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Seasonality

Coffee C

KC=F · daily history 2000-01-032026-07-31

July avg return (15y)

1.9%

month-over-month, n = 15 years

July positive-close prob. (15y)

53.3%

share of those years the month closed positive

Years in 15y sample

15

complete calendar years

Strongest month (15y)

4.8%

November

Window15 complete calendar years in sample

Seasonal path

Average cumulative return through the year (blue, 15-year window), each year indexed to its own first session, with 2026 so far overlaid in amber.

Monthly averages

Average month-over-month return by calendar month (positive blue, negative amber), with the positive-close probability labelled above each bar.

Bars: average month-over-month return (15-year window). Labels above each bar: positive-close probability (share of those years the month closed positive).

Monthly table

Every calendar month over the 15-year window. Sortable by average return or positive-close probability.

Monthn years
January1.29%60.0%15
February2.33%46.7%15
March-2.00%20.0%15
April3.37%53.3%15
May-2.81%40.0%15
June-0.30%53.3%15
July1.86%53.3%15
August2.89%46.7%15
September-1.38%53.3%15
October-1.05%40.0%15
November4.75%60.0%15
December-1.30%33.3%15