Summary

The Historical Energy Spread Program seeks to generate returns by identifying and capitalizing on statistically significant price relationships between various energy futures contracts. The program focuses on exploiting historical price patterns within energy spreads, such as crack spreads, calendar spreads, and inter-commodity spreads. The program focuses on the petroleum complex, including WTI Crude Oil Futures, Brent Crude Oil Futures, RBOB Gasoline Futures, Heating Oil Futures, and Gasoil Futures. A systematic approach analyzes historical data to identify these patterns and establish entry and exit dates. Leveraging their extensive experience within the energy markets, Evergreen Commodity Advisors' principals assess each trading opportunity, considering factors such as liquidity and the alignment with the program's desired risk/reward profile. Risk management is a core component, with position sizing carefully determined based on factors such as historical risk, profit potential, maximum drawdown, exposure to similar products, and market volatility. The program also incorporates risk diversification by investing across multiple energy spreads.