Bone 3/31 Game Plan - Spreads

Discussion in 'Educational Resources' started by bone, Mar 30, 2009.

  1. bone

    bone ET Sponsor

    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.
  2. bone

    bone ET Sponsor

    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.
  3. bone

    bone ET Sponsor

    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
  4. bone

    bone ET Sponsor

    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.