Futures Market Patterns Database

Indices

S&P 500 Index

Nasdaq 100

Russel 2000 Index

Nikkei 225 Index

DAX Index

FTSE 100 Index

CAC 40 Index

Swiss Market Index

Energy

Crude Oil WTI

Crude Oil Brent

Gasoline RBOB

Natural Gas

Heating Oil

Ethanol

Bonds

T-Bonds 30Yr

T-Notes 10Yr

T-Notes 5Yr

T-Notes 2Yr

Euro-Buxl

Euro Bund

Euro Schatz

Long Gilt

T-Bonds 10Yr (TSE)

Metals

Gold

Silver

Platinum

Copper

Palladium

Currencies

USD Index

EUR/USD

JPY/USD

GBP/USD

CAD/USD

CHF/USD

AUD/USD

Swaps

10Yr Interest Rate Swap

5Yr Interest Rate Swap

10Yr Euro Swapnote

5Yr Euro Swapnote

Volatility

CBOE Volatility Index

Softs & Meats

Cocoa

Cotton

Orange Juice

Coffee

Lumber

Sugar

Live Cattle

Feeder Cattle

Lean Hogs

Grains

Soybeans

Soybean Meal

Soybean Oil

Corn

Wheat

S&P 500 Index Continuous Future Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 2 19 4 354.00% 17,45 4,03 81.30% 13 3
2 2 18 4 346.40% 12,28 2,83 81.30% 13 3
3 4 19 4 312.90% 13,84 4,61 75.00% 12 4
4 1 17 7 311.30% 17,52 4,04 81.30% 13 3
5 1 18 7 306.90% 11,56 2,67 81.30% 13 3
6 1 16 7 306.40% 18,61 4,30 81.30% 13 3
7 2 17 4 294.30% 12,16 2,81 81.30% 13 3
8 4 14 7 293.60% 12,10 4,03 75.00% 12 4
9 4 16 7 292.00% 12,93 4,31 75.00% 12 4
10 4 18 4 289.40% 10,50 4,77 68.80% 11 5

Nasdaq 100 Index Continuous Future Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 1 14 7 690.80% 19,60 2,80 87.50% 14 2
2 1 16 7 663.40% 16,41 3,79 81.30% 13 3
3 1 17 7 603.50% 14,54 3,36 81.30% 13 3
4 1 15 7 592.10% 15,21 2,17 87.50% 14 2
5 1 21 7 591.10% 27,23 3,89 87.50% 14 2
6 1 19 7 568.10% 16,41 3,79 81.30% 13 3
7 1 18 7 567.10% 12,36 2,85 81.30% 13 3
8 4 14 7 552.10% 24,78 1,65 93.80% 15 1
9 3 14 7 549.90% 19,12 2,73 87.50% 14 2
10 2 14 7 547.20% 14,63 2,09 87.50% 14 2

Russel 2000 Index Continuous Future Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 6 19 4 301.10% 8,23 1,18 87.50% 14 2
2 15 20 11 298.50% 8,49 1,96 81.30% 13 3
3 6 18 4 287.60% 7,19 1,66 81.30% 13 3
4 6 17 4 270.30% 11,50 3,83 75.00% 12 4
5 4 12 2 261.70% 11,79 2,53 82.40% 14 3
6 14 20 11 256.50% 6,30 1,45 81.30% 13 3
7 4 19 4 245.20% 5,04 1,68 75.00% 12 4
8 16 20 11 245.00% 7,54 2,51 75.00% 12 4
9 11 19 4 244.40% 14,81 4,94 75.00% 12 4
10 4 11 2 243.40% 7,76 3,23 70.60% 12 5

Nikkei 225 Index Continuous Future Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 5 19 9 340.90% 8,64 2,88 75.00% 12 4
2 7 19 9 308.10% 7,10 2,37 75.00% 12 4
3 15 19 11 294.30% 13,83 3,19 81.30% 13 3
4 5 14 9 289.50% 6,65 2,22 75.00% 12 4
5 4 19 9 275.90% 6,42 2,92 68.80% 11 5
6 6 19 9 269.70% 5,96 3,57 62.50% 10 6
7 5 18 9 258.30% 6,06 3,64 62.50% 10 6
8 7 14 9 257.90% 7,70 1,78 81.30% 13 3
9 5 13 9 249.20% 4,87 1,62 75.00% 12 4
10 15 18 11 247.70% 9,92 3,31 75.00% 12 4

DAX Index Continuous Future Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 1 18 4 260.20% 7,71 4,63 62.50% 10 6
2 1 17 4 236.00% 7,41 3,37 68.80% 11 5
3 4 18 4 221.70% 5,01 3,90 56.30% 9 7
4 6 14 7 217.10% 3,63 2,82 56.30% 9 7
5 7 14 2 212.70% 5,15 1,10 82.40% 14 3
6 1 14 7 208.90% 4,66 2,80 62.50% 10 6
7 8 14 7 207.60% 5,52 2,51 68.80% 11 5
8 6 16 7 201.90% 3,32 1,99 62.50% 10 6
9 1 16 4 201.50% 6,19 2,81 68.80% 11 5
10 4 17 4 198.90% 5,77 4,49 56.30% 9 7

