Check historical price trends and seasonality for Corn Futures (CBOT) (ZC=F).
Corn Futures (CBOT) (ZC=F) average YTD return over the past 10 years is +3.26%.
Over the past 10 years, the return for the specified period (Jan 16 for 7 days) is +1.70%.
5 wins 0 losses with a win rate of 100.00%.
1) Overview:
Corn futures exhibit a strong bullish tendency from January through mid-June. The strongest period of upward movement occurs from April to June 13, culminating in a significant peak of +9.3%. A substantial bearish phase follows, starting in mid-July and extending through early September, reaching a low around August 30 with a -7.9% average decline. From mid-December onward, there is a smaller bullish trend, ending on December 31 with +3.2%.
2) Buy-the-dip points:
The most significant "buy-the-dip" opportunity arises during the late July to early September period, as prices tend to decline substantially. This decline is likely driven by harvest pressure and weather-related concerns subsiding. Specifically, look for potential entry points throughout August, with the largest dip around August 30 (-7.9%), anticipating a rebound in the following months.
3) Summary:
A seasonal trading strategy for corn futures could involve entering long positions during the late-summer pullback, specifically around August 30, and holding through mid-June to capture the significant seasonal rally. Another opportunity is to enter a long position in mid-December and hold until the end of the year. However, traders should be mindful of factors beyond seasonality, such as weather patterns and global demand, which can influence price movements.
| Year | Start Date | Start Price | End Date | End Price | Return | Rate (%) |
|---|---|---|---|---|---|---|
| 2025 | 2025-01-16 | 474.5000 | 2025-01-22 | 484.2500 | 9.7500 | 2.05 |
| 2024 | 2024-01-16 | 443.5000 | 2024-01-22 | 445.7500 | 2.2500 | 0.51 |
| 2020 | 2020-01-16 | 375.5000 | 2020-01-22 | 388.7500 | 13.2500 | 3.53 |
| 2019 | 2019-01-16 | 374.0000 | 2019-01-22 | 379.0000 | 5.0000 | 1.34 |
| 2018 | 2018-01-16 | 348.2500 | 2018-01-22 | 352.0000 | 3.7500 | 1.08 |
| Avg | 403.1500 | 409.9500 | 6.80 | 1.70 |
| Day \ Month | Jan Total +2.68% | Feb Total -1.53% | Mar Total +1.67% | Apr Total +3.58% | May Total +0.39% | Jun Total -3.42% | Jul Total -6.97% | Aug Total -2.58% | Sep Total +5.57% | Oct Total +2.00% | Nov Total -0.55% | Dec Total +4.48% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Avg +0.09% | 0.00% | +0.45% | +1.01% | -0.27% | +0.69% | +0.21% | +0.09% | -1.29% | -0.22% | +0.69% | +0.28% | -0.55% |
| 2 Avg 0.00% | +0.05% | -0.49% | +0.32% | -0.35% | -0.06% | +0.06% | -0.49% | +0.14% | +0.49% | +0.20% | -0.27% | +0.35% |
| 3 Avg -0.01% | -0.27% | +0.08% | +0.02% | +0.16% | -0.38% | -0.29% | +0.97% | -0.19% | -0.45% | +0.03% | +0.02% | +0.15% |
| 4 Avg +0.00% | +0.05% | +0.19% | +0.21% | +0.05% | -0.24% | +0.20% | 0.00% | -0.24% | +0.23% | -0.09% | -0.10% | -0.27% |
| 5 Avg +0.11% | 0.00% | -0.20% | +0.28% | +0.23% | +0.10% | -0.34% | -0.33% | +0.63% | +0.16% | +0.23% | +0.16% | +0.44% |
| 6 Avg +0.02% | +0.14% | 0.00% | +0.01% | -0.36% | +0.06% | +1.07% | -0.06% | -0.10% | +0.05% | -0.32% | -0.13% | -0.08% |
