Watchlist of Spreads: July 2016

Date of analysis: July 03, 2016
List of seasonal futures spreads I consider to trade in July.

Spreads removed from June watchlist

  • HEN16 – HEQ16: seasonality started later and there were no clear signal to enter.
  • KEN16 – KEU16:  seasonality did not start within the trading window.
  • NGG17 – NGZ16: no signal to enter.

 

Buy Gas Oil: GOX16 – GOH17

long November 2016 Gas Oil and short March 2017 Gas Oil

22 days to optimized entry, I will provide analysis in the middle of July again. I also add into my watchlist GOV16 – GOG17.

(click on image to enlarge in new window)watchlist futures seasonal spread trade gox16 goh16 gas oil

 

Buy Soybean Meal: ZMF17 – ZMV16

long January 2017 Soybean Meal and short October 2016 Soybean Meal

17 days to optimized entry, follow-up analysis needed in the middle of July. Percentage of winning trades in 15y history is 86%.

(click on image to enlarge in new window)watchlist futures seasonal spread trade zmf17 zmv16 soybean meal

 

Buy Soybean Oil: ZLH17 – ZLZ16

long March 2017 Soybean Oil and short December 2016 Soybean Oil

17 days to optimized entry. In couple of days I will provide analysis again. The seasonality started trending in the middle of May and based on the historical patterns will finish in the middle of October. There are two corrections mid July and mid September. If there will be signal to enter I will enter in mid July.

There is no good correlation between spread and 5y, 10y, 15, 20y seasonal patterns but in last 15 years there were 100% winning trades.

(click on image to enlarge in new window)watchlist futures seasonal spread trade zlh17 zlz16 soybean oil

Please read the disclaimer.

 

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