FTSE 100 Index Continuous Future Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 1 16 4 739.90% 17,20 3,97 81.30% 13 3
2 16 19 12 713.50% 10,96 1,57 87.50% 14 2
3 1 17 4 680.40% 10,11 3,37 75.00% 12 4
4 12 18 12 680.30% 14,14 6,43 68.80% 11 5
5 12 19 12 665.30% 11,90 3,97 75.00% 12 4
6 11 18 12 647.70% 8,97 2,99 75.00% 12 4
7 11 19 12 589.00% 9,21 3,07 75.00% 12 4
8 8 13 2 547.30% 7,56 1,01 88.20% 15 2
9 1 7 4 540.70% 21,08 3,01 87.50% 14 2
10 1 18 4 539.40% 7,66 2,55 75.00% 12 4

CAC 40 Index Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 12 16 4 771.20% 192,25 12,82 93.80% 15 1
2 8 13 2 625.60% 11,95 0,75 94.10% 16 1
3 8 14 2 614.40% 11,72 0,73 94.10% 16 1
4 11 20 5 565.70% 15,06 6,85 68.80% 11 5
5 13 16 4 539.70% 10,16 2,34 81.30% 13 3
6 8 12 2 539.30% 6,93 0,92 88.20% 15 2
7 12 17 4 533.70% 9,96 1,42 87.50% 14 2
8 8 11 2 513.90% 8,81 2,71 76.50% 13 4
9 7 16 4 503.40% 6,70 3,05 68.80% 11 5
10 6 16 4 501.60% 5,98 2,72 68.80% 11 5

Swiss Market Index Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 1 16 4 980.40% 54,59 7,80 87.50% 14 2
2 1 18 4 866.20% 11,11 2,56 81.30% 13 3
3 1 17 4 747.00% 14,08 4,69 75.00% 12 4
4 1 14 4 650.90% 10,82 3,61 75.00% 12 4
5 8 14 2 626.50% 10,52 2,25 82.40% 14 3
6 10 16 4 587.90% 10,49 2,42 81.30% 13 3
7 1 15 4 579.70% 10,71 3,57 75.00% 12 4
8 7 13 2 532.60% 11,47 1,53 88.20% 15 2
9 7 14 2 527.00% 13,18 2,82 82.40% 14 3
10 4 17 4 523.20% 6,86 2,29 75.00% 12 4

Crude Oil WTI Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 9 18 2 346.80% 4,59 1,41 76.50% 13 4
2 10 18 2 343.70% 4,70 1,96 70.60% 12 5
3 10 14 2 318.80% 7,82 2,41 76.50% 13 4
4 6 18 2 315.40% 4,24 2,31 64.70% 11 6
5 9 14 2 315.20% 5,40 2,25 70.60% 12 5
6 9 17 2 307.70% 4,35 1,81 70.60% 12 5
7 10 17 2 301.00% 4,16 1,28 76.50% 13 4
8 12 18 2 293.20% 4,20 1,29 76.50% 13 4
9 10 16 2 290.80% 3,57 1,95 64.70% 11 6
10 8 18 2 286.10% 4,44 2,42 64.70% 11 6

Crude Oil Brent Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 9 18 2 746.50% 6,04 1,86 76.50% 13 4
2 6 18 2 742.90% 8,81 2,71 76.50% 13 4
3 8 18 2 716.20% 7,60 1,63 82.40% 14 3
4 9 19 2 690.70% 4,98 1,07 82.40% 14 3
5 1 18 2 647.80% 4,90 2,67 64.70% 11 6
6 10 18 2 632.30% 5,56 1,19 82.40% 14 3
7 3 20 2 616.30% 5,04 2,10 70.60% 12 5
8 9 20 2 611.40% 4,58 0,98 82.40% 14 3
9 7 18 2 607.80% 7,26 1,56 82.40% 14 3
10 3 18 2 607.10% 10,16 5,54 64.70% 11 6

Natural Gas Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 8 11 6 590.60% 18,32 6,11 75.00% 12 4
2 1 11 6 497.50% 10,88 6,53 62.50% 10 6
3 8 12 6 470.80% 7,83 4,70 62.50% 10 6
4 1 12 6 439.40% 5,35 4,16 56.30% 9 7
5 7 11 6 397.50% 8,80 1,26 87.50% 14 2
6 6 11 6 358.20% 7,85 1,81 81.30% 13 3
7 8 13 6 333.30% 4,49 2,69 62.50% 10 6
8 2 11 6 332.70% 11,92 9,27 56.30% 9 7
9 1 13 6 322.40% 3,76 2,92 56.30% 9 7
10 9 12 6 302.80% 5,39 3,23 62.50% 10 6

RBOB Gasoline Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 6 19 2 480.60% 5,43 1,16 82.40% 14 3
2 5 18 2 387.70% 4,63 1,42 76.50% 13 4
3 7 19 2 386.10% 4,27 1,32 76.50% 13 4
4 10 18 2 375.70% 5,25 2,19 70.60% 12 5
5 4 18 2 362.10% 4,55 2,48 64.70% 11 6
6 6 18 2 354.80% 6,15 1,32 82.40% 14 3
7 3 18 2 351.60% 5,67 2,36 70.60% 12 5
8 9 18 2 345.80% 4,34 1,81 70.60% 12 5
9 6 17 2 345.20% 6,23 1,92 76.50% 13 4
10 6 14 2 340.20% 5,26 1,13 82.40% 14 3

Heating Oil Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 6 17 2 323.50% 3,79 1,17 76.50% 13 4
2 9 17 2 280.80% 3,32 1,02 76.50% 13 4
3 6 18 2 275.80% 3,72 1,55 70.60% 12 5
4 10 18 2 272.40% 3,16 0,68 82.40% 14 3
5 6 16 2 271.80% 3,89 1,62 70.60% 12 5
6 5 18 2 266.00% 2,88 1,57 64.70% 11 6
7 8 17 2 258.40% 3,79 0,81 82.40% 14 3
8 6 19 2 257.20% 3,47 0,74 82.40% 14 3
9 3 18 2 256.60% 3,31 1,81 64.70% 11 6
10 9 16 2 255.10% 3,27 1,36 70.60% 12 5

