Check historical price trends and seasonality for Coffee Futures (ICE US) (KC=F).
Coffee Futures (ICE US) (KC=F) average YTD return over the past 10 years is +14.89%.
Over the past 10 years, the return for the specified period (Mar 15 for 30 days) is +3.89%.
3 wins 5 losses with a win rate of 37.50%.
1) Overview:
Coffee futures tend to experience a bearish phase in early January, bottoming around January 11 with an average decline of -2.6%. A strong bullish trend then emerges, starting in February and extending through October, with consistent gains each month. The most significant bullish period occurs from November to December, culminating in substantial gains of +18.3% by November 28 and +14.8% by December 31.
2) Buy-the-dip points:
The most prominent "buy-the-dip" opportunity appears in early January, specifically around January 11, following a period of consistent negative returns. This early January dip, averaging -2.6% by January 11, presents a chance to enter the market before the subsequent bullish trend that begins in February. Traders might consider accumulating positions during this period to capitalize on the anticipated price increase throughout the rest of the year.
3) Summary:
A seasonal trading strategy for coffee futures could involve establishing long positions around January 11 to take advantage of the subsequent price appreciation. Given the significant gains observed towards the end of the year, particularly around November 28 and December 31, traders should consider holding positions until late November or December to maximize potential profits. However, it's crucial to monitor market conditions and adjust positions accordingly, as seasonality represents an average tendency and not a guaranteed outcome.
| Year | Start Date | Start Price | End Date | End Price | Return | Rate (%) |
|---|---|---|---|---|---|---|
| 2024 | 2024-03-15 | 182.8500 | 2024-04-13 | 224.6500 | 41.8000 | 22.86 |
| 2023 | 2023-03-15 | 178.0500 | 2023-04-13 | 196.1000 | 18.0500 | 10.14 |
| 2022 | 2022-03-15 | 212.3000 | 2022-04-13 | 225.0500 | 12.7500 | 6.01 |
| 2021 | 2021-03-15 | 131.4500 | 2021-04-13 | 130.0500 | -1.4000 | -1.07 |
| 2019 | 2019-03-15 | 94.6000 | 2019-04-13 | 90.4000 | -4.2000 | -4.44 |
| 2018 | 2018-03-15 | 117.6500 | 2018-04-13 | 117.3000 | -0.3500 | -0.30 |
| 2017 | 2017-03-15 | 139.2000 | 2017-04-13 | 138.9000 | -0.3000 | -0.22 |
| 2016 | 2016-03-15 | 124.1000 | 2016-04-13 | 121.7500 | -2.3500 | -1.89 |
| Avg | 147.5250 | 155.5250 | 8.00 | 3.89 |
| Day \ Month | Jan Total +0.83% | Feb Total +0.53% | Mar Total -0.60% | Apr Total +2.46% | May Total +0.55% | Jun Total -0.54% | Jul Total +3.07% | Aug Total +3.36% | Sep Total -0.43% | Oct Total +0.56% | Nov Total +7.35% | Dec Total -1.24% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Avg -0.21% | 0.00% | -0.14% | +0.15% | -0.23% | -0.42% | +0.55% | -0.26% | -1.37% | +0.18% | +0.18% | -0.17% | -1.00% |
| 2 Avg -0.14% | +0.21% | -0.25% | -0.22% | +0.40% | -0.83% | -0.22% | -0.73% | -0.25% | -0.62% | +0.33% | +1.16% | -0.59% |
| 3 Avg +0.03% | -0.53% | -0.25% | +0.45% | +0.48% | -0.24% | -0.04% | +0.34% | +0.15% | -0.17% | -0.48% | +0.23% | +0.39% |
| 4 Avg +0.08% | 0.00% | +0.33% | -0.08% | -0.67% | -0.17% | +0.72% | 0.00% | +0.59% | +0.29% | -0.26% | +0.53% | -0.37% |
