A backtester needs fixed rules
Define the exact spread, direction, entry date and exit date before evaluating the history. If the rules change after every result, the test becomes a search for the past rather than a validation of a hypothesis.
Useful backtest outputs
| Metric | Why it matters |
|---|---|
| Win rate | Frequency of positive seasons |
| Average and median | Magnitude and outlier sensitivity |
| Worst year | Historical downside example |
| Drawdown | Path risk inside the window |
| Cumulative P&L | Shows sequence and concentration |
Use the live Futures Spread research workflow
Select exact Corn contracts, compare historical windows, inspect every season and connect the result with the current curve.
Start AnalyzingTest robustness
Shift dates slightly, compare several lookbacks and inspect whether one year dominates the result. A robust idea should not require one perfect date combination.
Historical P&L is not live execution
Slippage, commissions, liquidity and margin can affect realized outcomes. Use historical P&L as research context rather than a promise.
Why backtests overfit seasonal dates so easily
Seasonal strategies often search over many possible entry and exit dates. With enough combinations, some window will look excellent by chance. This is why the strongest backtest is not always the most credible one.
After finding a promising window, shift the dates by several days and compare nearby alternatives. A stable pattern should degrade gradually rather than collapse immediately.
Out-of-sample thinking for seasonal spreads
One practical approach is to use older history for discovery and more recent years for validation, or the reverse. The goal is to see whether the pattern survives outside the sample where it was first identified.
Even a simple split can reveal whether the result depends on one narrow historical regime.
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Frequently asked questions
Is Futures Spread free to use?
The site provides direct access to the research interface and current Corn spread tools. Pricing and access terms can change, so use the live product pages for the current offering.
Which market does the live analyzer support?
The current live research workflow is focused on Corn dated futures contracts and Corn calendar spreads.
Does the tool give trading signals?
No. It provides historical seasonality, spread relationships, rankings and curve context for research. Historical patterns are not forecasts.
Why use dated contracts instead of a continuous futures chart?
Calendar spreads depend on exact delivery months. Dated contracts preserve the specific relationship being researched.
Move from a spread idea to transparent historical evidence
Use the live analyzer, screener and forward-curve tools to research Corn calendar spreads.
Open Futures SpreadFutures trading involves substantial risk. Futures Spread is a research and education tool. Historical patterns, rankings and backtests do not guarantee future results.