Check historical price trends and seasonality for Random Length Lumber Futures (LBS=F).
Random Length Lumber Futures (LBS=F) average YTD return over the past 10 years is +16.50%.
Over the past 10 years, the return for the specified period (Jan 16 for 60 days) is -1.52%.
2 wins 1 losses with a win rate of 66.67%.
1) Overview:
Random Length Lumber Futures tend to experience a strong bullish phase from January through early May, rising from +0.1% on January 2nd to a peak around +16.5% by May 9th. Following this peak, prices typically decline throughout May and June, reaching a relative low around +1.7% by June 17th. A recovery phase begins in August, leading to gains through mid-September, followed by a bearish phase in late September and October, bottoming out at -4.1% on October 30th, before a rally into year-end, reaching +17.2% on December 29th.
2) Buy-the-dip points:
Several potential buying opportunities exist based on the seasonality. The most pronounced dip occurs in late September and October, with a significant low of -4.1% on October 30th, presenting a strong buying opportunity before the year-end rally. Another potential, albeit shallower, dip occurs in June, offering a chance to enter before the modest July recovery. Furthermore, the pullback in mid-May, from a high of +16.5% on May 9th to +7.9% on May 18th, could be viewed as a short-term buying opportunity.
3) Summary:
The 10-year average seasonality suggests a strategy of buying Random Length Lumber Futures in late October to capitalize on the subsequent year-end rally. Given the significant gains into late December, consider taking profits near December 29th, when the average gain reaches +17.2%. Be mindful of the mid-year weakness and adjust position sizes accordingly, potentially re-entering in late September or October for the next cycle.
| Year | Start Date | Start Price | End Date | End Price | Return | Rate (%) |
|---|---|---|---|---|---|---|
| 2020 | 2020-01-16 | 428.8000 | 2020-03-15 | 350.0000 | -78.8000 | -18.38 |
| 2019 | 2019-01-16 | 361.5000 | 2019-03-16 | 400.5000 | 39.0000 | 10.79 |
| 2018 | 2018-01-16 | 474.7000 | 2018-03-16 | 489.1000 | 14.4000 | 3.03 |
| Avg | 421.6667 | 413.2000 | -8.47 | -1.52 |
| Day \ Month | Jan Total +7.55% | Feb Total +3.57% | Mar Total -5.50% | Apr Total +7.65% | May Total -6.92% | Jun Total -1.67% | Jul Total -2.68% | Aug Total +3.50% | Sep Total -3.60% | Oct Total -1.95% | Nov Total +8.96% | Dec Total +6.80% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Avg -0.18% | 0.00% | -0.62% | -1.26% | -1.01% | +0.25% | -1.49% | +1.37% | +0.38% | -0.48% | -0.29% | +0.57% | +0.39% |
| 2 Avg +0.34% | +0.05% | +1.47% | +0.95% | -0.06% | +0.21% | +0.25% | +0.36% | -0.12% | +0.29% | +0.03% | +0.18% | +0.46% |
| 3 Avg +0.08% | -0.90% | +0.55% | +0.75% | 0.00% | +0.28% | +0.23% | -0.49% | -0.90% | -0.42% | +0.57% | +1.09% | +0.18% |
| 4 Avg +0.21% | -0.06% | +0.31% | -0.22% | -0.06% | +0.96% | +0.39% | 0.00% | -0.63% | +0.89% | +0.50% | +0.32% | +0.11% |
| 5 Avg +0.02% | +0.32% | +1.34% | -0.37% | 0.00% | +0.82% | +0.19% | -0.08% | -1.32% | +0.11% | -0.12% | -0.17% | -0.46% |
| 6 Avg +0.32% | +0.34% | +0.33% | +0.01% | +0.95% | -0.75% | +0.03% | +0.69% | +1.25% | -0.24% | +0.27% | +0.12% | +0.88% |
