The problem with a spread thread, is Bone will be here shortly to turn this into a lecture/infomercial for his service.
I am not sure why they dont. I dont believe they offer any exchange traded spreads in a similar way to the CME. So to trade it we have to suck up the individual margins or trade through Marex prop who will custom margin us.
Relax nobody is expecting any secret sauce to be spilled. I posted up the bundbobl as a spread that has trended well of late. maybe you can share what spreads you play in without giving away any secret sauce
I have been taking a look at the website www.seasonalgo.com there is some good info there. Here is a trade they talk about, see attachment.
Right now lean hogs are in free fall mode, so as long as that trend continues, I would think that spread would perform well. With the drop in energy prices, you could make the case that food will continue to fall for some time to come.
The July-April spread is performing well. The optimized entry is Jan 10th exit April 3rd. See attached chart of entry on Jan 10th. Basically it lifted off with no drawdown. Tradiview.com shows free EOD customer spreads charts. One thing I don't understand though is the CME website shows the margin for lean hogs outright as $1200, calendar $1250. I figured the calendar would be less than the outright figure.