Seasonal Futures Chart Sorted by Long-Tests' Start Dates

Click on the link under the "Date Range" column to see the entire test results for each commodity. Tests were performed in May 2015 with between 11 and 30 years of daily data for these futures. The amount of available history is limited by the exchange; there is no way around it. There are multiple seasonal lines for most graphs to show the average of more current years along with the average of the entire period.
FutureDate RangeWinnersGains/LossesDraw Down
Soybeans1/3 - 2/2775%1.9819,125
Swiss Franc1/3 - 4/3064.3%1.2119,150
Soybean Meal1/18 - 10/1261.5%1.55276,300
Heating Oil1/19 - 8/2083.3%2.3371,625
Austrailian Dollar1/20 - 5/871.4%1.6711,660
Feeder Cattle1/21 - 7/175%1.451,900
Soybean Oil1/30 - 5/1285.7%1.048,706
Euro Dollar FX2/5 - 5/1064.1%1.126,315
Natural Gas2/20 - 6/1864.3%1.335,520
Canadian Dollar2/20 - 7/1584.5%2.0311,370
U.S. 30 Year Bond3/10 - 10/561.5%4.9926,406
British Pound3/25 - 8/2571.4%1.42115
Gasoline4/10 - 7/1476.9%2.1133,865
Live Cattle5/15 - 7/370%1.455,220
Sugar5/22 - 12/1961.1%1.1620,530
Lean Hogs5/25 - 7/2870%0.884,200
U.S. 10 Year Note6/10 - 9/3078.61.2410,494
Wheat6/30 - 8/275%1.097,275
Japanese Yen FX7/1 - 8/2171.4%1.388,363
Gold7/5 - 12/1178.6%1.26346,300
Orange Juice9/1 - 12/2060%1.258,625
Cotton10/1 - 3/2260%1.662,050
Nasdaq 10010/10 - 12/1068.8%2.9110,970
S&P 50010/10 - 1/983.3%1.1111,668
Copper10/17 - 4/1769.2%1.8723,425
Dow Jones Industrials10/17 - 5/2085.7%1.4422,870
Cocoa11/1 - 12/1660%1.283,310
Coffee12/4 - 3/553.3%1.5436,349
Corn12/5 - 3/1058%2.515,700
Silver12/17 - 3/585.7%1.1132,205
Platinum12/20 - 2/2592.8%9.6531,525
U.S. Dollar Index12/31 - 3/7366.7%1.0538,706