Futures Market Patterns Database

S&P 500 Index Continuous Future Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
12194354.00%17,454,0381.30%133
22184346.40%12,282,8381.30%133
34194312.90%13,844,6175.00%124
41177311.30%17,524,0481.30%133
51187306.90%11,562,6781.30%133
61167306.40%18,614,3081.30%133
72174294.30%12,162,8181.30%133
84147293.60%12,104,0375.00%124
94167292.00%12,934,3175.00%124
104184289.40%10,504,7768.80%115

Nasdaq 100 Index Continuous Future Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
11147690.80%19,602,8087.50%142
21167663.40%16,413,7981.30%133
31177603.50%14,543,3681.30%133
41157592.10%15,212,1787.50%142
51217591.10%27,233,8987.50%142
61197568.10%16,413,7981.30%133
71187567.10%12,362,8581.30%133
84147552.10%24,781,6593.80%151
93147549.90%19,122,7387.50%142
102147547.20%14,632,0987.50%142

Russel 2000 Index Continuous Future Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
16194301.10%8,231,1887.50%142
2152011298.50%8,491,9681.30%133
36184287.60%7,191,6681.30%133
46174270.30%11,503,8375.00%124
54122261.70%11,792,5382.40%143
6142011256.50%6,301,4581.30%133
74194245.20%5,041,6875.00%124
8162011245.00%7,542,5175.00%124
911194244.40%14,814,9475.00%124
104112243.40%7,763,2370.60%125

Nikkei 225 Index Continuous Future Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
15199340.90%8,642,8875.00%124
27199308.10%7,102,3775.00%124
3151911294.30%13,833,1981.30%133
45149289.50%6,652,2275.00%124
54199275.90%6,422,9268.80%115
66199269.70%5,963,5762.50%106
75189258.30%6,063,6462.50%106
87149257.90%7,701,7881.30%133
95139249.20%4,871,6275.00%124
10151811247.70%9,923,3175.00%124

DAX Index Continuous Future Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
11184260.20%7,714,6362.50%106
21174236.00%7,413,3768.80%115
34184221.70%5,013,9056.30%97
46147217.10%3,632,8256.30%97
57142212.70%5,151,1082.40%143
61147208.90%4,662,8062.50%106
78147207.60%5,522,5168.80%115
86167201.90%3,321,9962.50%106
91164201.50%6,192,8168.80%115
104174198.90%5,774,4956.30%97

FTSE 100 Index Continuous Future Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
11164739.90%17,203,9781.30%133
2161912713.50%10,961,5787.50%142
31174680.40%10,113,3775.00%124
4121812680.30%14,146,4368.80%115
5121912665.30%11,903,9775.00%124
6111812647.70%8,972,9975.00%124
7111912589.00%9,213,0775.00%124
88132547.30%7,561,0188.20%152
9174540.70%21,083,0187.50%142
101184539.40%7,662,5575.00%124

CAC 40 Index Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
112164771.20%192,2512,8293.80%151
28132625.60%11,950,7594.10%161
38142614.40%11,720,7394.10%161
411205565.70%15,066,8568.80%115
513164539.70%10,162,3481.30%133
68122539.30%6,930,9288.20%152
712174533.70%9,961,4287.50%142
88112513.90%8,812,7176.50%134
97164503.40%6,703,0568.80%115
106164501.60%5,982,7268.80%115

Swiss Market Index Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
11164980.40%54,597,8087.50%142
21184866.20%11,112,5681.30%133
31174747.00%14,084,6975.00%124
41144650.90%10,823,6175.00%124
58142626.50%10,522,2582.40%143
610164587.90%10,492,4281.30%133
71154579.70%10,713,5775.00%124
87132532.60%11,471,5388.20%152
97142527.00%13,182,8282.40%143
104174523.20%6,862,2975.00%124

Crude Oil WTI Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
19182346.80%4,591,4176.50%134
210182343.70%4,701,9670.60%125
310142318.80%7,822,4176.50%134
46182315.40%4,242,3164.70%116
59142315.20%5,402,2570.60%125
69172307.70%4,351,8170.60%125
710172301.00%4,161,2876.50%134
812182293.20%4,201,2976.50%134
910162290.80%3,571,9564.70%116
108182286.10%4,442,4264.70%116

