybeans(CBOT) - SK9 Sell 2 May Wheat(KCBT) - KWK9 |
2/10 |
3/23 |
93 |
14 |
1 |
15 |
2318 |
55/42 |
| 12 |
Buy May Wheat(KCBT) - KWK9 Sell May Wheat(CBOT) - WK9 |
2/11 |
4/21 |
87 |
13 |
2 |
15 |
530 |
8/70 |
| 13 |
Buy Dec Wheat(KCBT) - KWZ9 Sell May Wheat(KCBT) - KWK9 |
2/19 |
4/9 |
100 |
15 |
0 |
15 |
542 |
11/50 |
| 14 |
Buy Dec Wheat(KCBT) - KWZ9 Sell May Wheat(KCBT) - KWK9 |
2/21 |
3/24 |
93 |
14 |
1 |
15 |
404 |
13/32 |
| 15 |
Buy May Corn(CBOT) - CK9 Sell May Wheat(KCBT) - KWK9 |
2/22 |
4/9 |
80 |
12 |
3 |
15 |
916 |
19/47 |
| 16 |
Buy May Soybeans(CBOT) - SK9 Sell May Wheat(KCBT) - KWK9 |
2/26 |
3/27 |
93 |
14 |
1 |
15 |
1067 |
36/30 |
| 17 |
Buy Jul Soybeans(CBOT) - SN9 Sell 2 Jul Wheat(KCBT) - KWN9 |
2/26 |
4/1 |
87 |
13 |
2 |
15 |
2002 |
57/35 |
| 18 |
Buy Jul Corn(CBOT) - CN9 Sell Jul Wheat(KCBT) - KWN9 |
2/27 |
3/21 |
87 |
13 |
2 |
15 |
733 |
32/23 |
| 19 |
Buy May Soybeans(CBOT) - SK9 Sell 2 May Wheat(KCBT) - KWK9 |
2/27 |
3/23 |
100 |
15 |
0 |
15 |
2190 |
88/25 |
| 20 |
Buy Jul Soybeans(CBOT) - SN9 Sell Jul Wheat(KCBT) - KWN9 |
2/27 |
3/27 |
87 |
13 |
2 |
15 |
817 |
28/29 |
| 21 |
Buy Jul Wheat(CBOT) - WN9 Sell Jul Wheat(KCBT) - KWN9 |
3/3 |
3/20 |
87 |
13 |
2 |
15 |
304 |
17/18 |
| 22 |
Buy May Soybeans(CBOT) - SK9 Sell 2 May Wheat(KCBT) - KWK9 |
3/5 |
4/1 |
100 |
15 |
0 |
15 |
1800 |
64/28 |
| 23 |
Buy May Oats(CBOT) - OK9 Sell May Wheat(KCBT) - KWK9 |
3/8 |
3/24 |
93 |
14 |
1 |
15 |
727 |
43/17 |
| 24 |
Buy Jul Soybeans(CBOT) - SN9 Sell 2 Jul Wheat(KCBT) - KWN9 |
3/8 |
4/2 |
87 |
13 |
2 |
15 |
1698 |
65/26 |
| 25 |
Buy May Wheat(MGE) - MWK9 Sell May Wheat(KCBT) - KWK9 |
3/11 |
3/23 |
87 |
13 |
2 |
15 |
318 |
24/13 |
| 26 |
Buy May Oats(CBOT) - OK9 Sell May Wheat(KCBT) - KWK9 |
3/11 |
4/3 |
80 |
12 |
3 |
15 |
1208 |
50/24 |
| 27 |
Buy Jul Wheat(KCBT) - KWN9 Sell May Wheat(KCBT) - KWK9 |
3/14 |
4/9 |
100 |
15 |
0 |
15 |
316 |
12/27 |
| 28 |
Buy Jul Wheat(KCBT) - KWN9 Sell Jul Wheat(CBOT) - WN9 |
3/28 |
4/22 |
87 |
13 |
2 |
15 |
381 |
15/26 |
| 29 |
Buy Jul Wheat(KCBT) - KWN9 Sell Jul Wheat(CBOT) - WN9 |
3/28 |
5/22 |
87 |
13 |
2 |
15 |
619 |
11/56 |
| 30 |
Buy May Wheat(KCBT) - KWK9 Sell May Wheat(CBOT) - WK9 |
3/29 |
4/20 |
93 |
14 |
1 |
15 |
512 |
22/23 |
| 31 |
Buy May Wheat(KCBT) - KWK9 Sell May Wheat(CBOT) - WK9 |
4/6 |
4/20 |
93 |
14 |
1 |
15 |
356 |
24/15 |
| 32 |
Buy May Wheat(KCBT) - KWK9 Sell May Corn(CBOT) - CK9 |
4/9 |
4/20 |
80 |
