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Seasonal Futures Charts

Click on the link under the "Long Range" column to see the entire test results for each commodity. Tests were performed in February 2011 with between 25 and 30 years of daily data for these futures. There are multiple seasonal lines for each graph to show the average of more current years along with the average of the entire period.
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Sort by SHORT range
Future NameLong
Range
Long
Winners
Long
Gains/Losses
Short
Range
Short
Winners
Short
Gains/Losses
Austrailian Dollar1/20 - 5/871.4%1.677/30 - 8/3078.6%1.16
British Pound3/19 - 4/2076.7%0.797/25 - 9/364.3%1.16
Coffee12/4 - 3/553.3%1.544/25 - 6/1962.1%1.59
Corn12/5 - 3/1058%2.513/22 - 10/371%1.02
Canadian Dollar2/20 - 7/1584.6%2.037/18 - 10/2064.2%1.17
Cocoa11/1 - 12/1660%1.289/27 - 11/183.3%1.34
Copper10/17 - 4/1769.2%1.874/14 - 5/1957%1.13
Cotton10/1 - 3/2260%1.63/22 - 8/669%1.36
Crude Oil2/18 - 6/2561%4.018/1 - 12/1864%2.92
Dow Jones Industrials10/17 - 5/2085.7%1.445/2 - 6/561.%1.59
Euro Dollar FX2/5 - 5/1064.2%1.121/1 - 3/1958.6%1.02
Feeder Cattle1/21 - 7/175%1.459/6 - 12/2755.5%1.63
Gasoline4/10 - 7/1476.9%2.117/13 - 12/1757.1%1.83
Gold7/5 - 12/1178.6%1.262/19 - 7/863%0.96
Heating Oil1/19 - 8/2083.3%2.339/15 - 12/1764.3%2.19
Japanese Yen FX7/1 - 8/2171.4%1.383/14 - 7/1764.3%1.16
Live Cattle5/15 - 7/370%1.453/3 - 5/2360%1.44
Lean Hogs5/25 - 7/2870%0.887/30 - 9/170%1.04
Nasdaq 10010/10 - 12/1068.8%2.911/15 - 3/1671.4%0.65
Natural Gas2/20 - 6/1864.3%1.36/18 - 8/178.6%1.48
Orange Juice9/1 - 12/2060%1.2512/20 - 2/1873.30.64
Platinum12/20 - 2/2592.8%9.654/3 - 10/2561.5%1.79
Silver12/17 - 3/585.7%1.1112/17 - 3/569.2%4.63
Soybeans1/3 - 2/2775%1.986/13 - 8/1683.3%0.37
Soybean Meal1/18 - 10/2261.5%1.558/30 - 11/1557.1%1.22
Soybean Oil1/30 - 5/1285.7%1.047/20 - 10/885.7%0.77
S&P 50010/10 - 1/983.3%1.119/17 - 10/1061.1%1.73
Sugar5/22 - 12/1861.1%1.263/6 - 5/1463.3%1.51
Swiss Franc1/3 - 4/3064.3%1.218/15 - 9/1564.3%0.80
U.S. 10 Year Note6/10 - 9/3078.6%1.2412/12 - 1/364.3%1.29
U.S. 30 Year Bond3/10 - 10/561.5%4.999/28 - 11/371.4%0.92
U.S. Dollar Index12/31 - 3/766.7%1.053/5 - 5/366.7%0.94
Wheat6/30 - 8/275%1.091/6 - 3/1676.7%0.71