Crude Oil Brent Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
19182746.50%6,041,8676.50%134
26182742.90%8,812,7176.50%134
38182716.20%7,601,6382.40%143
49192690.70%4,981,0782.40%143
51182647.80%4,902,6764.70%116
610182632.30%5,561,1982.40%143
73202616.30%5,042,1070.60%125
89202611.40%4,580,9882.40%143
97182607.80%7,261,5682.40%143
103182607.10%10,165,5464.70%116

Natural Gas Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
18116590.60%18,326,1175.00%124
21116497.50%10,886,5362.50%106
38126470.80%7,834,7062.50%106
41126439.40%5,354,1656.30%97
57116397.50%8,801,2687.50%142
66116358.20%7,851,8181.30%133
78136333.30%4,492,6962.50%106
82116332.70%11,929,2756.30%97
91136322.40%3,762,9256.30%97
109126302.80%5,393,2362.50%106

RBOB Gasoline Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
16192480.60%5,431,1682.40%143
25182387.70%4,631,4276.50%134
37192386.10%4,271,3276.50%134
410182375.70%5,252,1970.60%125
54182362.10%4,552,4864.70%116
66182354.80%6,151,3282.40%143
73182351.60%5,672,3670.60%125
89182345.80%4,341,8170.60%125
96172345.20%6,231,9276.50%134
106142340.20%5,261,1382.40%143

Heating Oil Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
16172323.50%3,791,1776.50%134
29172280.80%3,321,0276.50%134
36182275.80%3,721,5570.60%125
410182272.40%3,160,6882.40%143
56162271.80%3,891,6270.60%125
65182266.00%2,881,5764.70%116
78172258.40%3,790,8182.40%143
86192257.20%3,470,7482.40%143
93182256.60%3,311,8164.70%116
109162255.10%3,271,3670.60%125

Ethanol Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
16172323.50%3,791,1776.50%134
29172280.80%3,321,0276.50%134
36182275.80%3,721,5570.60%125
410182272.40%3,160,6882.40%143
56162271.80%3,891,6270.60%125
65182266.00%2,881,5764.70%116
78172258.40%3,790,8182.40%143
86192257.20%3,470,7482.40%143
93182256.60%3,311,8164.70%116
109162255.10%3,271,3670.60%125

T-Bonds 30Yr Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
12178407.60%7,122,3775.00%124
292011396.90%8,411,9481.30%133
391911383.70%6,461,4981.30%133
44178374.70%6,092,0375.00%124
5102011365.50%8,782,9375.00%124
6101711362.10%6,842,2875.00%124
76178359.10%6,681,5481.30%133
8101911353.10%6,592,2075.00%124
991811344.80%5,121,1881.30%133
107178343.90%6,720,9687.50%142

T-Notes 10Yr Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
12218468.00%8,253,7568.80%115
22198467.50%8,352,7875.00%124
32208442.60%7,153,2568.80%115
42178409.20%7,752,5875.00%124
52188386.90%7,362,4575.00%124
62148367.80%6,382,1375.00%124
74218354.70%6,612,2075.00%124
84198346.30%6,502,1775.00%124
92168343.60%5,781,9375.00%124
105101342.70%8,272,5476.50%134

T-Notes 5Yr Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
11101454.20%7,872,6275.00%124
21111392.40%6,472,1675.00%124
3191353.90%5,851,9575.00%124
42198350.90%6,612,2075.00%124
52218347.50%5,972,7168.80%115
62208343.60%5,491,8375.00%124
75101330.10%7,654,1764.70%116
82148326.30%6,612,2075.00%124
92178300.50%5,711,9075.00%124
1016196299.60%6,552,1875.00%124

T-Notes 2Yr Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
17148902.80%10,133,3875.00%124
27138763.60%8,473,8568.80%115
37198704.40%5,862,6768.80%115
47178675.00%6,222,0775.00%124
57158661.30%5,803,4862.50%106
616196606.40%5,254,0856.30%97
77188605.90%5,382,4568.80%115
86148593.10%7,662,5575.00%124
91101588.90%6,142,7968.80%115
1015196585.70%6,866,8650.00%88