Ethanol Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 6 17 2 323.50% 3,79 1,17 76.50% 13 4
2 9 17 2 280.80% 3,32 1,02 76.50% 13 4
3 6 18 2 275.80% 3,72 1,55 70.60% 12 5
4 10 18 2 272.40% 3,16 0,68 82.40% 14 3
5 6 16 2 271.80% 3,89 1,62 70.60% 12 5
6 5 18 2 266.00% 2,88 1,57 64.70% 11 6
7 8 17 2 258.40% 3,79 0,81 82.40% 14 3
8 6 19 2 257.20% 3,47 0,74 82.40% 14 3
9 3 18 2 256.60% 3,31 1,81 64.70% 11 6
10 9 16 2 255.10% 3,27 1,36 70.60% 12 5

T-Bonds 30Yr Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 2 17 8 407.60% 7,12 2,37 75.00% 12 4
2 9 20 11 396.90% 8,41 1,94 81.30% 13 3
3 9 19 11 383.70% 6,46 1,49 81.30% 13 3
4 4 17 8 374.70% 6,09 2,03 75.00% 12 4
5 10 20 11 365.50% 8,78 2,93 75.00% 12 4
6 10 17 11 362.10% 6,84 2,28 75.00% 12 4
7 6 17 8 359.10% 6,68 1,54 81.30% 13 3
8 10 19 11 353.10% 6,59 2,20 75.00% 12 4
9 9 18 11 344.80% 5,12 1,18 81.30% 13 3
10 7 17 8 343.90% 6,72 0,96 87.50% 14 2

T-Notes 10Yr Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 2 21 8 468.00% 8,25 3,75 68.80% 11 5
2 2 19 8 467.50% 8,35 2,78 75.00% 12 4
3 2 20 8 442.60% 7,15 3,25 68.80% 11 5
4 2 17 8 409.20% 7,75 2,58 75.00% 12 4
5 2 18 8 386.90% 7,36 2,45 75.00% 12 4
6 2 14 8 367.80% 6,38 2,13 75.00% 12 4
7 4 21 8 354.70% 6,61 2,20 75.00% 12 4
8 4 19 8 346.30% 6,50 2,17 75.00% 12 4
9 2 16 8 343.60% 5,78 1,93 75.00% 12 4
10 5 10 1 342.70% 8,27 2,54 76.50% 13 4

T-Notes 5Yr Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 1 10 1 454.20% 7,87 2,62 75.00% 12 4
2 1 11 1 392.40% 6,47 2,16 75.00% 12 4
3 1 9 1 353.90% 5,85 1,95 75.00% 12 4
4 2 19 8 350.90% 6,61 2,20 75.00% 12 4
5 2 21 8 347.50% 5,97 2,71 68.80% 11 5
6 2 20 8 343.60% 5,49 1,83 75.00% 12 4
7 5 10 1 330.10% 7,65 4,17 64.70% 11 6
8 2 14 8 326.30% 6,61 2,20 75.00% 12 4
9 2 17 8 300.50% 5,71 1,90 75.00% 12 4
10 16 19 6 299.60% 6,55 2,18 75.00% 12 4

T-Notes 2Yr Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 7 14 8 902.80% 10,13 3,38 75.00% 12 4
2 7 13 8 763.60% 8,47 3,85 68.80% 11 5
3 7 19 8 704.40% 5,86 2,67 68.80% 11 5
4 7 17 8 675.00% 6,22 2,07 75.00% 12 4
5 7 15 8 661.30% 5,80 3,48 62.50% 10 6
6 16 19 6 606.40% 5,25 4,08 56.30% 9 7
7 7 18 8 605.90% 5,38 2,45 68.80% 11 5
8 6 14 8 593.10% 7,66 2,55 75.00% 12 4
9 1 10 1 588.90% 6,14 2,79 68.80% 11 5
10 15 19 6 585.70% 6,86 6,86 50.00% 8 8

Euro Buxl Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 15 18 9 1331.90% 100,21 7,16 93.30% 14 1
2 15 20 9 921.60% 14,52 2,23 86.70% 13 2
3 15 19 9 815.70% 14,02 5,10 73.30% 11 4
4 14 20 9 792.50% 11,06 2,77 80.00% 12 3
5 13 20 9 769.50% 16,90 4,23 80.00% 12 3
6 16 20 2 748.40% 10,71 2,68 80.00% 12 3
7 14 19 9 662.20% 8,37 2,09 80.00% 12 3
8 14 17 9 618.40% 9,33 3,39 73.30% 11 4
9 16 19 2 565.70% 5,09 1,85 73.30% 11 4
10 12 20 9 558.50% 11,69 2,92 80.00% 12 3

Euro Bund Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 4 19 8 350.80% 7,84 1,12 87.50% 14 2
2 2 19 8 347.20% 5,64 1,88 75.00% 12 4
3 4 21 8 331.40% 6,03 1,39 81.30% 13 3
4 2 17 8 324.60% 5,10 1,18 81.30% 13 3
5 2 20 8 310.30% 4,87 1,62 75.00% 12 4
6 4 14 8 303.00% 7,70 1,78 81.30% 13 3
7 4 20 8 298.90% 6,85 0,98 87.50% 14 2
8 6 19 8 296.10% 5,30 1,22 81.30% 13 3
9 2 21 8 293.10% 4,51 1,04 81.30% 13 3
10 4 16 8 291.40% 6,98 1,61 81.30% 13 3

