Check historical price trends and seasonality for Live Cattle Futures (CME) (LE=F).
Live Cattle Futures (CME) (LE=F) average YTD return over the past 10 years is +6.09%.
Over the past 10 years, the return for the specified period (Apr 18 for 7 days) is -0.01%.
4 wins 3 losses with a win rate of 57.14%.
1) Overview:
Live Cattle Futures exhibit a distinct seasonal pattern. The strongest bullish phase typically begins in late October, accelerating through November (+3.2% by November 3) and December, culminating in a peak around December 31 (+6.0%). Conversely, a significant bearish period occurs from early April, intensifying into May, with a notable low around May 2 (-4.6%). The market then attempts to recover through the summer months, but generally remains weak until the late-year rally begins.
2) Buy-the-dip points:
The most pronounced buying opportunity arises in early May, specifically around May 2, where the average decline reaches -4.6%. This dip is likely driven by seasonal factors related to spring production and lower demand. Another potential, albeit less severe, buying opportunity presents itself in early July, where the market experiences a pullback of around -3.5% by July 5. Finally, late August and early September also show weakness, with a dip of -3.5% by September 6, offering another entry point before the late-year rally.
3) Summary:
A seasonal trading strategy for Live Cattle Futures could involve establishing long positions in late October to capitalize on the historical upward trend into year-end. Consider initiating positions around October 30, when the market begins to show signs of strength. Conversely, traders may want to reduce or eliminate long positions in early May to avoid the historically weak period.
| Year | Start Date | Start Price | End Date | End Price | Return | Rate (%) |
|---|---|---|---|---|---|---|
| 2024 | 2024-04-18 | 181.1750 | 2024-04-24 | 182.1000 | 0.9250 | 0.51 |
| 2023 | 2023-04-18 | 176.4750 | 2023-04-24 | 174.3000 | -2.1750 | -1.23 |
| 2022 | 2022-04-18 | 140.4750 | 2022-04-24 | 142.4500 | 1.9750 | 1.41 |
| 2019 | 2019-04-18 | 128.5250 | 2019-04-24 | 126.7750 | -1.7500 | -1.36 |
| 2018 | 2018-04-18 | 118.9750 | 2018-04-24 | 121.1000 | 2.1250 | 1.79 |
| 2017 | 2017-04-18 | 126.7750 | 2017-04-24 | 129.0000 | 2.2250 | 1.76 |
| 2016 | 2016-04-18 | 128.4750 | 2016-04-24 | 124.7250 | -3.7500 | -2.92 |
| Avg | 142.9821 | 142.9214 | -0.06 | -0.01 |
| Day \ Month | Jan Total +0.80% | Feb Total +1.57% | Mar Total -1.99% | Apr Total +0.82% | May Total -4.11% | Jun Total +2.04% | Jul Total -0.73% | Aug Total -0.06% | Sep Total +0.28% | Oct Total +3.61% | Nov Total +1.27% | Dec Total +3.76% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Avg -0.45% | 0.00% | +0.43% | -0.52% | -0.73% | -5.03% | +0.43% | -1.85% | +0.59% | +0.24% | +0.01% | +1.36% | -0.35% |
| 2 Avg -0.06% | -0.10% | +0.43% | -0.55% | -0.42% | -0.82% | +0.50% | +0.20% | +0.03% | -0.38% | +0.16% | +0.15% | +0.07% |
| 3 Avg -0.16% | -0.34% | +0.05% | -0.41% | -0.78% | +0.29% | -0.15% | -0.33% | +0.53% | -1.10% | +0.02% | +0.28% | -0.05% |
| 4 Avg +0.02% | -0.20% | +0.10% | -0.15% | -0.16% | 0.00% | +0.21% | 0.00% | +0.13% | +0.25% | +0.62% | -0.41% | -0.16% |
| 5 Avg -0.04% | -0.10% | -0.06% | +0.10% | -0.29% | -0.04% | +0.40% | -0.19% | +0.03% | -0.42% | +0.30% | -0.40% | +0.26% |
