Lean Hogs Futures (CME) (HE=F) Anomalies

Check historical price trends and seasonality for Lean Hogs Futures (CME) (HE=F).

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Lean Hogs Futures (CME) (HE=F) average YTD return over the past 10 years is +4.50%.

Over the past 10 years, the return for the specified period (Apr 21 for 60 days) is +14.19%.

7 wins 0 losses with a win rate of 100.00%.

AI Analysis (Past 10 Years YTD)

Lean Hogs Futures (CME) (HE=F) Anomaly Analysis

1) Overview:

Lean Hogs Futures typically experience a strong bullish phase from February through July. This uptrend begins in early February, gaining momentum throughout the spring, peaking around June 17 with an average gain of +26.5%. Following this peak, prices tend to decline significantly through November, reaching a low point around November 21 with an average loss of -5.5%. The market then shows a tendency to recover slightly into the end of the year, with a modest increase into December 31, averaging +4.4%.

2) Buy-the-dip points:

Potential buying opportunities arise during the pullback in the fall. Specifically, the period leading up to November 21, which sees an average decline of -5.5%, could present an attractive entry point for long positions. This decline is often attributed to seasonal factors related to hog production cycles. Traders might consider initiating positions in late October or early November, anticipating a rebound towards the end of December.

3) Summary:

A seasonal investment strategy for Lean Hogs Futures could involve entering long positions around late October/early November, capitalizing on the seasonal dip. The target exit point would be around June, capturing the significant price appreciation typically observed during the spring and early summer months. However, it's crucial to monitor market conditions and adjust positions accordingly, as seasonality represents an average tendency and not a guaranteed outcome.

