If you are interested in a backtest futures strategy for trading then look no further than our CLC Database. Our CLC Database covers the 98 most popular commodities and includes the most active contracts. To seriously backtest futures prices, you must work with the most liquid contracts, and then link them together in the most effective way possible. That's what our specialty is! The roll over days we have selected optimize liquidity and continuity, while avoiding First Notice or Last Trading Days.

Over 7,000 individual contracts were used to create this unique set of commodity history. Our free support software, DataMaker, allows you to link the contracts together using the highly recommended Reverse (Back) Adjusted Method, and also the Non-Adjusted Method, to see actual prices and the new Ratio Adjusted Method that never goes negative. Our method of linking is regarded as the BEST! Again, if your interest is to backtest futures then this database is for you.

The correct datasets are the crucial information point that make backtesting futures as a sound trading strategy work. More than ever, futures contracts are widely spread and extremely popular among profesional futures traders. The problem lies within the delivery schedule. Each month of delivery is connected with a completely different price where the price of the underlying asset should stand at the expiration date, a preset date in the future. The industry standard for backtesting futures strategies is the creation of one data sequence from a stream of contracts to avoid confusion. Our CLC Databse can meet that industry standard for you!

But don't take our word for it.... READ WHAT THE EXPERTS ON FUTURES BACKTESTING HAVE TO SAY:

Jack Schwager (Director Futures Research, Prudential) convincingly demonstrates in his October 1992 "Stocks & Commodities" article that forward and reverse adjusted continuous contracts are the only viable choice for back testing futures series.

Gibbons Burke (Associate Editor, "Futures" Magazine) writes in the "Futures" July 1992 issue that reverse adjusted continuous contracts "provides the greatest realism". Other methods of linking contracts, such as "perpetual
contracts", result in distortions.

Bruce Babcock Jr. (Commodity Traders Report Editor) writes "I use price adjusted continuous contracts exclusively in my own trading".

NEW ADDITION: RATIO ADJUSTED LINKING METHOD: This revolutionary new method of linking commodity contracts is described in detail in the June '98 issue of "FUTURES" magazine. (See "Data: Pros & Cons" by Thomas Strictsman). Ratio adjusted series never go negative and back test far superior to other methods.

• Historical CLC Data for 98 Commodities up to the most recent closing market prices: YOU CONTROL LINKING METHOD
• Both Day Session and Electronic 24Hr Session Data: THE MOST ACCURATE DATA AVAILABLE
• DataMaker Software Package and Software Manual. Internet Downloader included if Update Service is ordered.

• Overview of Databases
  
  
• Indices, Breadth, Rates
  • IDX Database
    
    
• Commodity Futures
  • CLC Database
  • Individual Contracts
    
    
• Commitment of Traders
  • COT Database