Last Updated on 15 February 2024 by automiamo.com
The new seasonality backtest using Tradingview data and my software.
Both directions long and short have been tested into 2 different types of duration, 1 day for intraday trading
and 5 days for swing trading.
Let’s check it on continuous future contracts.
The best months are ordered by percent win and highlighted giving priority on maximum average trade and minimum drawdown. Maximum drawdown acceptable setting up for this backtest is in the range 15%-20%.
The best result, month over month, I will send to my automated Telegram channel.
Backtest details by future contract
S&P500 (ES1!)
Nasdaq (NQ1!)
DAX (FDAX1!)
Gold (GC1!)
Crude Oil (CL1!)
Natural Gas (NG1!)
Soybean (ZS1!)
Best seasonality long and short report not available within an acceptable drawdown
Wheat (ZW1!)
Corn (ZC1!)
Cocoa (CC1!)
Sugar No. 11 (SB1!)
Live Cattle (LE1!)
Bitcoin (BTC1!)
Euro (6E1!)
Giancarlo Pagliaroli
With cocoa prices soaring, you can expect to see smaller Easter eggs…