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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) - 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.

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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