Futures Calendar Spread Mean Reversion Strategy by UNCLEA88
By UNCLEA88
Performance Metrics
- Author: UNCLEA88
- Symbol: NYMEX:CL1!-NYMEX:CL2!
- Timeframe: 1 day
- Net P&L: +18,690.00 USD (+0.00%)
- Win Rate: 71.4%
- Profit Factor: 2.915
- Max Drawdown: 59,490.00 USD (0.00%)
- Total Trades: 42
Description
futures calendar spread strategy:Make sure you type in the correct spread in your chart 3 standard deviations for entry, with a stop at 4 standard deviations, seems to work bestdon't select tp at meanUse with energies and grains futures, anything very seasonal