Euro Buxl Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
1151891331.90%100,217,1693.30%141
215209921.60%14,522,2386.70%132
315199815.70%14,025,1073.30%114
414209792.50%11,062,7780.00%123
513209769.50%16,904,2380.00%123
616202748.40%10,712,6880.00%123
714199662.20%8,372,0980.00%123
814179618.40%9,333,3973.30%114
916192565.70%5,091,8573.30%114
1012209558.50%11,692,9280.00%123

Euro Bund Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
14198350.80%7,841,1287.50%142
22198347.20%5,641,8875.00%124
34218331.40%6,031,3981.30%133
42178324.60%5,101,1881.30%133
52208310.30%4,871,6275.00%124
64148303.00%7,701,7881.30%133
74208298.90%6,850,9887.50%142
86198296.10%5,301,2281.30%133
92218293.10%4,511,0481.30%133
104168291.40%6,981,6181.30%133

Euro Schatz Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
14148286.30%6,894,1362.50%106
24178279.10%6,542,9768.80%115
34198269.50%5,883,5362.50%106
44188257.50%6,053,6362.50%106
54138251.50%5,823,4962.50%106
64158249.70%5,842,6568.80%115
74218239.50%4,872,2268.80%115
83148233.10%4,132,4862.50%106
94168232.90%6,542,1875.00%124
104208232.00%4,792,8762.50%106

Long Gilt LIFFE Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
1488767.80%7,222,4175.00%124
210198764.40%9,142,1181.30%133
3277717.20%7,545,8656.30%97
410178699.30%9,203,0775.00%124
52137689.30%8,572,8675.00%124
62167658.50%9,742,2581.30%133
710208643.50%10,382,4081.30%133
82127632.40%7,553,4368.80%115
94178618.40%6,071,4081.30%133
10287604.30%6,683,0368.80%115

T-Notes 10Yr Tokyo Stock Exchange Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
151011785.20%37,745,0388.20%152
25911702.40%119,9515,9988.20%152
351111648.10%24,803,3188.20%152
45811381.90%26,123,4888.20%152
571881179.80%16,473,8081.30%133
672081169.60%18,982,7187.50%142
771981148.60%13,761,9787.50%142
8121581142.50%14,332,0587.50%142
941471131.40%9,682,2381.30%133
106911121.90%16,473,5382.40%143

Gold Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
1484338.50%14,133,2681.30%133
2384303.70%8,682,0081.30%133
3474284.10%12,331,7687.50%142
4494253.10%9,143,0575.00%124
51181246.70%3,851,2875.00%124
6284245.00%4,791,6075.00%124
71161244.30%3,881,2975.00%124
8374243.30%10,871,5587.50%142
91171240.20%3,931,7968.80%115
10184236.30%6,091,4181.30%133

Silver Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
16167426.00%8,435,0662.50%106
22197415.10%5,863,5262.50%106
31167407.90%4,653,6256.30%97
46197405.80%6,213,7262.50%106
56187399.80%6,715,2256.30%97
62167385.20%5,815,8150.00%88
76177372.10%6,486,4850.00%88
81177353.60%4,254,2550.00%88
98167347.20%4,653,6256.30%97
108197340.00%4,453,4656.30%97

Platinum Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
11181610.00%49,137,0287.50%142
21171576.90%54,823,6593.80%151
31201567.70%42,206,0387.50%142
41191553.80%35,985,1487.50%142
51131526.00%12,731,8287.50%142
61111513.20%11,721,6787.50%142
71161493.00%23,913,4287.50%142
81152461.50%5,172,8264.70%116
9191460.20%12,351,7687.50%142
102171454.80%49,976,6688.20%152

Copper Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
11192486.60%7,223,0170.60%125
21182426.30%5,422,2670.60%125
31162381.00%5,601,7276.50%134
41152375.00%10,761,4488.20%152
52152356.70%6,162,5770.60%125
62192347.00%4,771,9970.60%125
73152345.80%4,801,4876.50%134
81172333.70%4,581,4176.50%134
96152326.00%4,022,1964.70%116
101112325.70%29,493,9388.20%152

