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 (Feb 13 for 30 days) is +4.26%.

4 wins 3 losses with a win rate of 57.14%.

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 2025-02-13 89.3750 2025-03-14 86.6250 -2.7500 -3.08
2024 2024-02-13 74.2250 2024-03-13 84.8750 10.6500 14.35
2023 2023-02-13 75.8250 2023-03-14 85.4000 9.5750 12.63
2020 2020-02-13 56.0000 2020-03-13 56.3750 0.3750 0.67
2019 2019-02-13 55.1500 2019-03-14 65.8000 10.6500 19.31
2018 2018-02-13 73.3500 2018-03-14 66.8750 -6.4750 -8.83
2017 2017-02-13 74.7500 2017-03-14 70.8250 -3.9250 -5.25
Avg 71.2393 73.8250 2.59 4.26
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 [Feb 13 - Mar 14] Return Ranking

Rank Stock Avg Return (%) Wins Losses