Spreads to Watch in April 2016

Date of analysis: April 14, 2016
The list of spreads I consider to trade in April. All of them are intra-commodity.

 

Buy Soybean Meal: ZMU16 – ZMZ16

long September 2016 Soybean Meal and short December 2016 Soybean Meal

During analysis the 1-2-3 pattern occurred and I entered into trade.

(click on image to enlarge)watchlist-spread-zmu16-zmz16-660px

 

Buy Corn: ZCH17 – ZCZ16

long March 2017 Corn and short December 2016 Corn

8 days after optimized date of entry. Trading window is two month (April 15 – Jun 13) and I am waiting when seasonality starts. There were 100% winning trades in last 15 years.

(click on image to enlarge)
watchlist-spread-zch1-zcz16-660px

 

Buy Heating Oil: HOF17 – HOZ16

long January 2017 Heating Oil and Jul 2016 Heating Oil

12 days to optimized entry date, the seasonality already started. Price is little bit high. Waiting for signal to enter and increase of volume. I am watching similar spread HOF17 – HON16 as well.

(click on image to enlarge)watchlist-spread-hof17-hoz16-660px

 

Buy Gas Oil: GOX16 – GOU16

long September 2016 Gas Oil and short November 2016 Gas Oil

Computer optimized entry is April 15. Seasonality did not started yet but I am cautious due to not positive correlation between seasonal patterns and current spread. Also the price is quite high.

(click on image to enlarge)watchlist-spread-gox16-gou16-660px

 

Buy Soybeans: ZSN16 – ZSH17

long July 2016 Soybeans and short March 2017 Soybean

Optimized date of entry is April 11. I am cautious due to not positive correlation between seasonal patterns and current spread.

(click on image to enlarge)watchlist-spread-zsn16-zsh17-660px

Please read disclaimer.

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s