Another Softs Trade: Robusta Coffee

Buy RCX17- RCU17: long November 2017 Robusta Coffee and short September 2017 Robusta Coffee.

Another trade from Softs after Sugar and also unsuccessful. This year there are not a lot of trading opportunities so I tried to trade Softs. Well, probably I will not continue with this idea.

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Commodity Spreads Trading Setups: May 2017

Date of analysis: April 29, 2017
At the beginning of April I entered with 3 contracts into Sugar spread at price 0.6. Position is still open with open loss of 200 USD. I didn’t trade spreads marked as “less favorite”, quite pity, because both of them (GFQ17-GFK17, HEN17-HEM17) would made nice profit.

List of calendar commodity spreads I consider to trade in May.

Commodity Trading Ideas: March 2017

Date of analysis: March 11, 2017

Every two or three weeks I search for commodity spreads with high probability of potential profit. First I apply filter with around 20 criteria on thousands of combinations of trading setups. And then I do detail analysis on every filtered spread. The goal of detail analysis is to filter out less stable spreads and keep the best ones. Usually I find two or three favorite candidates and some less preferred.

In this post I am going to publish high probability trading setups as the result of my analysis which I consider to trade in March.

performance cumulative returns performance commodity futures spread trading february 2017

Performance: February 2017

Monthly P/L:                                                     6%

Commissions:                                                 -0.2 %

Monthly P/L inc. commissions:              5.8 %

YTD P/L inc. commissions:                       5.8%

Since inception inc. commissions:    23.7%


Overall performance statistics.