12 |
3 |
15 |
622 |
52/12 |
| 33 |
Buy May Wheat(KCBT) - KWK9 Sell May Wheat(MGE) - MWK9 |
4/10 |
4/14 |
87 |
13 |
2 |
15 |
402 |
80/5 |
| 34 |
Buy May Wheat(KCBT) - KWK9 Sell Dec Wheat(KCBT) - KWZ9 |
4/10 |
4/25 |
80 |
12 |
3 |
15 |
302 |
19/16 |
| 35 |
Buy Jul Wheat(KCBT) - KWN9 Sell Jul Wheat(CBOT) - WN9 |
4/10 |
6/29 |
87 |
13 |
2 |
15 |
682 |
8/81 |
| 36 |
Buy Jul Wheat(MGE) - MWN9 Sell Jul Wheat(KCBT) - KWN9 |
4/19 |
6/29 |
87 |
13 |
2 |
15 |
1156 |
16/72 |
| 37 |
Buy Jul Corn(CBOT) - CN9 Sell Jul Wheat(KCBT) - KWN9 |
4/20 |
4/29 |
80 |
12 |
3 |
15 |
455 |
46/10 |
| 38 |
Buy Sep Wheat(KCBT) - KWU9 Sell Sep Corn(CBOT) - CU9 |
6/4 |
8/7 |
80 |
12 |
3 |
15 |
1698 |
26/65 |
| 39 |
Buy Sep Wheat(KCBT) - KWU9 Sell Sep Soybeans(CBOT) - SU9 |
6/6 |
8/20 |
87 |
13 |
2 |
15 |
2338 |
31/76 |
| 40 |
Buy Jul Wheat(MGE) - MWN9 Sell Jul Wheat(KCBT) - KWN9 |
6/7 |
6/27 |
93 |
14 |
1 |
15 |
718 |
34/21 |
| 41 |
Buy Dec Wheat(KCBT) - KWZ9 Sell Dec Corn(CBOT) - CZ9 |
6/16 |
9/7 |
87 |
13 |
2 |
15 |
1761 |
21/84 |
| 42 |
Buy Dec Wheat(KCBT) - KWZ9 Sell Dec Corn(CBOT) - CZ9 |
6/16 |
10/1 |
80 |
12 |
3 |
15 |
2745 |
25/108 |
| 43 |
Buy Sep Wheat(MGE) - MWU9 Sell Sep Wheat(KCBT) - KWU9 |
6/17 |
7/18 |
87 |
13 |
2 |
15 |
568 |
18/32 |
| 44 |
Buy Dec Wheat(KCBT) - KWZ9 Sell Dec Corn(CBOT) - CZ9 |
6/18 |
7/25 |
87 |
13 |
2 |
15 |
1188 |
31/38 |
| 45 |
Buy Dec Wheat(KCBT) - KWZ9 Sell Nov Soybeans(CBOT) - SX9 |
6/18 |
8/7 |
87 |
13 |
2 |
15 |
2318 |
45/51 |
| 46 |
Buy Sep Wheat(KCBT) - KWU9 Sell Nov Soybeans(CBOT) - SX9 |
6/19 |
7/29 |
87 |
13 |
2 |
15 |
1619 |
39/41 |
| 47 |
Buy Sep Oats(CBOT) - OU9 Sell Sep Wheat(KCBT) - KWU9 |
6/27 |
7/10 |
80 |
12 |
3 |
15 |
726 |
52/14 |
| 48 |
Buy Dec Wheat(KCBT) - KWZ9 Sell Nov Soybeans(CBOT) - SX9 |
7/12 |
7/28 |
100 |
15 |
0 |
15 |
1676 |
99/17 |
| 49 |
Buy Sep Wheat(KCBT) - KWU9 Sell Sep Soybeans(CBOT) - SU9 |
7/12 |
8/6 |
93 |
14 |
1 |
15 |
2582 |
99/26 |
| 50 |
Buy Sep Wheat(KCBT) - KWU9 Sell Sep Corn(CBOT) - CU9 |
7/13 |
7/22 |
87 |
13 |
2 |
15 |
852 |
85/10 |
| 51 |
Buy Dec Wheat(KCBT) - KWZ9 Sell Dec Corn(CBOT) - CZ9 |
7/13 |
9/30 |
87 |
13 |
2 |
15 |
2268 |
28/80 |
| 52 |
Buy Dec Wheat(KCBT) - KWZ9 Sell Dec Wheat(MGE) - MWZ9 |
7/19 |
8/11 |
100 |
15 |
0 |
15 |
368 |
15/24 |
| 53 |
Buy Dec Wheat(KCBT) - KWZ9 Sell Dec Wheat(CBOT) - WZ9 |
8/29 |
11/10 |
87 |
13 |
2 |
15 |
445 |
6/74 |
| 54 |
Buy Dec Wheat(KCBT) - KWZ9 Sell Nov Soybeans(CBOT) - SX9 |
