1. Research Question

We want to see what the best time window to market new crop corn is.

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2. Hypothesis

We believe earlier in the year is better.

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3. Strategy Rules

Divide the years up into 3 month continuous windows. Calculate the average price of those windows over the last 3 years.

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4. Data Used

• CBOT corn futures
• Daily settlement prices
• 2008–2026 sample

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5. Backtest Methodology

• Average price over past 3 years between windows
• Transaction costs included
• Slippage assumptions
• Margin ignored

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6. Performance Metrics

Example table:

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7. Charts

This is where your content becomes powerful.

Examples:

• equity curve
• rolling drawdown
• rolling Sharpe
• yearly returns
• hedge effectiveness
• volatility regimes

You should lean heavily into visuals.

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8. Key Findings

Bullet points.

Example:

• Lower drawdowns during high-volatility periods
• Underperformed in trending bull markets
• More stable hedge effectiveness across years

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9. Risks & Limitations

Very important for credibility.

Example:

• Continuous futures assumptions
• Liquidity limitations
• Historical regime dependency
• No basis considerations

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10. Conclusion

Keep concise.

Example:

Rolling hedges improved risk-adjusted performance and reduced tail risk, though performance depended heavily on volatility regime and market trend persistence.