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.
Buy Lean Hogs: HEZ16 – HEN16
long July 2016 Lean Hogs and short December 2016 Lean Hogs
14 days to optimized entry, there is room for price decline before seasonality starts.
Buy Crude Oil: CLU16 – CLQ16
long September 2016 Crude Oil and short August 2016 Crude Oil
19 days to optimized entry, I’ll be observing and be prepared for trade. Seasonality might start sooner.
Buy Corn: ZCH17 – ZCZ16
long March 2017 Corn and short December 2016 Corn
Buy Heating Oil: HOF17 – HOZ16
long January 2017 Heating Oil and Jul 2016 Heating Oil
5 days after optimized entry date, the entry signal did not occur yet. Price is little bit high. I am watching similar spreads HOF17 – HON16 and HOV16 – HON16 as well.
Buy Gas Oil: GOZ16 – GOM16
long December 2016 Gas Oil and short Jun 2016 Gas Oil
Computer optimized entry is May 2. Price is little bit high, backtest results are not very convincing. I will consider to enter if the signal occurs. Similar GOF16 – GOM16 on my radar.
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