Ag trade ideas

Out@ -4.

 

You've been running this thread quite a while. Do you have a summary of the results?

 

Not right now. The problem is at first I collected the results with Seasonalgo( there is an equity curve of the results of the thread around April 2016 when I decided to stop temporarily long term trades ), but then when I started back, I used a spreadsheet for a while before coming back to Seasonalgo for simplicity, so I need to reenter the missing trades in Seasonalgo. I will do it and generate an equity curve that I will post when I have time. The results are OK but not crazy good. I might have an 1.8 sharpe or something like that.

 

A 1.8 Sharpe is crazy good, assuming it's on a sizable real-money account.

 

Actually, I haven't calculated it. It was just a guess based on the look of the curve. I will calculate it when I will get all the statistics. Forget about it. It can be lower.

 

But yes, what is great with those short/long term spreads is that capacity is rarely a problem( except on oats, rice...). There are a few spreads I published here where you can seriously trade 1000-2000 lots if you have the account...

 

Short MWH19/KWH19 @ 45.75.

- Extremely good crop conditions on HRS compared to HRW.
- Concerning global situation on HRW type wheat.
- Seasonals

 

Hello TraDaTor.

As I can understand from your comments,

you are Long in KWH19 and Short to the MWEH19.

Which is your profit target ?

Kind Regards,

George.

 

Around 10. But I have a time stop also. I won't hold after the end of August.

 

Thank you for the answer.

By the way, which is your Stop Loss Target on this Spread ?

Kind Regards,

George.