Palladium Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
11192869.30%19,197,9970.60%125
26152810.20%30,889,5076.50%134
31182766.30%14,175,9170.60%125
41132751.80%44,9318,7270.60%125
56132738.50%23,775,0982.40%143
66142737.70%23,937,3676.50%134
72192736.60%11,049,8152.90%98
86192731.40%12,606,8764.70%116
96122713.90%24,987,6976.50%134
101152708.50%23,957,3776.50%134

USD Index Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
131211230.40%3,781,2675.00%124
21135219.30%3,750,8781.30%133
341211212.60%3,542,7656.30%97
451211211.60%3,993,1156.30%97
51115209.60%3,561,1975.00%124
631011204.30%3,521,6068.80%115
731311203.00%3,201,4568.80%115
84108198.30%4,201,4075.00%124
941511198.10%3,111,4168.80%115
1031411196.40%3,341,1175.00%124

Euro Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
18133246.70%4,511,5075.00%124
29139219.70%5,531,8475.00%124
39169212.70%2,952,9550.00%88
47197205.30%4,092,4562.50%106
56174203.50%4,922,2368.80%115
69149201.40%4,441,4875.00%124
77207200.90%4,542,7262.50%106
89129199.60%7,582,5375.00%124
98169194.50%2,952,9550.00%88
103133194.40%3,821,7468.80%115

Japanese Yen Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
118217310.80%5,834,5456.30%97
26124307.10%13,213,0581.30%133
315217306.20%4,931,6475.00%124
46114291.90%9,093,0375.00%124
58133285.90%4,221,9268.80%115
66134274.30%7,342,4575.00%124
77114271.70%6,112,7868.80%115
815207271.40%4,992,2768.80%115
97124268.20%6,852,2875.00%124
107134227.70%4,761,5975.00%124

British Pound Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
16194463.60%9,142,1181.30%133
22134426.80%77,525,1793.80%151
35194411.60%8,703,9668.80%115
41194410.20%13,263,0681.30%133
56124397.70%12,911,8487.50%142
66184397.40%6,092,7768.80%115
72194395.50%10,832,5081.30%133
86164395.00%9,234,1968.80%115
97187392.90%9,163,0575.00%124
107207389.60%7,541,7481.30%133

Canadian Dollar Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
12174287.20%3,631,2175.00%124
2294280.20%4,971,6675.00%124
32184279.30%3,541,6168.80%115
43129274.80%4,331,9768.80%115
51164273.00%3,771,7268.80%115
62164272.90%3,992,4062.50%106
71184272.40%3,491,1675.00%124
82124270.00%4,121,8768.80%115
91174262.10%3,421,5568.80%115
10184260.00%5,190,7487.50%142

Swiss Franc Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
17111282.90%4,786,8341.20%710
27101251.00%4,438,1135.30%611
3146244.90%17,305,7775.00%124
48111244.50%4,195,9941.20%710
58133220.40%5,781,3381.30%133
65101219.40%3,232,8752.90%98
75111217.70%3,023,3947.10%89
86111213.90%3,363,7847.10%89
96101195.60%3,293,7047.10%89
10162012186.00%6,944,1762.50%106

Australian Dollar Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
16124589.80%73,8317,0481.30%133
23104567.60%999,001.160,00100.00%160
36104561.10%159,8010,6593.80%151
44217548.60%7,911,8381.30%133
53124545.80%16,422,3587.50%142
64197539.30%8,722,9175.00%124
74104538.70%139,009,2793.80%151
84187526.30%11,071,5887.50%142
94207519.20%9,243,0875.00%124
104167514.90%21,737,2475.00%124

10Yr Interest Rate Swap Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
114203488.30%2.843,46406,2187.50%71
214173406.90%2.369,21338,4687.50%71
33203354.70%60,418,6387.50%71
44203352.10%999,001.235,16100.00%80
58126349.20%999,00631,64100.00%80
614193344.60%12,504,1775.00%62
77101340.70%67,588,4588.90%81
87111338.90%21,652,7188.90%81
98116338.40%999,00612,11100.00%80
103193335.50%23,167,7275.00%62

