A Practical Framework for Identifying High-Quality Seasonal Spread Trades. Why filtering—not forecasting—determines long-term results

Written on 05/30/2026
Darren Carlat

Successful spread trading is not about finding the best trades—it’s about eliminating the majority that don’t meet structural standards. This article outlines a practical filtering framework using metrics like RIDX, Corr5, and PL/DD to isolate trades with consistent behavior, controlled risk, and real-world tradability.Wheat, corn, & soybeans by Alf Ribeiro via Shutterstock
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