Bone's 3/31 Game Plan for Spreads: Bullish RBOB vs. HO Nymex Spread 1:1 Bullish June 11 Eurodollar vs. CBOT Two Year (TU) 1:1 Bearish Dec 09 Eurodollar vs. JY 1:1 Bullish Swiss Franc vs. British Pound (CME) 1:1 Also, try to incorporate futures into your pairs trading so you can reduce commission slippage and capture some blended capital gains tax treatment. Besides, it's cool. Soon to be the Spread Professor - cutting down trading to two days a week (family committments) I'll be teaching the fine art of Spread Trading via my website and one-on-one Webinars to those willing to make the committment. Been doing it for 17 years consecutive full-time.
There will be some seasonality coming into play with Rbob, as refiners have been switching their refining runs over to gasoline form heating oil in time for the summer driving season. That is, if anyone can afford to load up the kids into the SUV and drive to lake kiddypee.
1:00 pm CST marks on Bone's Spreads all one lots in USD RBOB vs HO crack spread: +$487 Crude May/June spread: +$120 June 11 Eurodollar vs. June 09 Two Year Note: ($147) Dec 09 Eurodollar vs. June 09 Yen: +$574 Swiss Franc vs. British Pound: +$587 Four Winners, One Loser Average Winner: $442 Average Loser: $147 Max Drawdown: ($119) Net: +$1621 USD on one lot futures Look for the upcoming SpreadProfessor Membership Website for one-on-one and group Spread Instruction Webinars - for those willing to make the committment
Note to all IMs about the status of the upcoming SpreadProfessor website subscription service: It is still about a week away from going live. I am still trading full time, but I've promised the family that I will wind that down to two days a week in the very near future.