Euro Schatz Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 4 14 8 286.30% 6,89 4,13 62.50% 10 6
2 4 17 8 279.10% 6,54 2,97 68.80% 11 5
3 4 19 8 269.50% 5,88 3,53 62.50% 10 6
4 4 18 8 257.50% 6,05 3,63 62.50% 10 6
5 4 13 8 251.50% 5,82 3,49 62.50% 10 6
6 4 15 8 249.70% 5,84 2,65 68.80% 11 5
7 4 21 8 239.50% 4,87 2,22 68.80% 11 5
8 3 14 8 233.10% 4,13 2,48 62.50% 10 6
9 4 16 8 232.90% 6,54 2,18 75.00% 12 4
10 4 20 8 232.00% 4,79 2,87 62.50% 10 6

Long Gilt LIFFE Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 4 8 8 767.80% 7,22 2,41 75.00% 12 4
2 10 19 8 764.40% 9,14 2,11 81.30% 13 3
3 2 7 7 717.20% 7,54 5,86 56.30% 9 7
4 10 17 8 699.30% 9,20 3,07 75.00% 12 4
5 2 13 7 689.30% 8,57 2,86 75.00% 12 4
6 2 16 7 658.50% 9,74 2,25 81.30% 13 3
7 10 20 8 643.50% 10,38 2,40 81.30% 13 3
8 2 12 7 632.40% 7,55 3,43 68.80% 11 5
9 4 17 8 618.40% 6,07 1,40 81.30% 13 3
10 2 8 7 604.30% 6,68 3,03 68.80% 11 5

T-Notes 10Yr Tokyo Stock Exchange Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 5 10 1 1785.20% 37,74 5,03 88.20% 15 2
2 5 9 1 1702.40% 119,95 15,99 88.20% 15 2
3 5 11 1 1648.10% 24,80 3,31 88.20% 15 2
4 5 8 1 1381.90% 26,12 3,48 88.20% 15 2
5 7 18 8 1179.80% 16,47 3,80 81.30% 13 3
6 7 20 8 1169.60% 18,98 2,71 87.50% 14 2
7 7 19 8 1148.60% 13,76 1,97 87.50% 14 2
8 12 15 8 1142.50% 14,33 2,05 87.50% 14 2
9 4 14 7 1131.40% 9,68 2,23 81.30% 13 3
10 6 9 1 1121.90% 16,47 3,53 82.40% 14 3

Gold Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 4 8 4 338.50% 14,13 3,26 81.30% 13 3
2 3 8 4 303.70% 8,68 2,00 81.30% 13 3
3 4 7 4 284.10% 12,33 1,76 87.50% 14 2
4 4 9 4 253.10% 9,14 3,05 75.00% 12 4
5 1 18 1 246.70% 3,85 1,28 75.00% 12 4
6 2 8 4 245.00% 4,79 1,60 75.00% 12 4
7 1 16 1 244.30% 3,88 1,29 75.00% 12 4
8 3 7 4 243.30% 10,87 1,55 87.50% 14 2
9 1 17 1 240.20% 3,93 1,79 68.80% 11 5
10 1 8 4 236.30% 6,09 1,41 81.30% 13 3

Silver Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 6 16 7 426.00% 8,43 5,06 62.50% 10 6
2 2 19 7 415.10% 5,86 3,52 62.50% 10 6
3 1 16 7 407.90% 4,65 3,62 56.30% 9 7
4 6 19 7 405.80% 6,21 3,72 62.50% 10 6
5 6 18 7 399.80% 6,71 5,22 56.30% 9 7
6 2 16 7 385.20% 5,81 5,81 50.00% 8 8
7 6 17 7 372.10% 6,48 6,48 50.00% 8 8
8 1 17 7 353.60% 4,25 4,25 50.00% 8 8
9 8 16 7 347.20% 4,65 3,62 56.30% 9 7
10 8 19 7 340.00% 4,45 3,46 56.30% 9 7

Platinum Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 1 18 1 610.00% 49,13 7,02 87.50% 14 2
2 1 17 1 576.90% 54,82 3,65 93.80% 15 1
3 1 20 1 567.70% 42,20 6,03 87.50% 14 2
4 1 19 1 553.80% 35,98 5,14 87.50% 14 2
5 1 13 1 526.00% 12,73 1,82 87.50% 14 2
6 1 11 1 513.20% 11,72 1,67 87.50% 14 2
7 1 16 1 493.00% 23,91 3,42 87.50% 14 2
8 1 15 2 461.50% 5,17 2,82 64.70% 11 6
9 1 9 1 460.20% 12,35 1,76 87.50% 14 2
10 2 17 1 454.80% 49,97 6,66 88.20% 15 2

Copper Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 1 19 2 486.60% 7,22 3,01 70.60% 12 5
2 1 18 2 426.30% 5,42 2,26 70.60% 12 5
3 1 16 2 381.00% 5,60 1,72 76.50% 13 4
4 1 15 2 375.00% 10,76 1,44 88.20% 15 2
5 2 15 2 356.70% 6,16 2,57 70.60% 12 5
6 2 19 2 347.00% 4,77 1,99 70.60% 12 5
7 3 15 2 345.80% 4,80 1,48 76.50% 13 4
8 1 17 2 333.70% 4,58 1,41 76.50% 13 4
9 6 15 2 326.00% 4,02 2,19 64.70% 11 6
10 1 11 2 325.70% 29,49 3,93 88.20% 15 2

