May 2016 Seasonal Spreads Watchlist Update

Date of analysis: May 16, 2016
The follow-up analysis of list of seasonal futures spreads I consider to trade in May. First two weeks of May were without trades.

Spreads removed from May 2016 watchlist

  • Corn ZCH17 – ZCH16: seasonality did not start and there were no signal to enter. I tried to optimize trading window but without suitable results.
  • Gas Oil and Heating Oil spreads: all curves are bearish opposite to historical seasonal behavior.

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Commodity Spreads to Watch in May 2016

Date of analysis: May 1, 2016
The list of seasonal futures spreads I consider to trade in May. I have some more in my watch list which are less favorite and I do not mention them here. All of them are intra-commodity.

 

Spreads removed from April 2016 watch list

  • Soybean Meal ZMU16 – ZMZ16: successfully traded with profit of 620 USD with 2 contracts, more details here.
  • Gas Oil GOX16 – GOU16
  • Soybeans ZSN16 – ZSH17: there was a signal for trading, but I did not take it, because I was already in Soybean Meal.

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