5Yr Interest Rate Swap Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
114203223.30%70,5010,0787.50%71
23203210.20%7,532,5175.00%62
310203208.20%6,170,8887.50%71
47203197.40%16,902,4187.50%71
510193192.90%7,321,0587.50%71
68203192.50%9,581,3787.50%71
714193191.00%9,833,2875.00%62
813172187.60%10,961,3788.90%81
97193184.80%23,777,9275.00%62
1010173183.40%5,480,7887.50%71

10Yr Euro Swapnote Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
12157747.90%30,117,5380.00%123
21147534.30%23,123,5686.70%132
310148684.00%20,433,1486.70%132
4151821339.30%18,382,8386.70%132
52167805.60%17,814,4580.00%123
611148697.20%17,734,4380.00%123
74148884.40%16,952,6186.70%132
81137650.60%15,503,8880.00%123
92147700.70%15,413,8580.00%123
102148785.70%14,293,5780.00%123

5Yr Euro Swapnote Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
1488879.40%31,784,8986.70%132
210148579.60%27,086,7780.00%123
341481150.00%19,691,4193.30%141
42157666.20%18,004,5080.00%123
51147465.30%17,214,3080.00%123
62167695.90%14,923,7380.00%123
72148724.30%14,445,2573.30%114
815182950.00%13,674,9773.30%114
94158818.60%13,220,9493.30%141
101157539.20%12,894,6973.30%114

CBOE Volatility Index (VIX) Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
13198225.40%2,973,8243.80%79
28113216.80%4,354,9047.10%89
33218212.40%3,204,1243.80%79
43178209.50%2,783,5843.80%79
54198198.80%3,035,0537.50%610
68143188.90%3,384,3543.80%79
74178188.50%2,804,6637.50%610
88198187.20%3,933,9350.00%88
95218183.60%3,277,1931.30%511
103188183.10%2,643,3943.80%79

Cocoa Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
17194266.80%3,222,5056.30%97
210194264.00%3,482,0962.50%106
34111256.20%4,962,0770.60%125
43106244.80%5,211,2081.30%133
5586242.60%9,461,3587.50%142
68194240.30%2,871,7262.50%106
75194236.80%2,872,8750.00%88
87174235.20%2,962,3056.30%97
99194234.70%2,961,7862.50%106
1010174223.30%3,142,4456.30%97

Cotton Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
121512190.10%4,361,9868.80%115
221912187.40%5,941,9875.00%124
321612184.40%4,442,0268.80%115
421412182.40%4,581,5375.00%124
51132180.80%4,303,0158.80%107
611512180.70%3,981,3375.00%124
711912179.80%5,001,6775.00%124
811612178.30%3,911,7868.80%115
92141177.00%6,881,4782.40%143
101142175.20%4,193,7252.90%98

Orange Juice Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
111911328.80%7,042,3575.00%124
261910294.30%3,983,9850.00%88
321910274.20%3,682,8656.30%97
461710272.30%3,682,8656.30%97
561810271.70%3,613,6150.00%88
621710270.80%3,553,5550.00%88
721810267.30%3,393,3950.00%88
851910265.60%4,104,1050.00%88
971910261.20%3,343,3450.00%88
1031910247.90%3,953,0756.30%97

Coffee Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
161010188.60%5,382,4568.80%115
221010149.80%3,201,0775.00%124
311010146.80%2,881,7362.50%106
46910134.50%3,331,5268.80%115
512162131.80%3,241,7764.70%116
612152121.90%2,642,3552.90%98
771010121.40%3,981,8168.80%115
813162118.40%3,871,1976.50%134
931010116.30%2,800,9375.00%124
102910114.50%2,520,8475.00%124

Lumber Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
161612948.10%11,603,8775.00%124
2101812899.20%11,023,6775.00%124
361712864.50%9,824,4668.80%115
4101612862.20%13,174,3975.00%124
551712844.50%8,234,9462.50%106
661912795.30%9,005,4062.50%106
781612787.20%11,422,6481.30%133
8101712783.20%10,973,6675.00%124
961812747.90%9,565,7462.50%106
1071612732.50%10,204,6468.80%115