Palladium Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 1 19 2 869.30% 19,19 7,99 70.60% 12 5
2 6 15 2 810.20% 30,88 9,50 76.50% 13 4
3 1 18 2 766.30% 14,17 5,91 70.60% 12 5
4 1 13 2 751.80% 44,93 18,72 70.60% 12 5
5 6 13 2 738.50% 23,77 5,09 82.40% 14 3
6 6 14 2 737.70% 23,93 7,36 76.50% 13 4
7 2 19 2 736.60% 11,04 9,81 52.90% 9 8
8 6 19 2 731.40% 12,60 6,87 64.70% 11 6
9 6 12 2 713.90% 24,98 7,69 76.50% 13 4
10 1 15 2 708.50% 23,95 7,37 76.50% 13 4

USD Index Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 3 12 11 230.40% 3,78 1,26 75.00% 12 4
2 1 13 5 219.30% 3,75 0,87 81.30% 13 3
3 4 12 11 212.60% 3,54 2,76 56.30% 9 7
4 5 12 11 211.60% 3,99 3,11 56.30% 9 7
5 1 11 5 209.60% 3,56 1,19 75.00% 12 4
6 3 10 11 204.30% 3,52 1,60 68.80% 11 5
7 3 13 11 203.00% 3,20 1,45 68.80% 11 5
8 4 10 8 198.30% 4,20 1,40 75.00% 12 4
9 4 15 11 198.10% 3,11 1,41 68.80% 11 5
10 3 14 11 196.40% 3,34 1,11 75.00% 12 4

Euro Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 8 13 3 246.70% 4,51 1,50 75.00% 12 4
2 9 13 9 219.70% 5,53 1,84 75.00% 12 4
3 9 16 9 212.70% 2,95 2,95 50.00% 8 8
4 7 19 7 205.30% 4,09 2,45 62.50% 10 6
5 6 17 4 203.50% 4,92 2,23 68.80% 11 5
6 9 14 9 201.40% 4,44 1,48 75.00% 12 4
7 7 20 7 200.90% 4,54 2,72 62.50% 10 6
8 9 12 9 199.60% 7,58 2,53 75.00% 12 4
9 8 16 9 194.50% 2,95 2,95 50.00% 8 8
10 3 13 3 194.40% 3,82 1,74 68.80% 11 5

Japanese Yen Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 18 21 7 310.80% 5,83 4,54 56.30% 9 7
2 6 12 4 307.10% 13,21 3,05 81.30% 13 3
3 15 21 7 306.20% 4,93 1,64 75.00% 12 4
4 6 11 4 291.90% 9,09 3,03 75.00% 12 4
5 8 13 3 285.90% 4,22 1,92 68.80% 11 5
6 6 13 4 274.30% 7,34 2,45 75.00% 12 4
7 7 11 4 271.70% 6,11 2,78 68.80% 11 5
8 15 20 7 271.40% 4,99 2,27 68.80% 11 5
9 7 12 4 268.20% 6,85 2,28 75.00% 12 4
10 7 13 4 227.70% 4,76 1,59 75.00% 12 4

British Pound Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 6 19 4 463.60% 9,14 2,11 81.30% 13 3
2 2 13 4 426.80% 77,52 5,17 93.80% 15 1
3 5 19 4 411.60% 8,70 3,96 68.80% 11 5
4 1 19 4 410.20% 13,26 3,06 81.30% 13 3
5 6 12 4 397.70% 12,91 1,84 87.50% 14 2
6 6 18 4 397.40% 6,09 2,77 68.80% 11 5
7 2 19 4 395.50% 10,83 2,50 81.30% 13 3
8 6 16 4 395.00% 9,23 4,19 68.80% 11 5
9 7 18 7 392.90% 9,16 3,05 75.00% 12 4
10 7 20 7 389.60% 7,54 1,74 81.30% 13 3

Canadian Dollar Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 2 17 4 287.20% 3,63 1,21 75.00% 12 4
2 2 9 4 280.20% 4,97 1,66 75.00% 12 4
3 2 18 4 279.30% 3,54 1,61 68.80% 11 5
4 3 12 9 274.80% 4,33 1,97 68.80% 11 5
5 1 16 4 273.00% 3,77 1,72 68.80% 11 5
6 2 16 4 272.90% 3,99 2,40 62.50% 10 6
7 1 18 4 272.40% 3,49 1,16 75.00% 12 4
8 2 12 4 270.00% 4,12 1,87 68.80% 11 5
9 1 17 4 262.10% 3,42 1,55 68.80% 11 5
10 1 8 4 260.00% 5,19 0,74 87.50% 14 2

Swiss Franc Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 7 11 1 282.90% 4,78 6,83 41.20% 7 10
2 7 10 1 251.00% 4,43 8,11 35.30% 6 11
3 1 4 6 244.90% 17,30 5,77 75.00% 12 4
4 8 11 1 244.50% 4,19 5,99 41.20% 7 10
5 8 13 3 220.40% 5,78 1,33 81.30% 13 3
6 5 10 1 219.40% 3,23 2,87 52.90% 9 8
7 5 11 1 217.70% 3,02 3,39 47.10% 8 9
8 6 11 1 213.90% 3,36 3,78 47.10% 8 9
9 6 10 1 195.60% 3,29 3,70 47.10% 8 9
10 16 20 12 186.00% 6,94 4,17 62.50% 10 6

