Seasonal Futures Chart Sorted by Short 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 of the graphs to show the average of more current years along with the average of the entire period.

FutureDate RangeWinnersGains/LossesDraw Down
Wheat2/15 - 6/3075%1.39138
Gold2/19 - 7/864.3%1.087,900
Live Cattle3/3 - 5/2360%1.141,030
U.S. Dollar Index3/5 - 5/366.7%0.945,200
Sugar3/6 - 5/1463.3%1.513,114
Japanese Yen FX3/14 - 7/1764.3%1.16875
Corn3/22 - 10/371%1.02138
Cotton3/22 - 8/669%1.361,785
Platinum4/3 - 10/2561.5%1.793,625
Copper4/14 - 5/1957%1.13563
Coffee4/25 - 6/1962.1%1.595,164
Dow Jones Industrials5/2 - 6/561.5%1.5914,300
Soybeans6/13 - 8/1683.3%0.371,515
Natural Gas6/18 - 8/178.6%1.482,900
Gasoline7/13 - 12/1757.1%1.837,468
Canadian Dollar7/18 - 10/2064.2%1.17570
Soybean Oil7/20 - 10/885.7%0.77990
British Pound7/25 - 9/364.3%1.16441
Austrailian Dollar7/30 - 8/3078.6%1.161,803
Lean Hogs7/30 - 9/170%1.042,208
Crude Oil8/1 - 12/1864%2.923,950
Euro Dollar FX8/13 - 9/864.31.57824
Swiss Franc8/15 - 9/1564.3%0.801,750
Soybean Meal8/30 - 11/1557.1%1.229,000
Feeder Cattle9/6 - 12/2755.5%1.6315
Heating Oil9/15 - 12/1764.3%2.190
S&P 5009/17 - 10/1061.1%1.731,812
Nasdaq 1009/20 - 10/0562.5%1.77160
Cocoa9/27 - 11/183.3%1.34220
U.S. 10 Year Note12/12 - 1/364.3%1.29406
Silver12/17 - 3/569.2%4.632,885
Orange Juice12/20 - 2/1873.30.641,050
U.S. 30 Year Bond12/22 - 4/570%0.9214,063