9/4 |
10/4 |
87 |
13 |
2 |
15 |
1595 |
51/31 |
| 55 |
Buy Dec Wheat(KCBT) - KWZ9 Sell Dec Wheat(CBOT) - WZ9 |
9/11 |
10/12 |
87 |
13 |
2 |
15 |
352 |
11/32 |
| 56 |
Buy Dec Wheat(KCBT) - KWZ9 Sell Dec Wheat(CBOT) - WZ9 |
9/11 |
11/5 |
80 |
12 |
3 |
15 |
459 |
8/56 |
| 57 |
Buy Dec Wheat(KCBT) - KWZ9 Sell Dec Corn(CBOT) - CZ9 |
9/14 |
9/28 |
93 |
14 |
1 |
15 |
671 |
45/15 |
| 58 |
Buy Dec Wheat(KCBT) - KWZ9 Sell Nov Soybeans(CBOT) - SX9 |
9/14 |
10/1 |
93 |
14 |
1 |
15 |
1285 |
71/18 |
| 59 |
Buy Dec Wheat(MGE) - MWZ9 Sell Dec Wheat(KCBT) - KWZ9 |
9/16 |
10/21 |
87 |
13 |
2 |
15 |
352 |
10/36 |
| 60 |
Buy Dec Wheat(MGE) - MWZ9 Sell Dec Wheat(KCBT) - KWZ9 |
9/18 |
11/13 |
80 |
12 |
3 |
15 |
505 |
9/57 |
| 61 |
Buy Dec Oats(CBOT) - OZ9 Sell Dec Wheat(KCBT) - KWZ9 |
9/30 |
11/19 |
80 |
12 |
3 |
15 |
1253 |
25/51 |
| 62 |
Buy Dec Corn(CBOT) - CZ9 Sell Dec Wheat(KCBT) - KWZ9 |
10/1 |
11/2 |
80 |
12 |
3 |
15 |
1069 |
32/33 |
| 63 |
Buy Nov Soybeans(CBOT) - SX9 Sell Dec Wheat(KCBT) - KWZ9 |
10/4 |
10/25 |
80 |
12 |
3 |
15 |
1079 |
49/22 |
| 64 |
Buy Dec Corn(CBOT) - CZ9 Sell Dec Wheat(KCBT) - KWZ9 |
10/19 |
11/2 |
80 |
12 |
3 |
15 |
518 |
34/15 |
| 65 |
Buy Jul Wheat(KCBT) - KWN0 Sell May Wheat(KCBT) - KWK0 |
12/26 |
1/30 |
87 |
13 |
2 |
15 |
539 |
15/36 |
| 66 |
Buy Jul Wheat(KCBT) - KWN0 Sell Mar Wheat(KCBT) - KWH0 |
1/2 |
1/18 |
80 |
12 |
3 |
15 |
359 |
21/17 |
| 67 |
Buy Sep Wheat(KCBT) - KWU0 Sell May Wheat(KCBT) - KWK0 |
1/2 |
4/7 |
93 |
14 |
1 |
15 |
767 |
8/96 |
| 68 |
Buy Jul Wheat(KCBT) - KWN0 Sell Mar Wheat(KCBT) - KWH0 |
1/3 |
2/26 |
87 |
13 |
2 |
15 |
432 |
8/55 |
| 69 |
Buy Mar Corn(CBOT) - CH0 Sell Mar Wheat(KCBT) - KWH0 |
1/4 |
1/16 |
80 |
12 |
3 |
15 |
345 |
27/13 |
| 70 |
Buy Mar Wheat(KCBT) - KWH0 Sell Mar Wheat(CBOT) - WH0 |
1/8 |
1/27 |
100 |
15 |
0 |
15 |
452 |
23/20 |
| 71 |
Buy May Wheat(KCBT) - KWK0 Sell May Wheat(CBOT) - WK0 |
1/30 |
4/22 |
87 |
13 |
2 |
15 |
688 |
8/83 |
| 72 |
Buy Mar Wheat(KCBT) - KWH0 Sell Mar Wheat(CBOT) - WH0 |
1/31 |
2/22 |
87 |
13 |
2 |
15 |
387 |
17/23 |
| 73 |
Buy May Corn(CBOT) - CK0 Sell May Wheat(KCBT) - KWK0 |
2/8 |
4/9 |
80 |
12 |
3 |
15 |
1104 |
18/61 |
| 74 |
Buy May Soybeans(CBOT) - SK0 Sell 2 May Wheat(KCBT) - KWK0 |
2/9 |
4/1 |
87 |
13 |
2 |
15 |
2762 |
53/52 |
| 75 |
Buy May Corn(CBOT) - CK0 Sell May Wheat(KCBT) - KWK0 |
2/10 |
2/18 |
93 |
14 |
1 |
15 |
418 |
46/9 |
| 76 |