Australian Dollar Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 6 12 4 589.80% 73,83 17,04 81.30% 13 3
2 3 10 4 567.60% 999,00 1.160,00 100.00% 16 0
3 6 10 4 561.10% 159,80 10,65 93.80% 15 1
4 4 21 7 548.60% 7,91 1,83 81.30% 13 3
5 3 12 4 545.80% 16,42 2,35 87.50% 14 2
6 4 19 7 539.30% 8,72 2,91 75.00% 12 4
7 4 10 4 538.70% 139,00 9,27 93.80% 15 1
8 4 18 7 526.30% 11,07 1,58 87.50% 14 2
9 4 20 7 519.20% 9,24 3,08 75.00% 12 4
10 4 16 7 514.90% 21,73 7,24 75.00% 12 4

10Yr Interest Rate Swap Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 14 20 3 488.30% 2.843,46 406,21 87.50% 7 1
2 14 17 3 406.90% 2.369,21 338,46 87.50% 7 1
3 3 20 3 354.70% 60,41 8,63 87.50% 7 1
4 4 20 3 352.10% 999,00 1.235,16 100.00% 8 0
5 8 12 6 349.20% 999,00 631,64 100.00% 8 0
6 14 19 3 344.60% 12,50 4,17 75.00% 6 2
7 7 10 1 340.70% 67,58 8,45 88.90% 8 1
8 7 11 1 338.90% 21,65 2,71 88.90% 8 1
9 8 11 6 338.40% 999,00 612,11 100.00% 8 0
10 3 19 3 335.50% 23,16 7,72 75.00% 6 2

5Yr Interest Rate Swap Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 14 20 3 223.30% 70,50 10,07 87.50% 7 1
2 3 20 3 210.20% 7,53 2,51 75.00% 6 2
3 10 20 3 208.20% 6,17 0,88 87.50% 7 1
4 7 20 3 197.40% 16,90 2,41 87.50% 7 1
5 10 19 3 192.90% 7,32 1,05 87.50% 7 1
6 8 20 3 192.50% 9,58 1,37 87.50% 7 1
7 14 19 3 191.00% 9,83 3,28 75.00% 6 2
8 13 17 2 187.60% 10,96 1,37 88.90% 8 1
9 7 19 3 184.80% 23,77 7,92 75.00% 6 2
10 10 17 3 183.40% 5,48 0,78 87.50% 7 1

10Yr Euro Swapnote Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 2 15 7 747.90% 30,11 7,53 80.00% 12 3
2 1 14 7 534.30% 23,12 3,56 86.70% 13 2
3 10 14 8 684.00% 20,43 3,14 86.70% 13 2
4 15 18 2 1339.30% 18,38 2,83 86.70% 13 2
5 2 16 7 805.60% 17,81 4,45 80.00% 12 3
6 11 14 8 697.20% 17,73 4,43 80.00% 12 3
7 4 14 8 884.40% 16,95 2,61 86.70% 13 2
8 1 13 7 650.60% 15,50 3,88 80.00% 12 3
9 2 14 7 700.70% 15,41 3,85 80.00% 12 3
10 2 14 8 785.70% 14,29 3,57 80.00% 12 3

5Yr Euro Swapnote Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 4 8 8 879.40% 31,78 4,89 86.70% 13 2
2 10 14 8 579.60% 27,08 6,77 80.00% 12 3
3 4 14 8 1150.00% 19,69 1,41 93.30% 14 1
4 2 15 7 666.20% 18,00 4,50 80.00% 12 3
5 1 14 7 465.30% 17,21 4,30 80.00% 12 3
6 2 16 7 695.90% 14,92 3,73 80.00% 12 3
7 2 14 8 724.30% 14,44 5,25 73.30% 11 4
8 15 18 2 950.00% 13,67 4,97 73.30% 11 4
9 4 15 8 818.60% 13,22 0,94 93.30% 14 1
10 1 15 7 539.20% 12,89 4,69 73.30% 11 4

CBOE Volatility Index (VIX) Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 3 19 8 225.40% 2,97 3,82 43.80% 7 9
2 8 11 3 216.80% 4,35 4,90 47.10% 8 9
3 3 21 8 212.40% 3,20 4,12 43.80% 7 9
4 3 17 8 209.50% 2,78 3,58 43.80% 7 9
5 4 19 8 198.80% 3,03 5,05 37.50% 6 10
6 8 14 3 188.90% 3,38 4,35 43.80% 7 9
7 4 17 8 188.50% 2,80 4,66 37.50% 6 10
8 8 19 8 187.20% 3,93 3,93 50.00% 8 8
9 5 21 8 183.60% 3,27 7,19 31.30% 5 11
10 3 18 8 183.10% 2,64 3,39 43.80% 7 9

Cocoa Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 7 19 4 266.80% 3,22 2,50 56.30% 9 7
2 10 19 4 264.00% 3,48 2,09 62.50% 10 6
3 4 11 1 256.20% 4,96 2,07 70.60% 12 5
4 3 10 6 244.80% 5,21 1,20 81.30% 13 3
5 5 8 6 242.60% 9,46 1,35 87.50% 14 2
6 8 19 4 240.30% 2,87 1,72 62.50% 10 6
7 5 19 4 236.80% 2,87 2,87 50.00% 8 8
8 7 17 4 235.20% 2,96 2,30 56.30% 9 7
9 9 19 4 234.70% 2,96 1,78 62.50% 10 6
10 10 17 4 223.30% 3,14 2,44 56.30% 9 7