| 7 Avg -0.01% | 0.00% | +0.10% | -0.08% | +0.40% | +0.02% | +0.06% | -0.44% | +0.04% | -0.31% | +0.26% | -0.46% | +0.24% |
| 8 Avg +0.15% | -0.23% | +0.19% | +0.14% | +0.52% | -0.24% | +0.43% | +0.27% | -0.02% | +0.44% | 0.00% | +0.41% | -0.16% |
| 9 Avg -0.20% | +0.25% | -0.29% | -0.86% | +0.08% | -0.82% | -0.28% | -0.22% | -0.23% | +0.29% | -0.06% | -0.81% | +0.56% |
| 10 Avg +0.13% | +0.11% | -0.17% | +0.43% | +0.64% | +0.48% | +0.19% | -0.04% | -0.50% | +0.38% | -0.43% | +0.60% | -0.09% |
| 11 Avg +0.00% | -0.21% | +0.02% | +0.23% | -0.35% | -0.24% | -0.18% | -0.06% | +0.22% | +0.37% | +0.67% | -0.14% | -0.30% |
| 12 Avg +0.11% | +0.57% | +0.45% | -0.36% | +0.55% | +0.60% | +0.42% | -0.58% | -0.29% | -0.21% | -0.22% | +0.12% | +0.24% |
| 13 Avg +0.10% | +0.27% | +0.08% | +0.03% | +0.51% | -0.82% | +0.61% | +0.69% | -0.25% | -0.51% | +0.30% | +0.21% | +0.05% |
| 14 Avg -0.15% | +0.29% | -0.23% | -0.63% | +0.28% | -0.16% | -0.70% | -0.13% | +0.14% | +0.10% | +0.12% | -0.71% | -0.22% |
| 15 Avg +0.04% | -0.05% | -0.38% | +1.47% | -0.27% | +0.50% | +0.28% | -4.28% | -0.42% | +1.93% | +0.28% | +0.14% | +1.33% |
| 16 Avg +0.21% | -0.34% | +0.33% | -0.66% | -0.21% | +0.27% | +0.34% | +0.43% | +0.03% | +1.47% | -0.08% | -0.11% | +1.01% |
| 17 Avg +0.03% | +1.19% | +0.06% | +0.52% | -0.03% | -0.83% | -0.49% | -1.20% | +0.23% | +0.20% | -0.02% | +0.44% | +0.27% |
| 18 Avg +0.05% | +0.03% | +0.22% | -0.78% | +0.24% | -0.12% | +0.31% | +0.67% | +0.23% | -0.22% | -0.13% | +0.27% | -0.15% |
| 19 Avg -0.02% | +0.24% | -0.42% | +0.45% | +0.14% | +0.05% | -0.44% | +0.03% | -0.15% | -0.02% | +0.28% | -0.33% | -0.06% |
| 20 Avg -0.01% | +0.04% | -0.02% | -0.05% | +0.03% | +0.58% | -0.58% | +0.13% | -0.50% | +0.41% | -0.14% | +0.01% | -0.08% |
| 21 Avg -0.15% | +0.16% | -0.16% | +0.23% | -0.35% | +0.10% | -0.65% | -1.14% | 0.00% | -0.43% | -0.02% | -0.03% | +0.45% |
| 22 Avg +0.03% | -0.53% | +0.37% | -0.15% | +0.17% | +0.54% | -0.42% | -0.22% | -0.32% | +0.18% | +0.50% | +0.06% | +0.23% |
| 23 Avg -0.04% | +0.08% | -0.49% | +0.01% | +0.08% | +0.10% | -1.26% | -0.12% | -0.01% | +0.34% | +0.35% | +0.16% | +0.25% |
| 24 Avg -0.01% | +0.07% | -0.30% | +0.23% | -0.29% | +0.28% | -0.22% | +0.45% | +0.29% | -0.14% | -0.38% | -0.28% | +0.13% |
| 25 Avg -0.12% | +0.28% | -0.89% | -0.15% | +0.58% | -0.33% | -0.97% | +0.07% | +0.05% | +0.34% | -0.38% | -0.08% | 0.00% |
| 26 Avg +0.03% | +0.47% | +0.03% | -0.30% | +0.39% | +0.45% | -0.06% | -0.25% | -0.27% | -0.66% | +0.34% | +0.04% | +0.18% |
| 27 Avg +0.07% | -0.29% | -0.64% | -0.26% | -0.04% | +0.96% | -0.30% | +0.02% | +0.13% | +0.60% | +0.38% | -0.32% | +0.56% |
| 28 Avg -0.05% | +0.29% | +0.55% | +0.40% | -0.09% | +0.26% | -0.84% | -0.41% | +0.15% | -0.29% | -0.45% | -0.01% | -0.18% |
| 29 Avg +0.07% | +0.46% | - | -0.35% | +0.09% | -0.48% | +0.47% | +0.13% | +0.25% | -0.12% | +0.17% | +0.25% | -0.04% |
| 30 Avg +0.03% | -0.03% | - | -0.32% | +1.04% | -0.31% | -0.06% | -0.31% | -0.80% | +1.16% | -0.13% | +0.09% | -0.05% |
| 31 Avg -0.04% | -0.40% | - | +0.62% | - | -0.62% | - | -0.64% | +0.45% | - | +0.03% | - | +0.26% |
| Rank | Stock | Avg Return (%) | Wins | Losses |
|---|