So you think you can swing/position trade spreads do you?

[clacy]

The problem with a spread thread, is Bone will be here shortly to turn this into a lecture/infomercial for his service.

 

[Trader13]

BundBobl has been trending nicely since it broke out of the range. See weekly chart attached. Shame there is no exchange traded spread available with lower margins.

Curious to know why Eurex doesn't offer a margin offset for a BundBobl spread?

 

[londonkid]

Curious to know why Eurex doesn't offer a margin offset for a BundBobl spread?

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.

 

[londonkid]

I always thought when you start a thread and since you said you want to add a few strategies you would have started by giving a strategy? Otherwise why would anyone give away a strategy that possible makes consistent money in something that isn't traded by the masses. And to be honest, since spread trading is seldom written about, those who have good trading plans on spreads is certainly not going to give it out to the masses. Spreads are unique avenues to generate profits that tend to work more often based on seasonals, and combine that with systems for longer term can make spreads even more of an edge that outright trading long or short. LOL, took me two years to develop it, test it, forward test it, automate it and it will never be given or sold. But I have fifteen methods that don't work or don't work well enough.

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

 

[londonkid]

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.

 

[londonkid]

guess nobody wants to talk lean hogs spreads.

 

[wwatson1]

Guess not

guess nobody wants to talk lean hogs spreads.

Guess not

 

[clacy]

guess nobody wants to talk lean hogs spreads.

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.

 

[londonkid]

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.

 

[londonkid]

lean hogs July/April spread performing exceptionally