Cotton Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 2 15 12 190.10% 4,36 1,98 68.80% 11 5
2 2 19 12 187.40% 5,94 1,98 75.00% 12 4
3 2 16 12 184.40% 4,44 2,02 68.80% 11 5
4 2 14 12 182.40% 4,58 1,53 75.00% 12 4
5 1 13 2 180.80% 4,30 3,01 58.80% 10 7
6 1 15 12 180.70% 3,98 1,33 75.00% 12 4
7 1 19 12 179.80% 5,00 1,67 75.00% 12 4
8 1 16 12 178.30% 3,91 1,78 68.80% 11 5
9 2 14 1 177.00% 6,88 1,47 82.40% 14 3
10 1 14 2 175.20% 4,19 3,72 52.90% 9 8

Orange Juice Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 1 19 11 328.80% 7,04 2,35 75.00% 12 4
2 6 19 10 294.30% 3,98 3,98 50.00% 8 8
3 2 19 10 274.20% 3,68 2,86 56.30% 9 7
4 6 17 10 272.30% 3,68 2,86 56.30% 9 7
5 6 18 10 271.70% 3,61 3,61 50.00% 8 8
6 2 17 10 270.80% 3,55 3,55 50.00% 8 8
7 2 18 10 267.30% 3,39 3,39 50.00% 8 8
8 5 19 10 265.60% 4,10 4,10 50.00% 8 8
9 7 19 10 261.20% 3,34 3,34 50.00% 8 8
10 3 19 10 247.90% 3,95 3,07 56.30% 9 7

Coffee Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 6 10 10 188.60% 5,38 2,45 68.80% 11 5
2 2 10 10 149.80% 3,20 1,07 75.00% 12 4
3 1 10 10 146.80% 2,88 1,73 62.50% 10 6
4 6 9 10 134.50% 3,33 1,52 68.80% 11 5
5 12 16 2 131.80% 3,24 1,77 64.70% 11 6
6 12 15 2 121.90% 2,64 2,35 52.90% 9 8
7 7 10 10 121.40% 3,98 1,81 68.80% 11 5
8 13 16 2 118.40% 3,87 1,19 76.50% 13 4
9 3 10 10 116.30% 2,80 0,93 75.00% 12 4
10 2 9 10 114.50% 2,52 0,84 75.00% 12 4

Lumber Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 6 16 12 948.10% 11,60 3,87 75.00% 12 4
2 10 18 12 899.20% 11,02 3,67 75.00% 12 4
3 6 17 12 864.50% 9,82 4,46 68.80% 11 5
4 10 16 12 862.20% 13,17 4,39 75.00% 12 4
5 5 17 12 844.50% 8,23 4,94 62.50% 10 6
6 6 19 12 795.30% 9,00 5,40 62.50% 10 6
7 8 16 12 787.20% 11,42 2,64 81.30% 13 3
8 10 17 12 783.20% 10,97 3,66 75.00% 12 4
9 6 18 12 747.90% 9,56 5,74 62.50% 10 6
10 7 16 12 732.50% 10,20 4,64 68.80% 11 5

Sugar Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 6 10 10 188.60% 5,38 2,45 68.80% 11 5
2 2 10 10 149.80% 3,20 1,07 75.00% 12 4
3 1 10 10 146.80% 2,88 1,73 62.50% 10 6
4 6 9 10 134.50% 3,33 1,52 68.80% 11 5
5 12 16 2 131.80% 3,24 1,77 64.70% 11 6
6 12 15 2 121.90% 2,64 2,35 52.90% 9 8
7 7 10 10 121.40% 3,98 1,81 68.80% 11 5
8 13 16 2 118.40% 3,87 1,19 76.50% 13 4
9 3 10 10 116.30% 2,80 0,93 75.00% 12 4
10 2 9 10 114.50% 2,52 0,84 75.00% 12 4

Live Cattle Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 14 19 12 430.40% 14,71 4,90 75.00% 12 4
2 7 19 12 426.10% 41,27 2,75 93.80% 15 1
3 7 20 12 412.90% 40,02 2,67 93.80% 15 1
4 15 19 12 397.90% 24,31 5,61 81.30% 13 3
5 8 20 12 388.30% 40,34 2,69 93.80% 15 1
6 14 20 12 375.70% 10,45 4,75 68.80% 11 5
7 15 20 12 375.60% 11,67 2,69 81.30% 13 3
8 8 19 12 364.20% 28,91 4,13 87.50% 14 2
9 13 19 12 360.80% 14,68 3,39 81.30% 13 3
10 13 20 12 358.20% 11,64 5,29 68.80% 11 5

Feeder Cattle Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 14 20 12 227.70% 6,80 6,80 50.00% 8 8
2 14 19 12 220.50% 6,25 4,86 56.30% 9 7
3 14 18 12 184.20% 4,72 3,67 56.30% 9 7
4 11 18 6 170.40% 3,77 0,87 81.30% 13 3
5 11 20 6 164.80% 3,55 0,82 81.30% 13 3
6 11 16 6 164.70% 3,44 1,56 68.80% 11 5
7 15 20 6 157.20% 3,35 0,77 81.30% 13 3
8 11 17 6 156.80% 3,68 1,23 75.00% 12 4
9 11 19 6 154.00% 3,14 0,72 81.30% 13 3
10 13 20 12 153.60% 4,48 2,69 62.50% 10 6