| 7 Avg +0.37% | -0.46% | +0.17% | +0.56% | +1.95% | +0.45% | -0.68% | +0.73% | -0.37% | -0.22% | +0.60% | +0.28% | +1.36% |
| 8 Avg -0.01% | +0.22% | +0.50% | -0.70% | +0.66% | +0.40% | -1.25% | -1.01% | +0.80% | -0.35% | +1.12% | -0.78% | +0.30% |
| 9 Avg +0.00% | -0.50% | -0.13% | -1.42% | +0.71% | +0.03% | -0.12% | -0.31% | +0.18% | +0.48% | -0.58% | +1.05% | +0.66% |
| 10 Avg +0.28% | +0.18% | +0.01% | -0.06% | -0.19% | -0.51% | -0.09% | +1.53% | +0.78% | +1.77% | -0.46% | +0.06% | +0.31% |
| 11 Avg -0.11% | +0.46% | -0.40% | +1.04% | -0.73% | -0.15% | -0.56% | -0.06% | -0.36% | -0.03% | +0.74% | -1.52% | +0.24% |
| 12 Avg -0.05% | -0.82% | +0.14% | -0.91% | +0.52% | -0.23% | +0.53% | +0.40% | +0.31% | +0.69% | -0.53% | -0.75% | -0.01% |
| 13 Avg +0.11% | +0.16% | +0.30% | +0.77% | +1.24% | -1.11% | -0.49% | -1.88% | +1.07% | +0.07% | +0.67% | -0.07% | +0.53% |
| 14 Avg +0.11% | +0.34% | +0.24% | -0.63% | +0.34% | +0.87% | -0.06% | -0.13% | +0.41% | -1.55% | +0.63% | +0.72% | +0.15% |
| 15 Avg -0.14% | +0.03% | -0.03% | +0.61% | -0.12% | -1.01% | +0.76% | +0.26% | +0.29% | -2.81% | -0.51% | +0.68% | +0.12% |
| 16 Avg +0.11% | +2.16% | +0.23% | -1.53% | +0.44% | -1.11% | +0.11% | -2.48% | +0.11% | -0.41% | +0.88% | +3.16% | -0.19% |
| 17 Avg +0.31% | +3.87% | -0.32% | +0.70% | +0.90% | -1.94% | -0.20% | -0.17% | +0.24% | -0.85% | +0.12% | +1.52% | -0.18% |
| 18 Avg -0.25% | -0.06% | +0.42% | -0.93% | -0.38% | -1.55% | +0.75% | -0.49% | -0.31% | -1.23% | -0.89% | +1.24% | +0.43% |
| 19 Avg +0.04% | -2.84% | -0.14% | +0.92% | +0.80% | -0.44% | -0.13% | +0.82% | -0.51% | +0.03% | +0.46% | +1.45% | +0.11% |
| 20 Avg -0.18% | -0.38% | +0.03% | +0.16% | -0.26% | +0.15% | -0.14% | -0.85% | +0.76% | +0.47% | -1.11% | -0.43% | -0.54% |
| 21 Avg +0.34% | +0.28% | +0.30% | -0.58% | +0.27% | +0.53% | +1.91% | +0.38% | +0.31% | -0.78% | +0.27% | +0.84% | +0.31% |
| 22 Avg +0.04% | +0.72% | +0.01% | +0.09% | +0.12% | -0.35% | +0.15% | +0.15% | -0.95% | +0.82% | -0.33% | -0.61% | +0.63% |
| 23 Avg -0.11% | +0.01% | +0.16% | -1.21% | -0.09% | -0.81% | +0.43% | -0.59% | +0.66% | +0.35% | -0.19% | -0.10% | +0.07% |
| 24 Avg -0.25% | +0.72% | +0.31% | -0.43% | +0.06% | +0.44% | -1.56% | +0.90% | -1.29% | -1.00% | -0.96% | -0.37% | +0.17% |
| 25 Avg +0.00% | +0.46% | -0.35% | -0.35% | 0.00% | -0.53% | -0.71% | -0.31% | +1.06% | +0.30% | -0.36% | +0.78% | 0.00% |
| 26 Avg -0.11% | +1.12% | -0.89% | +0.56% | +0.31% | -0.01% | -0.58% | -1.12% | +0.74% | -0.11% | -0.34% | -0.88% | -0.09% |
| 27 Avg +0.05% | +0.13% | +0.03% | -0.81% | +0.72% | +0.21% | -0.62% | -0.60% | +0.22% | +0.94% | -0.40% | -0.09% | +0.91% |
| 28 Avg +0.07% | +1.17% | -0.42% | -0.01% | +0.56% | -0.56% | +0.88% | -0.10% | +1.32% | -1.27% | -1.28% | +0.09% | +0.48% |
| 29 Avg -0.06% | +0.02% | - | +0.52% | -0.65% | +0.52% | +0.24% | +0.26% | -0.99% | -0.14% | -0.41% | -0.15% | +0.12% |
| 30 Avg +0.05% | +0.89% | - | -0.70% | +0.64% | -0.74% | +0.16% | -0.10% | -0.34% | +1.08% | -0.40% | +0.69% | -0.61% |
| 31 Avg -0.16% | -0.08% | - | -1.00% | - | -1.24% | - | +0.23% | +0.69% | - | +0.33% | - | -0.05% |
| Rank | Stock | Avg Return (%) | Wins | Losses |
|---|
