Wheat Futures - Seasonality

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Wheat Futures - Seasonality

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	60%	67%	67%	56%	67%	67%	56%	56%	67%	56%	78%	67%
Average return %	+1.83%	+1.47%	-1.17%	+3.47%	+2.92%	-3.15%	-1.69%	-0.67%	+0.82%	+0.18%	+0.77%	+1.42%
2026	+5.83%	+1.65%	--	--	--	--	--	--	--	--	--	--
2025	+3.58%	-1.08%	-2.79%	-4.94%	+0.71%	-1.22%	-0.09%	-1.24%	-4.23%	+5.37%	+0.62%	-2.46%
2024	-3.12%	-5.59%	-0.34%	+8.54%	+11.57%	-17.07%	-6.59%	+2.96%	+3.27%	-2.48%	-5.01%	+3.42%
2023	-1.04%	-7.51%	+8.00%	-11.56%	+1.84%	+1.20%	+1.59%	-10.52%	-8.73%	-5.20%	+2.19%	-0.16%
2022	-2.53%	+21.98%	+8.05%	+7.38%	+5.40%	-18.34%	-8.12%	+4.35%	+8.66%	-1.29%	-8.07%	-1.31%
2021	+5.72%	-0.67%	-9.15%	+22.19%	-9.38%	+3.37%	+2.16%	+5.76%	+2.77%	+7.38%	+4.65%	-2.52%
2020	-4.22%	-2.63%	+8.77%	-1.01%	-3.59%	-6.54%	+0.63%	+7.40%	+7.26%	+6.18%	+1.06%	+10.33%
2019	+2.10%	-10.92%	-3.26%	-8.37%	+20.05%	-2.43%	-8.40%	-6.03%	+4.47%	+1.14%	+6.49%	+8.72%
2018	+9.36%	+11.77%	-10.53%	+15.03%	+0.93%	-9.95%	+13.92%	-0.58%	-7.59%	-3.52%	+1.42%	-2.30%
2017	+2.63%	+7.92%	-9.28%	+3.98%	-1.26%	+22.64%	-10.34%	-8.11%	+1.49%	-5.93%	+3.60%	-0.98%

Seasonality Charts

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Correlation

Election

80.76%

1997

79.12%

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