Check historical price trends and seasonality for Cotton #2 Futures (ICE US) (CT=F).
Cotton #2 Futures (ICE US) (CT=F) average YTD return over the past 10 years is +1.73%.
Over the past 10 years, the return for the specified period (Jan 16 for 7 days) is +1.69%.
4 wins 1 losses with a win rate of 80.00%.
1) Overview:
Cotton futures exhibit a strong bullish tendency from early January, gaining approximately 4.2% by February 24. This bullish phase extends into May, peaking around May 2 with an average gain of 5.0%. A significant bearish period follows, starting in June and bottoming out around July 5 with a loss of 3.3%. The market then consolidates through the remainder of the year, with a slight upward bias towards the end, reaching +1.7% by December 31.
2) Buy-the-dip points:
The most significant pullback period occurs from late June into early July, presenting a potential buying opportunity as prices tend to bottom around July 5. This dip, averaging -3.3%, could be attributed to seasonal factors such as weather patterns impacting crop forecasts. Another potential buying opportunity arises during the consolidation period in September, with the market bottoming out around September 23, averaging -3.0%. These pullbacks offer strategic entry points for long positions, anticipating a rebound towards the end of the year.
3) Summary:
A seasonal trading strategy for cotton futures could involve establishing long positions during the pullback in early July, capitalizing on the subsequent consolidation and eventual year-end rally. Another entry point is in late September. Consider exiting positions near May 2, when the market typically reaches its seasonal peak. Monitoring weather patterns and crop reports is crucial to validate these seasonal tendencies.
| Year | Start Date | Start Price | End Date | End Price | Return | Rate (%) |
|---|---|---|---|---|---|---|
| 2025 | 2025-01-16 | 66.7300 | 2025-01-22 | 67.1400 | 0.4100 | 0.61 |
| 2024 | 2024-01-16 | 81.3300 | 2024-01-22 | 84.8300 | 3.5000 | 4.30 |
| 2020 | 2020-01-16 | 70.2200 | 2020-01-22 | 71.1300 | 0.9100 | 1.30 |
| 2019 | 2019-01-16 | 73.2700 | 2019-01-22 | 73.1300 | -0.1400 | -0.19 |
| 2018 | 2018-01-16 | 81.4300 | 2018-01-22 | 83.4100 | 1.9800 | 2.43 |
| Avg | 74.5960 | 75.9280 | 1.33 | 1.69 |
| Day \ Month | Jan Total +2.33% | Feb Total +0.77% | Mar Total -1.15% | Apr Total +2.73% | May Total -1.57% | Jun Total -4.26% | Jul Total +2.67% | Aug Total +0.15% | Sep Total -1.08% | Oct Total -1.16% | Nov Total +3.37% | Dec Total +0.94% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Avg +0.11% | 0.00% | +0.33% | +0.61% | -0.52% | -0.42% | +0.81% | +0.52% | -0.71% | +0.37% | -0.18% | +0.84% | -0.39% |
| 2 Avg -0.07% | -0.41% | +0.18% | -0.50% | -0.02% | +0.74% | +0.17% | +0.16% | -0.49% | -0.57% | -0.09% | +0.50% | -0.52% |
| 3 Avg -0.03% | +0.25% | -0.17% | +0.22% | -0.63% | -0.42% | -0.04% | -0.40% | +0.11% | -0.01% | -0.07% | +0.73% | +0.08% |
| 4 Avg +0.06% | +0.56% | +0.15% | -0.64% | -0.72% | +0.40% | -0.20% | 0.00% | +0.30% | +0.09% | +0.80% | +0.15% | -0.16% |
| 5 Avg -0.02% | +0.25% | -0.35% | +0.71% | +0.34% | -0.50% | +0.01% | -0.80% | +0.27% | +0.03% | -0.49% | +0.05% | +0.24% |
