A strategy on gas futures which has a monthly return around 10%. We created this strategy starting from an academic paper which investigates self-exciting jumps. Starting from this early intuition we augmented the strategy in a variety of ways to make it even more profitable. Our extensive back-testing software provides us decisive evidence in favor of the profitability of the strategy. We are currently putting this strategy in paper trading to verify that the real performance matches the historical one. To protect our buyers we limit the number of times we sell this strategy to a maximum of 25. We provide phone assistance during the installation of the strategy in the Interactive Brokers API. For more information please send me an email at algoeagle@gmail.com or phone me at 0041766513807.