Looking for Live Cattle Spread to Roll Over
Darren Carlat of SpreadEdge Capital - InsideFutures.com - Mon Nov 25, 12:14PM CST

The Live Cattle (G20-J20) calendar spread has risen modestly over the past few trading days and is now primed to decline into its seasonal weakness. The spread has hypothetically profited in each of the last 15 years when sold on 10/22 and bought on 12/10 had it been opened. The average profit to draw-down ratio is ok at 95% while the average best profit is 2.3x the average worst loss. On Tuesday, I will be selling the Live Cattle (G20-J20) calendar spread at a limit of ($1.95).