Futures Market Patterns Database
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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.