Corn Futures (CBOT) (ZC=F) Anomalies

Check historical price trends and seasonality for Corn Futures (CBOT) (ZC=F).

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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%.

AI Analysis (Past 10 Years YTD)

Corn Futures (CBOT) (ZC=F) Anomaly Analysis

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.

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 2025-01-16 474.5000 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
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 +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%

Past 10 Years 1-Month [Jan 16 - Feb 14] Return Ranking

Rank Stock Avg Return (%) Wins Losses