Sugar Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
161010188.60%5,382,4568.80%115
221010149.80%3,201,0775.00%124
311010146.80%2,881,7362.50%106
46910134.50%3,331,5268.80%115
512162131.80%3,241,7764.70%116
612152121.90%2,642,3552.90%98
771010121.40%3,981,8168.80%115
813162118.40%3,871,1976.50%134
931010116.30%2,800,9375.00%124
102910114.50%2,520,8475.00%124

Live Cattle Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
1141912430.40%14,714,9075.00%124
271912426.10%41,272,7593.80%151
372012412.90%40,022,6793.80%151
4151912397.90%24,315,6181.30%133
582012388.30%40,342,6993.80%151
6142012375.70%10,454,7568.80%115
7152012375.60%11,672,6981.30%133
881912364.20%28,914,1387.50%142
9131912360.80%14,683,3981.30%133
10132012358.20%11,645,2968.80%115

Feeder Cattle Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
1142012227.70%6,806,8050.00%88
2141912220.50%6,254,8656.30%97
3141812184.20%4,723,6756.30%97
411186170.40%3,770,8781.30%133
511206164.80%3,550,8281.30%133
611166164.70%3,441,5668.80%115
715206157.20%3,350,7781.30%133
811176156.80%3,681,2375.00%124
911196154.00%3,140,7281.30%133
10132012153.60%4,482,6962.50%106

Lean Hogs Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
1169229.30%3,672,2062.50%106
2111811223.90%4,521,0481.30%133
3121811218.00%4,341,0081.30%133
4179217.70%2,711,6262.50%106
5696215.50%4,361,9868.80%115
661811211.70%3,651,6668.80%115
771811210.30%3,421,1475.00%124
8121911209.20%3,400,7981.30%133
9111611203.40%3,781,2675.00%124
1081811198.10%3,281,4968.80%115

Soybeans Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
15910413.50%11,853,9575.00%124
251910388.90%11,981,7187.50%142
351710388.50%14,112,0287.50%142
46910382.90%7,544,5262.50%106
552110371.50%8,093,6868.80%115
641010362.30%5,891,3681.30%133
751010362.30%6,281,4581.30%133
84910361.50%8,132,7175.00%124
961910358.70%8,412,8075.00%124
1051810348.80%8,601,9881.30%133

Soybean Meal Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
151910612.20%18,874,3581.30%133
252110603.00%12,155,5268.80%115
341910571.90%43,572,9093.80%151
442110564.20%28,009,3375.00%124
551710534.30%45,796,5487.50%142
651810518.80%21,865,0481.30%133
752010509.10%11,455,2068.80%115
841710506.40%297,8819,8693.80%151
941810493.40%47,286,7587.50%142
1042010485.30%28,766,6481.30%133

Soybean Oil Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
11144366.90%5,803,4862.50%106
21192322.20%3,542,4858.80%107
32192302.70%3,322,3258.80%107
41104300.20%3,993,9950.00%88
5184298.40%4,752,8562.50%106
6194295.30%4,794,7950.00%88
7174291.80%7,692,5675.00%124
81182278.90%3,012,6852.90%98
9142272.70%11,261,5088.20%152
101134268.40%3,943,9450.00%88

Corn Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
161010385.00%6,472,1675.00%124
251010379.90%6,042,7568.80%115
35910340.20%5,682,5868.80%115
451510340.10%7,394,4462.50%106
56910339.40%5,153,0962.50%106
651410338.40%9,594,3668.80%115
761510338.30%6,815,3056.30%97
861410336.50%8,783,9968.80%115
951710329.80%5,512,5168.80%115
1061710327.80%5,441,8175.00%124

Wheat Continuous Futures Contract

wdt_IDLong EntryLong ExitMonthReturn%Profit FactorPayoutWin%WinsLosses
112155305.20%4,611,5475.00%124
7162259.40%3,663,2652.90%98
1012195245.90%4,342,6062.50%106
12262232.80%4,263,7952.90%98
1512165202.00%3,071,8462.50%106
16141911201.30%3,071,8462.50%106
2011145188.60%3,162,4656.30%97
2110195186.60%2,661,2168.80%115
2312205181.40%2,801,2768.80%115
24151911177.60%2,812,1856.30%97

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.