Check historical price trends and seasonality for Soybean Futures (CBOT) (ZS=F).
Soybean Futures (CBOT) (ZS=F) average YTD return over the past 10 years is +2.98%.
Over the past 10 years, the return for the specified period (Feb 1 for 60 days) is +0.33%.
4 wins 4 losses with a win rate of 50.00%.
1) Overview:
Soybean futures tend to experience a strong bullish phase from early January, reaching a peak around June 9 with an average gain of +6.0%. Following this high, a significant bearish trend emerges, lasting through the summer and bottoming out around September 1 with a loss of -3.3%. A recovery phase begins in November, leading to a year-end rally, concluding on December 31 with an average increase of +2.9%.
2) Buy-the-dip points:
The most prominent dip to consider buying occurs during the late summer and early fall, specifically around September 1, when the average decline reaches -3.3%. This pullback is likely driven by harvest pressure and seasonal factors. Another potential, albeit shallower, dip appears to occur in mid-July. Buying during these periods, particularly in September, could position traders to capitalize on the subsequent recovery and year-end rally.
3) Summary:
A seasonal trading strategy for soybean futures should focus on capitalizing on the strong bullish trend from January to June and the year-end rally. Consider entering long positions around the September 1 low to take advantage of the anticipated price rebound. However, be mindful of potential volatility and manage risk accordingly, as these are average tendencies and not guaranteed outcomes.
| Year | Start Date | Start Price | End Date | End Price | Return | Rate (%) |
|---|---|---|---|---|---|---|
| 2024 | 2024-02-01 | 1,203.2500 | 2024-03-31 | 1,191.5000 | -11.7500 | -0.98 |
| 2023 | 2023-02-01 | 1,520.2500 | 2023-04-01 | 1,505.5000 | -14.7500 | -0.97 |
| 2022 | 2022-02-01 | 1,528.5000 | 2022-04-01 | 1,582.7500 | 54.2500 | 3.55 |
| 2021 | 2021-02-01 | 1,365.2500 | 2021-04-01 | 1,402.0000 | 36.7500 | 2.69 |
| 2019 | 2019-02-01 | 917.7500 | 2019-04-01 | 895.5000 | -22.2500 | -2.42 |
| 2018 | 2018-02-01 | 985.0000 | 2018-04-01 | 1,044.7500 | 59.7500 | 6.07 |
| 2017 | 2017-02-01 | 1,036.7500 | 2017-04-01 | 946.0000 | -90.7500 | -8.75 |
| 2016 | 2016-02-01 | 880.7500 | 2016-03-31 | 910.7500 | 30.0000 | 3.41 |
| Avg | 1,179.6875 | 1,184.8438 | 5.16 | 0.33 |
| Day \ Month | Jan Total +2.13% | Feb Total +0.07% | Mar Total +0.53% | Apr Total +1.10% | May Total -0.34% | Jun Total +1.02% | Jul Total -3.15% | Aug Total -3.35% | Sep Total +0.27% | Oct Total +1.44% | Nov Total +2.87% | Dec Total +1.10% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Avg -0.02% | 0.00% | -0.03% | +0.70% | -0.37% | +0.35% | +0.57% | -0.34% | -1.41% | -0.33% | +0.33% | +0.72% | -0.39% |
| 2 Avg +0.11% | +0.05% | +0.01% | +0.11% | -0.23% | 0.00% | +1.04% | +0.10% | -0.22% | +0.34% | 0.00% | +0.21% | -0.05% |
| 3 Avg -0.01% | -0.45% | +0.10% | -0.01% | -0.12% | +0.03% | -0.38% | +0.47% | -0.34% | +0.15% | -0.01% | +0.02% | +0.43% |
| 4 Avg +0.08% | +0.37% | +0.24% | +0.18% | -0.46% | -0.11% | +0.18% | 0.00% | +0.46% | +0.12% | -0.14% | +0.16% | -0.04% |
| 5 Avg +0.01% | +0.15% | -0.29% | +0.15% | +0.30% | -0.05% | -0.10% | -0.88% | +0.25% | -0.12% | +0.24% | +0.17% | +0.29% |