Buy May Soybeans(CBOT) - SK0 Sell 2 May Wheat(KCBT) - KWK0 |
2/10 |
3/23 |
93 |
14 |
1 |
15 |
2318 |
55/42 |
| 77 |
Buy May Wheat(KCBT) - KWK0 Sell May Wheat(CBOT) - WK0 |
2/11 |
4/21 |
87 |
13 |
2 |
15 |
530 |
8/70 |
| 78 |
Buy Dec Wheat(KCBT) - KWZ0 Sell May Wheat(KCBT) - KWK0 |
2/19 |
4/9 |
100 |
15 |
0 |
15 |
542 |
11/50 |
| 79 |
Buy Dec Wheat(KCBT) - KWZ0 Sell May Wheat(KCBT) - KWK0 |
2/21 |
3/24 |
93 |
14 |
1 |
15 |
404 |
13/32 |
| 80 |
Buy May Corn(CBOT) - CK0 Sell May Wheat(KCBT) - KWK0 |
2/22 |
4/9 |
80 |
12 |
3 |
15 |
916 |
19/47 |
| 81 |
Buy May Soybeans(CBOT) - SK0 Sell May Wheat(KCBT) - KWK0 |
2/26 |
3/27 |
93 |
14 |
1 |
15 |
1067 |
36/30 |
| 82 |
Buy Jul Soybeans(CBOT) - SN0 Sell 2 Jul Wheat(KCBT) - KWN0 |
2/26 |
4/1 |
87 |
13 |
2 |
15 |
2002 |
57/35 |
| 83 |
Buy Jul Corn(CBOT) - CN0 Sell Jul Wheat(KCBT) - KWN0 |
2/27 |
3/21 |
87 |
13 |
2 |
15 |
733 |
32/23 |
| 84 |
Buy May Soybeans(CBOT) - SK0 Sell 2 May Wheat(KCBT) - KWK0 |
2/27 |
3/23 |
100 |
15 |
0 |
15 |
2190 |
88/25 |
| 85 |
Buy Jul Soybeans(CBOT) - SN0 Sell Jul Wheat(KCBT) - KWN0 |
2/27 |
3/27 |
87 |
13 |
2 |
15 |
817 |
28/29 |
| 86 |
Buy Jul Wheat(CBOT) - WN0 Sell Jul Wheat(KCBT) - KWN0 |
3/3 |
3/20 |
87 |
13 |
2 |
15 |
304 |
17/18 |
| 87 |
Buy May Soybeans(CBOT) - SK0 Sell 2 May Wheat(KCBT) - KWK0 |
3/5 |
4/1 |
100 |
15 |
0 |
15 |
1800 |
64/28 |
| 88 |
Buy May Oats(CBOT) - OK0 Sell May Wheat(KCBT) - KWK0 |
3/8 |
3/24 |
93 |
14 |
1 |
15 |
727 |
43/17 |
| 89 |
Buy Jul Soybeans(CBOT) - SN0 Sell 2 Jul Wheat(KCBT) - KWN0 |
3/8 |
4/2 |
87 |
13 |
2 |
15 |
1698 |
65/26 |
| 90 |
Buy May Wheat(MGE) - MWK0 Sell May Wheat(KCBT) - KWK0 |
3/11 |
3/23 |
87 |
13 |
2 |
15 |
318 |
24/13 |
| 91 |
Buy May Oats(CBOT) - OK0 Sell May Wheat(KCBT) - KWK0 |
3/11 |
4/3 |
80 |
12 |
3 |
15 |
1208 |
50/24 |
| 92 |
Buy Jul Wheat(KCBT) - KWN0 Sell May Wheat(KCBT) - KWK0 |
3/14 |
4/9 |
100 |
15 |
0 |
15 |
316 |
12/27 |
| 93 |
Buy Jul Wheat(KCBT) - KWN0 Sell Jul Wheat(CBOT) - WN0 |
3/28 |
4/22 |
87 |
13 |
2 |
15 |
381 |
15/26 |
| 94 |
Buy Jul Wheat(KCBT) - KWN0 Sell Jul Wheat(CBOT) - WN0 |
3/28 |
5/22 |
87 |
13 |
2 |
15 |
619 |
11/56 |
| 95 |
Buy May Wheat(KCBT) - KWK0 Sell May Wheat(CBOT) - WK0 |
3/29 |
4/20 |
93 |
14 |
1 |
15 |
512 |
22/23 |
1This spread may not be exchange recognized.
2This spread may not be recognized by brokerages.
3Equity Spread, be aware of ordering anomalies.
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