| 6 Avg +0.14% | +0.40% | -0.25% | +0.23% | +0.63% | +0.05% | +0.53% | +0.07% | +0.17% | -0.46% | +0.37% | -0.74% | +0.64% |
| 7 Avg -0.07% | -0.12% | 0.00% | -0.30% | +0.15% | -0.12% | -0.59% | +0.19% | -0.30% | -0.37% | +0.18% | +0.10% | +0.33% |
| 8 Avg +0.01% | -0.13% | +0.36% | -0.07% | +0.60% | -0.61% | +0.34% | +0.67% | +0.01% | +0.20% | -0.28% | -0.04% | -0.88% |
| 9 Avg 0.00% | +0.34% | +0.46% | -1.19% | +0.25% | -0.61% | +0.33% | -0.22% | -0.15% | +0.16% | +0.20% | +0.29% | +0.07% |
| 10 Avg -0.07% | -0.20% | -0.07% | -0.28% | +0.05% | -0.92% | -0.35% | +0.20% | -0.20% | +0.67% | -0.29% | +0.37% | +0.15% |
| 11 Avg +0.21% | +0.58% | -0.04% | +0.74% | -0.02% | +0.20% | -0.06% | +0.35% | +0.57% | +0.09% | +0.25% | -0.20% | +0.03% |
| 12 Avg +0.04% | -0.18% | -0.03% | -0.14% | +0.06% | +1.01% | -0.17% | +0.41% | +0.49% | -0.03% | -0.32% | -0.56% | -0.04% |
| 13 Avg -0.14% | +0.07% | +0.04% | +0.44% | +0.44% | -1.01% | -0.41% | -0.34% | -0.11% | -1.03% | +0.07% | -0.20% | +0.33% |
| 14 Avg -0.19% | +0.26% | -0.11% | -0.08% | -0.30% | -0.65% | -0.98% | -0.21% | -0.41% | +0.58% | -0.12% | -0.33% | +0.02% |
| 15 Avg +0.05% | -0.33% | -0.29% | -0.05% | +0.03% | +0.72% | -0.84% | +1.07% | -0.36% | -0.21% | +0.30% | +0.51% | +0.09% |
| 16 Avg +0.07% | -0.07% | -0.12% | -0.20% | -0.06% | +0.26% | +0.43% | -0.18% | +0.28% | -0.20% | +0.03% | +0.44% | +0.26% |
| 17 Avg -0.02% | +0.60% | -0.29% | -0.22% | +0.11% | +0.24% | +0.02% | +0.29% | -0.30% | -0.60% | -0.08% | +0.19% | -0.23% |
| 18 Avg -0.05% | +0.47% | +0.26% | -0.18% | +0.34% | -0.13% | -0.30% | +0.26% | -0.04% | -0.65% | +0.05% | -0.40% | -0.32% |
| 19 Avg -0.08% | +0.63% | -0.03% | -0.69% | -0.26% | +0.33% | -0.45% | -0.32% | +0.06% | +0.05% | -0.30% | -0.07% | +0.07% |
| 20 Avg 0.00% | +0.33% | -0.07% | -0.39% | +0.66% | -0.22% | -0.63% | +0.33% | +0.50% | -0.54% | -0.35% | +0.20% | +0.17% |
| 21 Avg -0.04% | -0.31% | +0.74% | +0.49% | -0.51% | +0.30% | -1.20% | -0.21% | +0.31% | +0.44% | -0.17% | -0.44% | +0.05% |
| 22 Avg +0.20% | +0.13% | +0.27% | -0.05% | +0.88% | -0.25% | +0.47% | +0.18% | -0.24% | -0.23% | +0.49% | +1.02% | -0.24% |
| 23 Avg +0.14% | +0.08% | +0.56% | -0.55% | +0.38% | +0.17% | +0.21% | -0.41% | +0.20% | -0.31% | +0.52% | +0.20% | +0.62% |
| 24 Avg -0.24% | -0.33% | +0.29% | -0.12% | -0.65% | -0.06% | -1.76% | -0.20% | +0.44% | +0.38% | -0.95% | +0.24% | -0.12% |
| 25 Avg +0.20% | +0.22% | -0.65% | +0.16% | +0.64% | +0.18% | +0.36% | +0.32% | -0.11% | +0.85% | +0.36% | +0.11% | 0.00% |
| 26 Avg +0.06% | -0.18% | -0.24% | +0.37% | -0.17% | +0.38% | +0.02% | +0.44% | +0.12% | -0.53% | +0.20% | +0.13% | +0.15% |
| 27 Avg +0.01% | -0.27% | -0.06% | -0.12% | +0.56% | -0.13% | -0.33% | +0.06% | +0.16% | +0.18% | -0.08% | -0.16% | +0.27% |
| 28 Avg +0.13% | +0.19% | -0.08% | +0.36% | +0.78% | +0.17% | +0.13% | -0.01% | +0.23% | -0.07% | -0.20% | +0.36% | -0.24% |
| 29 Avg +0.02% | -0.27% | - | +0.03% | -0.04% | +0.16% | +0.36% | +0.27% | -0.06% | -0.58% | +0.04% | 0.00% | +0.35% |
| 30 Avg +0.01% | -0.58% | - | +0.27% | -0.26% | -0.32% | -0.16% | +0.18% | -0.37% | +1.23% | -0.35% | +0.08% | +0.38% |
| 31 Avg -0.19% | +0.35% | - | 0.00% | - | -0.50% | - | +0.03% | -0.23% | - | -0.72% | - | -0.22% |
| Rank | Stock | Avg Return (%) | Wins | Losses |
|---|
