From individual contracts to relative-value research.
FuturesSpread is being built around dated futures contracts rather than opaque continuous series. That makes it possible to analyze calendar spreads, seasonal relationships and curve structure while keeping the underlying contracts visible.
Futures data should be clear, testable and useful.
We built FuturesSpread to turn dated futures contracts, seasonal relationships and curve structure into research that traders can actually inspect — not black-box scores they are expected to trust.
25+ years of historyBloomberg historical sourceGlobal futures roadmap
RESEARCH ENGINE
From contract data to repeatable evidence.
Dated contractsSeasonalityCurve context
67%Pattern consistency
55+Contract roots
01
THE PROBLEM
Most futures tools show an answer. We want to show the evidence.
Seasonality can look convincing in a single average line. But averages can hide weak years, unstable regimes and extreme outliers. FuturesSpread is designed so every headline statistic can be traced back to the contracts and historical seasons behind it.
01◫
Dated contracts first
We preserve the identity of the actual delivery months instead of hiding the research behind an opaque continuous series.
02◎
Transparent statistics
Average, median, win rate, drawdown, individual years and selected-window P&L are visible together.
03↗
Context over signals
Seasonality, contango, backwardation and curve structure are research context — not automatic predictions.
04✦
Research workflow
Discovery, validation, curve context and historical evidence belong in one coherent workspace.
DATA PHILOSOPHY
A serious product starts with serious data discipline.
Our historical foundation is built around Bloomberg data and contract-level mappings. The goal is simple: when a spread says July minus December, the history should represent that same economic relationship year after year.
Explicit month and year mapping
Contract size, tick size and currency metadata
Historical validation before production use
Separate handling for live updates and historical source-of-record data
SOURCE OF RECORDBloomberg Historical DataContract-level history
↓
NORMALIZATIONVerified Futures UniverseExchange · root · month · year · tick value
↓
RESEARCH OUTPUTSpreads · Seasonality · CurvesVisible, comparable and testable
The black line is the live calendar spread: December corn minus May corn. The blue curve averages the same spread structure across the selected historical window. Historical performance is shown in cents and dollars per one spread.
$50One full spread point equals $50 per contract pair.
55+
