This is primarily for my own future reference but if anyone has questions I'll be glad to answer.
Key points:
6 month spread (January to July)
6/15/9 MACD seems to work better than standard 12/26/9
Closing price delta trendline being broken seemed to be a bearish signal for the spread and oil price
sustained increase in volume upon breaking through trendline (might be due to contract rolling but worth noting anyway)
Key points:
6 month spread (January to July)
6/15/9 MACD seems to work better than standard 12/26/9
Closing price delta trendline being broken seemed to be a bearish signal for the spread and oil price
sustained increase in volume upon breaking through trendline (might be due to contract rolling but worth noting anyway)