Lean Hogs Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 1 6 9 229.30% 3,67 2,20 62.50% 10 6
2 11 18 11 223.90% 4,52 1,04 81.30% 13 3
3 12 18 11 218.00% 4,34 1,00 81.30% 13 3
4 1 7 9 217.70% 2,71 1,62 62.50% 10 6
5 6 9 6 215.50% 4,36 1,98 68.80% 11 5
6 6 18 11 211.70% 3,65 1,66 68.80% 11 5
7 7 18 11 210.30% 3,42 1,14 75.00% 12 4
8 12 19 11 209.20% 3,40 0,79 81.30% 13 3
9 11 16 11 203.40% 3,78 1,26 75.00% 12 4
10 8 18 11 198.10% 3,28 1,49 68.80% 11 5

Soybeans Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 5 9 10 413.50% 11,85 3,95 75.00% 12 4
2 5 19 10 388.90% 11,98 1,71 87.50% 14 2
3 5 17 10 388.50% 14,11 2,02 87.50% 14 2
4 6 9 10 382.90% 7,54 4,52 62.50% 10 6
5 5 21 10 371.50% 8,09 3,68 68.80% 11 5
6 4 10 10 362.30% 5,89 1,36 81.30% 13 3
7 5 10 10 362.30% 6,28 1,45 81.30% 13 3
8 4 9 10 361.50% 8,13 2,71 75.00% 12 4
9 6 19 10 358.70% 8,41 2,80 75.00% 12 4
10 5 18 10 348.80% 8,60 1,98 81.30% 13 3

Soybean Meal Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 5 19 10 612.20% 18,87 4,35 81.30% 13 3
2 5 21 10 603.00% 12,15 5,52 68.80% 11 5
3 4 19 10 571.90% 43,57 2,90 93.80% 15 1
4 4 21 10 564.20% 28,00 9,33 75.00% 12 4
5 5 17 10 534.30% 45,79 6,54 87.50% 14 2
6 5 18 10 518.80% 21,86 5,04 81.30% 13 3
7 5 20 10 509.10% 11,45 5,20 68.80% 11 5
8 4 17 10 506.40% 297,88 19,86 93.80% 15 1
9 4 18 10 493.40% 47,28 6,75 87.50% 14 2
10 4 20 10 485.30% 28,76 6,64 81.30% 13 3

Soybean Oil Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 1 14 4 366.90% 5,80 3,48 62.50% 10 6
2 1 19 2 322.20% 3,54 2,48 58.80% 10 7
3 2 19 2 302.70% 3,32 2,32 58.80% 10 7
4 1 10 4 300.20% 3,99 3,99 50.00% 8 8
5 1 8 4 298.40% 4,75 2,85 62.50% 10 6
6 1 9 4 295.30% 4,79 4,79 50.00% 8 8
7 1 7 4 291.80% 7,69 2,56 75.00% 12 4
8 1 18 2 278.90% 3,01 2,68 52.90% 9 8
9 1 4 2 272.70% 11,26 1,50 88.20% 15 2
10 1 13 4 268.40% 3,94 3,94 50.00% 8 8

Corn Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 6 10 10 385.00% 6,47 2,16 75.00% 12 4
2 5 10 10 379.90% 6,04 2,75 68.80% 11 5
3 5 9 10 340.20% 5,68 2,58 68.80% 11 5
4 5 15 10 340.10% 7,39 4,44 62.50% 10 6
5 6 9 10 339.40% 5,15 3,09 62.50% 10 6
6 5 14 10 338.40% 9,59 4,36 68.80% 11 5
7 6 15 10 338.30% 6,81 5,30 56.30% 9 7
8 6 14 10 336.50% 8,78 3,99 68.80% 11 5
9 5 17 10 329.80% 5,51 2,51 68.80% 11 5
10 6 17 10 327.80% 5,44 1,81 75.00% 12 4

Wheat Continuous Futures Contract

wdt_ID Long Entry Long Exit Month Return% Profit Factor Payout Win% Wins Losses
1 12 15 5 305.20% 4,61 1,54 75.00% 12 4
7 1 6 2 259.40% 3,66 3,26 52.90% 9 8
10 12 19 5 245.90% 4,34 2,60 62.50% 10 6
12 2 6 2 232.80% 4,26 3,79 52.90% 9 8
15 12 16 5 202.00% 3,07 1,84 62.50% 10 6
16 14 19 11 201.30% 3,07 1,84 62.50% 10 6
20 11 14 5 188.60% 3,16 2,46 56.30% 9 7
21 10 19 5 186.60% 2,66 1,21 68.80% 11 5
23 12 20 5 181.40% 2,80 1,27 68.80% 11 5
24 15 19 11 177.60% 2,81 2,18 56.30% 9 7

Note: Testing a strategy using COT data gives us returns of up to 250%. Setup: When large speculator shorts > large speculator longs enter on the 8th trading day after this signal occurred. With a profit target of $1600 and stop loss of $1200 we have a return of 248.8% and a profit factor of 4.34. The winning percentage for this strategy is 77.8%. With a stop loss of $2000 and profit target of $1000 we have a winning percentage of 88.9 % (16 winners and 2 losers). The entry rule is large spec. shorts > large spec longs enter long on 6th trading day after trading signal occurrence.

Seasonal Trend: Winter wheat is typically planted in the September through October time period. Traders anticipate the crop size, and this puts pressure on prices. In addition, the Southern Hemisphere crops are working through the export process, adding new supplies to the market. As the Southern Hemisphere supply is consumed, prices tend to climb until size and health of the newly planted crop is known. Traders can take advantage of this pattern. The 10 year cycle of this commodity shows a bullish pattern beginning on the 1st of July and ending around the 23rd of August. Bearish momentum prevails form the end of August until the 20th of November. Another bullish pattern emerges on 12th of December until the beginning of next year 2nd/3rd of January.