Disclaimer: This analysis is generated by AI (Gemini) based on historical statistical trends. It does not guarantee future performance. Investment decisions are your own responsibility.
YearStart DateStart PriceEnd DateEnd PriceReturnRate (%)
2025 2025-04-21 91.0250 2025-06-19 112.1750 21.1500 23.24
2023 2023-04-21 77.0250 2023-06-19 92.8500 15.8250 20.55
2022 2022-04-21 110.8500 2022-06-19 111.0000 0.1500 0.14
2021 2021-04-21 107.6000 2021-06-19 108.6750 1.0750 1.00
2020 2020-04-21 44.2750 2020-06-19 48.4500 4.1750 9.43
2017 2017-04-21 63.0250 2017-06-19 83.9000 20.8750 33.12
2016 2016-04-21 77.0250 2016-06-19 86.1750 9.1500 11.88
Avg 81.5464 91.8893 10.34 14.19
365 Days (Prev Close Change) Average (Past 10 Years) [Horz=Month / Vert=Day]
Negative Zero/Flat Positive ※ Change from prev day close. Excl Feb 29.
Mode:
Day \ Month Jan Total -0.50% Feb Total +7.51% Mar Total +0.34% Apr Total +9.05% May Total +6.48% Jun Total -0.08% Jul Total -1.38% Aug Total -14.88% Sep Total +2.62% Oct Total -3.75% Nov Total -1.37% Dec Total +8.54%
1 Avg +0.02% 0.00% -0.05% +0.66% -0.63% +0.90% +0.09% -0.15% -0.51% +0.61% +0.24% -0.79% -0.10%
2 Avg -0.08% -0.42% +0.34% -0.29% -1.27% -0.18% +0.07% +0.37% -0.10% -0.34% +0.71% +0.19% -0.06%
3 Avg -0.20% -1.09% -0.11% +0.22% -1.54% +0.06% -0.73% +0.18% -0.49% +0.80% +0.57% -0.57% +0.29%
4 Avg +0.03% +0.60% +0.32% -0.54% -0.31% +0.97% -0.22% 0.00% +0.11% +0.33% -0.37% 0.00% -0.47%
5 Avg +0.12% +0.51% -0.03% +0.59% -0.08% -0.39% -0.69% +0.43% +0.08% +0.44% +0.73% +0.07% -0.17%
6 Avg -0.17% -0.66% -0.10% 0.00% +0.41% -0.31% +0.71% -0.22% -0.40% -0.36% +0.50% -1.33% -0.22%
7 Avg +0.05% -0.68% -0.02% +0.25% +0.73% +0.08% -0.18% -0.39% +0.18% +0.07% -0.14% +0.79% -0.03%
8 Avg +0.11% +0.41% +0.60% +0.92% -0.22% -0.11% +0.51% -0.48% -0.18% -0.07% +0.34% -0.55% +0.19%
9 Avg +0.07% +0.43% +0.15% -0.33% +0.06% -0.19% +0.09% +0.51% +0.27% -0.28% +0.17% -0.24% +0.24%
10 Avg +0.22% +0.03% +0.12% +0.67% +0.07% +0.14% +0.11% -0.14% +0.54% +0.25% +0.19% +0.51% +0.20%
11 Avg +0.04% -0.47% +0.28% +0.40% -0.38% -0.13% +0.04% +0.27% +0.14% 0.00% +0.36% -0.17% +0.11%
12 Avg +0.17% +0.47% +0.04% -0.14% +0.13% +0.30% -0.05% +0.21% -0.02% +0.41% +0.01% +0.44% +0.22%
13 Avg -0.05% -0.60% +0.19% -0.76% +0.35% -0.08% +0.11% +0.37% +0.22% +0.08% -0.04% -0.45% +0.05%
14 Avg 0.00% +0.62% +0.29% +0.17% +0.25% +0.11% +0.05% +0.04% -0.01% -0.84% +0.05% -0.83% +0.06%
15 Avg +0.05% +0.21% +3.81% +0.13% +3.16% +4.54% +1.63% +0.02% -12.00% +0.93% -5.00% -0.09% +3.26%
16 Avg +0.48% -0.42% +1.98% -0.67% +0.90% +1.75% +0.31% +1.97% -3.04% +0.21% -1.10% +1.15% +2.68%
17 Avg -0.17% +0.05% +0.28% +0.82% +0.11% -0.47% +0.55% -1.08% +0.58% +0.26% -4.11% -0.30% +1.26%
18 Avg +0.27% -0.09% +2.25% +0.20% +3.94% -0.10% -0.22% -2.37% -0.53% +0.52% 0.00% -0.20% -0.14%
19 Avg -0.06% -0.23% -0.87% -0.22% +0.34% -0.65% -0.30% +0.48% +0.72% +0.04% +0.12% -0.37% +0.19%
20 Avg -0.06% +0.73% -0.66% +0.12% +0.28% +0.48% -0.26% -0.39% +0.41% -0.13% -0.78% -0.20% -0.30%
21 Avg +0.08% +0.23% +1.01% +0.16% +0.66% +0.23% -0.23% +0.34% -0.91% -1.28% +0.23% -0.42% +0.91%
22 Avg -0.01% +0.24% -0.04% -0.18% +0.62% -0.62% -1.08% +0.60% -0.31% -0.09% -0.45% +0.65% +0.58%
23 Avg +0.09% +0.43% -0.31% +0.46% +0.71% +0.05% -0.55% +0.97% -1.34% +0.37% +0.31% +0.25% -0.28%
24 Avg -0.03% -0.16% +0.14% +0.28% +0.57% -0.56% -1.23% -0.33% +0.10% +0.45% +0.48% +0.24% -0.31%
25 Avg +0.27% +0.38% -0.55% +0.79% -0.55% -0.03% +0.35% +0.32% +0.09% +1.20% +0.79% +0.41% 0.00%
26 Avg +0.01% 0.00% -0.02% -0.11% -0.55% +0.44% +0.16% -0.29% +1.19% -0.60% +0.26% -0.22% -0.11%
27 Avg +0.09% -0.02% -1.05% -0.61% +1.05% 0.00% +0.05% -0.27% +1.10% +0.01% -0.07% +0.21% +0.71%
28 Avg -0.11% +0.08% -0.50% -0.56% +0.22% -0.62% +0.35% -0.58% -0.82% +0.76% +0.84% -0.15% -0.33%
29 Avg -0.09% -0.28% - -0.37% -0.55% +0.30% +0.68% -0.57% +0.09% -0.58% +0.23% +0.16% -0.10%
30 Avg -0.04% -0.37% - -1.04% +0.56% +0.65% -0.18% -0.68% +0.06% -0.53% +0.65% +0.46% +0.04%
31 Avg -0.16% -0.42% - -0.69% - -0.10% - -0.51% -0.10% - +0.55% - +0.17%

Past 10 Years 1-Month [Apr 21 - May 20] Return Ranking

Rank Stock Avg Return (%) Wins Losses