November 6, 2019

Don Brady reviews an extensive amount of data for GC (Gold futures), CL (Crude Oil), SP (S&P 500 Futures), and ZS (Soybean futures) on the Donchian / Price Channel using his extensively cleaned up proprietary database of futures options data.

The major takeaway for me is that breakouts on any time frame should be respected and there is positive expectancy with this very simple filter. Beyond that, you can apply other types of spreads, strategies, and skill to enhance your risk adjusted returns further.