| 5 Avg +0.10% | -0.30% | -0.10% | -0.27% | +0.30% | +1.40% | -0.02% | -0.40% | -0.42% | +0.08% | 0.00% | +0.38% | +0.59% |
| 6 Avg -0.11% | -1.12% | +0.47% | -1.01% | +0.65% | +0.03% | +0.58% | -0.57% | +0.09% | -0.06% | -0.28% | -0.20% | +0.05% |
| 7 Avg -0.15% | +0.38% | +0.04% | 0.00% | -0.34% | -0.89% | -0.84% | -0.20% | +0.76% | -0.25% | -0.31% | +0.70% | -0.82% |
| 8 Avg +0.11% | -0.24% | -0.48% | +0.14% | +0.23% | +0.17% | +1.09% | +0.41% | +0.20% | -0.04% | +0.77% | -0.59% | -0.36% |
| 9 Avg +0.10% | +0.17% | +0.56% | +0.01% | +0.11% | +0.15% | -0.53% | +0.63% | -0.30% | +0.02% | +0.15% | +0.45% | -0.22% |
| 10 Avg +0.02% | -0.41% | +0.64% | +0.55% | -0.01% | -0.10% | -0.60% | -0.52% | -0.31% | +0.62% | -0.16% | -0.25% | +0.81% |
| 11 Avg +0.09% | -0.82% | -0.86% | +0.45% | +1.23% | +0.43% | -0.49% | -0.34% | +0.45% | +0.60% | +0.05% | +0.44% | -0.05% |
| 12 Avg +0.07% | +0.31% | +0.63% | -0.48% | +0.08% | -0.97% | +0.06% | -0.15% | +0.02% | +0.57% | +0.33% | -0.02% | +0.41% |
| 13 Avg +0.01% | +0.03% | +0.39% | +0.06% | -0.05% | -0.52% | -0.59% | +0.28% | +0.18% | +0.01% | +0.26% | +0.56% | -0.49% |
| 14 Avg -0.05% | +0.18% | -0.24% | -0.57% | -0.07% | -0.12% | -0.47% | +0.86% | -0.70% | -1.08% | +0.79% | +0.15% | +0.67% |
| 15 Avg +0.06% | +0.05% | -0.09% | -1.28% | +0.95% | +0.46% | +0.10% | -0.17% | -0.18% | +1.34% | -0.41% | -0.49% | +0.42% |
| 16 Avg +0.07% | +0.04% | +0.34% | +0.85% | -0.35% | +0.35% | -0.11% | +0.48% | -0.34% | -0.39% | -0.68% | +0.41% | +0.22% |
| 17 Avg -0.15% | -0.14% | +0.59% | +0.26% | +0.35% | +0.49% | -0.16% | -0.02% | -0.78% | -1.40% | +0.60% | -0.25% | -1.36% |
| 18 Avg +0.09% | +0.34% | -0.32% | +0.08% | +0.57% | -0.38% | -0.76% | +0.69% | +0.53% | -0.72% | +0.41% | +0.19% | +0.39% |
| 19 Avg +0.14% | +0.57% | +0.05% | +1.08% | -0.36% | +0.11% | +0.14% | -1.03% | +0.15% | +0.88% | +0.40% | -0.32% | +0.07% |
| 20 Avg +0.06% | -0.36% | -0.73% | +0.68% | -0.67% | -0.22% | -0.22% | +1.65% | -0.09% | -0.22% | -0.06% | +1.04% | -0.05% |
| 21 Avg +0.26% | 0.00% | +1.19% | +0.30% | -0.68% | +1.34% | -0.57% | +0.69% | +0.65% | -0.69% | -0.14% | +0.89% | +0.17% |
| 22 Avg +0.26% | +0.71% | +1.11% | -0.15% | +0.14% | -0.55% | -0.11% | +1.13% | +0.88% | -0.28% | +0.08% | +0.33% | -0.19% |
| 23 Avg 0.00% | +0.50% | -0.45% | -0.76% | +0.46% | -0.47% | +0.78% | -0.49% | +1.09% | +0.02% | -0.12% | -0.16% | -0.46% |
| 24 Avg -0.03% | -0.30% | -1.48% | -0.02% | +0.16% | -0.10% | -0.34% | -0.54% | +0.90% | +0.79% | -0.52% | +0.36% | +0.68% |
| 25 Avg +0.21% | +0.49% | +0.03% | +0.57% | -0.25% | -0.01% | +0.10% | -0.23% | +0.58% | +0.04% | +0.47% | +0.73% | 0.00% |
| 26 Avg +0.34% | +0.85% | -0.41% | -0.10% | +0.68% | +1.03% | -0.03% | +1.17% | +0.14% | +0.90% | -0.16% | -0.23% | +0.26% |
| 27 Avg -0.09% | -0.13% | -0.10% | -1.01% | -0.49% | -0.14% | +0.25% | +0.21% | +0.79% | -0.34% | -0.38% | +0.39% | -0.11% |
| 28 Avg +0.19% | -0.17% | +0.04% | -0.60% | +0.66% | +0.73% | +0.34% | -0.04% | -0.01% | +0.16% | -0.51% | +1.68% | +0.03% |
| 29 Avg -0.25% | -0.61% | - | -0.26% | -0.37% | -0.10% | +0.91% | +0.19% | -0.69% | -0.85% | -0.54% | -0.34% | -0.07% |
| 30 Avg -0.06% | +0.07% | - | +0.20% | -0.46% | +0.10% | -0.07% | -0.69% | +0.59% | +0.21% | -0.22% | -0.24% | -0.18% |
| 31 Avg +0.46% | +1.10% | - | +0.37% | - | +0.02% | - | +0.73% | +0.06% | - | +0.98% | - | -0.07% |
| Rank | Stock | Avg Return (%) | Wins | Losses |
|---|