| 6 Avg -0.01% | +0.19% | 0.00% | -0.34% | -0.20% | +0.37% | +0.08% | +0.25% | +0.09% | -0.38% | +0.30% | -0.34% | -0.17% |
| 7 Avg +0.14% | -0.16% | +0.05% | +0.40% | +0.54% | +0.45% | +0.05% | -0.03% | -0.15% | +0.39% | +0.31% | -0.01% | -0.19% |
| 8 Avg +0.07% | -0.24% | -0.10% | +0.12% | +0.78% | +0.08% | +0.60% | -0.20% | -0.32% | +0.06% | +0.09% | -0.11% | +0.13% |
| 9 Avg +0.08% | +0.49% | +0.20% | -0.26% | +0.32% | +0.16% | +0.31% | +0.05% | -0.21% | +0.13% | 0.00% | -0.20% | -0.05% |
| 10 Avg +0.15% | +0.23% | -0.18% | +0.25% | -0.01% | +0.21% | +0.28% | -0.14% | +0.13% | +0.25% | +0.28% | +0.42% | +0.12% |
| 11 Avg +0.06% | +0.01% | -0.46% | -0.14% | +0.48% | -0.14% | +0.11% | +0.10% | +0.14% | +0.33% | -0.15% | -0.07% | +0.54% |
| 12 Avg +0.04% | -0.36% | +0.06% | -0.43% | +0.36% | +0.61% | -0.34% | +0.38% | -0.03% | +0.22% | -0.34% | -0.05% | +0.34% |
| 13 Avg -0.23% | +0.01% | -0.03% | -0.33% | -0.16% | -0.79% | -0.64% | +0.29% | -0.47% | -0.34% | -0.08% | -0.54% | +0.28% |
| 14 Avg +0.09% | 0.00% | +0.19% | +0.08% | +0.27% | -0.26% | -0.30% | -0.03% | -0.07% | +0.70% | +0.37% | +0.03% | +0.09% |
| 15 Avg +0.15% | -0.01% | +0.23% | +0.23% | +0.15% | -0.18% | +0.23% | +0.18% | +0.11% | +0.58% | +0.02% | +0.16% | +0.09% |
| 16 Avg +0.10% | +0.10% | +0.29% | -0.39% | +0.32% | +0.03% | +0.19% | +0.42% | -0.03% | -0.08% | 0.00% | +0.13% | +0.17% |
| 17 Avg +0.12% | +0.25% | +0.20% | +0.67% | +0.21% | +0.42% | -0.28% | -0.05% | -0.27% | +0.03% | +0.03% | +0.28% | -0.06% |
| 18 Avg +0.03% | +0.16% | +0.09% | -0.50% | +0.05% | +0.19% | +0.05% | +0.15% | -0.12% | +0.12% | -0.02% | +0.01% | +0.16% |
| 19 Avg -0.02% | +0.23% | +0.19% | +0.33% | -0.12% | -0.02% | -0.35% | +0.09% | +0.05% | +0.10% | -0.62% | -0.15% | -0.02% |
| 20 Avg +0.04% | -0.19% | -0.08% | +0.37% | +0.13% | -0.06% | -0.25% | -0.40% | +0.15% | +0.39% | +0.53% | -0.26% | +0.14% |
| 21 Avg +0.06% | +0.29% | +0.02% | -0.20% | -0.18% | +0.46% | -0.19% | -0.09% | 0.00% | -0.15% | +0.22% | +0.16% | +0.37% |
| 22 Avg +0.10% | +0.50% | +0.25% | +0.03% | -0.46% | 0.00% | -0.04% | +0.49% | +0.23% | +0.24% | -0.28% | +0.20% | +0.03% |
| 23 Avg +0.07% | +0.17% | +0.23% | +0.02% | -0.16% | -0.23% | -0.08% | +0.25% | +0.04% | +0.27% | -0.30% | +0.31% | +0.27% |
| 24 Avg -0.05% | +0.14% | -0.21% | +0.52% | -0.36% | -0.12% | -0.09% | -0.34% | -0.17% | -0.06% | +0.46% | -0.34% | +0.03% |
| 25 Avg +0.04% | -0.05% | -0.14% | +0.10% | -0.12% | +0.22% | -0.01% | +0.42% | -0.10% | -0.25% | +0.23% | +0.16% | -0.01% |
| 26 Avg +0.13% | +0.29% | -0.43% | -0.49% | +0.53% | +0.13% | +0.56% | +0.18% | -0.21% | -0.12% | +0.40% | +0.27% | +0.42% |
| 27 Avg +0.09% | -0.06% | +0.05% | -0.28% | +0.28% | +0.15% | +0.56% | -0.10% | +0.02% | -0.16% | +0.23% | +0.09% | +0.28% |
| 28 Avg +0.09% | +0.16% | +0.21% | +0.02% | +0.11% | +0.05% | +0.18% | -0.10% | -0.29% | +0.08% | -0.13% | +0.20% | +0.62% |
| 29 Avg +0.10% | -0.16% | - | -0.06% | +0.41% | -0.24% | +0.15% | 0.00% | +0.47% | -0.14% | +0.48% | -0.06% | +0.27% |
| 30 Avg -0.06% | -0.23% | - | -0.42% | +0.04% | +0.16% | -0.12% | +0.11% | -0.05% | -0.50% | +0.43% | 0.00% | -0.05% |
| 31 Avg -0.10% | -0.23% | - | +0.25% | - | -0.18% | - | -0.42% | -0.33% | - | +0.03% | - | +0.19% |
| Rank | Stock | Avg Return (%) | Wins | Losses |
|---|