| 6 Avg +0.02% | +0.36% | +0.28% | +0.01% | -0.10% | +0.24% | +0.27% | -0.24% | -0.23% | -0.18% | +0.01% | -0.19% | +0.02% |
| 7 Avg -0.04% | +0.21% | -0.10% | -0.16% | +0.11% | -0.07% | -0.34% | -0.61% | -0.04% | -0.15% | +0.15% | +0.44% | +0.10% |
| 8 Avg +0.18% | -0.05% | +0.30% | +0.25% | +0.51% | -0.04% | +0.52% | +0.45% | +0.41% | +0.11% | -0.08% | +0.15% | -0.32% |
| 9 Avg +0.04% | +0.17% | +0.06% | -0.66% | +0.29% | -0.61% | +0.22% | -0.26% | +0.79% | +0.24% | 0.00% | -0.04% | +0.21% |
| 10 Avg -0.04% | -0.20% | -0.22% | -0.19% | +0.10% | +0.59% | -0.09% | +0.27% | -0.85% | +0.09% | -0.23% | +0.26% | +0.03% |
| 11 Avg -0.03% | +0.02% | +0.13% | -0.15% | -0.04% | +0.02% | -0.53% | -0.16% | +0.11% | +0.11% | -0.17% | +0.06% | +0.24% |
| 12 Avg +0.16% | +0.78% | +0.37% | +0.02% | +0.42% | +0.25% | -0.01% | -0.11% | -0.38% | +0.68% | +0.19% | +0.08% | -0.42% |
| 13 Avg +0.03% | +0.20% | +0.05% | +0.03% | +0.19% | -0.22% | +0.20% | -0.40% | +0.45% | -0.27% | +0.20% | +0.18% | -0.29% |
| 14 Avg -0.10% | 0.00% | -0.39% | -0.21% | +0.01% | +0.40% | -0.45% | +0.18% | -0.46% | +0.20% | +0.13% | -0.66% | +0.04% |
| 15 Avg -0.18% | -0.30% | 0.00% | +0.43% | -0.07% | +0.17% | -0.13% | -1.91% | -1.64% | -0.54% | +0.31% | +1.41% | +0.11% |
| 16 Avg +0.00% | +0.17% | +0.31% | -0.16% | -0.28% | -0.57% | +0.08% | +0.47% | -0.26% | +0.77% | -0.37% | -0.36% | +0.24% |
| 17 Avg +0.14% | +0.46% | -0.05% | +0.19% | -0.01% | -0.19% | -0.56% | +0.17% | +0.36% | -0.01% | +0.42% | +0.65% | +0.24% |
| 18 Avg +0.02% | +0.20% | -0.03% | -0.32% | -0.04% | -0.45% | +0.71% | +0.46% | +0.33% | -0.19% | -0.43% | +0.07% | -0.10% |
| 19 Avg -0.10% | -0.01% | -0.08% | +0.05% | +0.51% | -0.23% | -0.30% | -0.27% | -0.39% | +0.24% | +0.17% | -0.46% | -0.48% |
| 20 Avg +0.15% | -0.06% | +0.21% | +0.62% | +0.33% | +0.44% | -0.25% | +0.01% | -0.27% | +0.33% | +0.25% | +0.04% | +0.15% |
| 21 Avg +0.00% | +0.15% | +0.01% | +0.13% | +0.20% | -0.04% | -0.12% | -0.38% | +0.20% | -0.60% | +0.10% | +0.26% | +0.11% |
| 22 Avg -0.08% | -0.50% | +0.05% | -0.25% | -0.10% | +0.53% | -0.37% | -0.28% | -0.23% | +0.04% | +0.16% | +0.08% | -0.05% |
| 23 Avg -0.07% | +0.05% | +0.04% | +0.06% | -0.05% | -0.60% | -0.68% | -0.13% | +0.10% | -0.08% | +0.13% | +0.14% | +0.13% |
| 24 Avg -0.05% | -0.18% | -0.27% | -0.07% | -0.05% | +0.13% | -0.15% | +0.12% | +0.36% | -0.19% | -0.20% | -0.30% | +0.23% |
| 25 Avg -0.13% | +0.34% | -0.56% | -0.02% | -0.11% | +0.11% | -0.91% | -0.24% | -0.16% | +0.04% | -0.18% | +0.04% | +0.12% |
| 26 Avg +0.08% | +0.29% | -0.18% | -0.29% | +0.14% | +0.29% | -0.06% | +0.53% | +0.72% | -0.30% | +0.16% | -0.38% | +0.03% |
| 27 Avg +0.20% | -0.08% | -0.06% | -0.03% | +0.08% | +0.36% | +0.16% | +0.61% | +0.02% | +0.33% | +0.43% | +0.27% | +0.31% |
| 28 Avg -0.02% | -0.23% | +0.18% | -0.04% | +0.03% | -0.02% | +0.35% | -0.22% | +0.03% | -0.41% | -0.39% | +0.56% | -0.04% |
| 29 Avg -0.01% | +0.31% | - | +0.13% | -0.16% | -0.09% | +0.25% | +0.16% | -0.34% | -0.05% | -0.21% | -0.29% | +0.18% |
| 30 Avg -0.06% | -0.11% | - | -0.21% | +0.07% | -0.46% | +1.90% | -0.56% | -0.76% | -0.10% | +0.04% | -0.44% | -0.05% |
| 31 Avg +0.03% | +0.03% | - | +0.25% | - | -0.51% | - | -0.16% | +0.02% | - | +0.41% | - | +0.15% |
| Rank | Stock | Avg Return (%) | Wins | Losses |
|---|
