Lumber Futures - Seasonality

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Lumber Futures - Seasonality

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	80%	70%	70%	50%	60%	70%	50%	60%	60%	60%	70%	56%
Average return %	+11.83%	+4.68%	-2.94%	+5.67%	-5.60%	+2.82%	-1.11%	+2.79%	-1.10%	-0.82%	+8.56%	+1.32%
2025	+7.54%	+7.26%	+5.20%	-12.20%	+0.94%	+6.17%	+10.10%	-20.74%	+11.76%	-12.07%	+0.93%	-0.74%
2024	+3.31%	+0.71%	+3.45%	-14.62%	+1.60%	-11.23%	+11.43%	-1.79%	+5.68%	+5.47%	+7.19%	-6.54%
2023	+64.82%	-21.85%	+1.15%	-4.55%	+4.77%	+9.94%	-4.80%	-0.49%	+0.20%	-0.40%	+4.58%	+3.52%
2022	-18.56%	+46.86%	-29.72%	+7.75%	-41.46%	+7.95%	-18.69%	+13.25%	-13.22%	+14.29%	-13.58%	-28.51%
2021	+21.28%	+11.85%	+3.96%	+48.18%	-15.53%	-41.99%	-15.52%	-23.13%	+30.91%	-8.33%	+51.75%	+32.02%
2020	+7.56%	-8.29%	-34.95%	+25.87%	+10.80%	+21.06%	+33.56%	+58.50%	-33.01%	-20.32%	+28.17%	+13.04%
2019	+26.08%	-9.49%	-3.61%	-8.56%	-8.64%	+32.44%	-10.31%	+3.20%	-3.42%	+11.72%	+3.09%	-2.81%
2018	+6.05%	+7.98%	+0.53%	+14.76%	+0.30%	-4.09%	-22.64%	-0.64%	-22.90%	-3.44%	-0.58%	+2.66%
2017	+6.73%	+6.98%	+5.50%	+1.81%	-9.04%	+3.60%	+4.10%	+1.55%	+3.98%	+15.96%	-6.65%	+2.89%
2016	-6.48%	+4.82%	+19.09%	-1.70%	+0.30%	+4.32%	+1.65%	-1.81%	+8.97%	-11.12%	+10.74%	-4.38%

Seasonality Charts

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Correlation

2022

83.63%

Daily Average

Weekly average

Monthly average