List of seasonal futures spreads I consider to trade in October.
Buy Soybean Meal: ZMZ16 – ZMF17
long December 2016 Soybean Meal and short January 2017 Soybean Meal.
October 2 was the day of optimized entry. The correlation between spread and 5y, 10y seasonal patterns is more than 60% and in last 15 years there were 93% winning trades. Currently I am waiting for confirmation of entry signal (1-2-3 pattern and breaking the s/r level) and expecting the start of long trend due to seasonality.
Buy Soybeans: ZSX16- ZSK17
long November 2016 Soybeans and short May 2017 Soybeans.
October 2 was the day of optimized entry. The result of analysis is not as good as Soybean Meal, but if entry signal occurs I will enter into position. Another spread of Soybeans taken into consideration is ZSX16 – ZSH17.
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