The program enters spreads between different contract months in the same market. The spread trade is entered several months from expiration and always exits at least one month before expiration of the nearby contract. By exiting the trade before the last month of trading, the spread avoids the very dangerous moves that spreads often make just before expiration. The markets traded in this program are:
Energies: Crude Oil, Heating Oil
Grains: Corn, wheat, Soybeans
Metals: Silver, Copper
Meats: Live Cattle, Lean Hogs
Softs: Sugar, Coffee, Cotton, Cocoa
