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Seasonality

Corn

ZC=F · daily history 2000-07-172026-07-31

July avg return (15y)

-6.6%

month-over-month, n = 15 years

July positive-close prob. (15y)

26.7%

share of those years the month closed positive

Years in 15y sample

15

complete calendar years

Strongest month (15y)

3.6%

December

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
January2.16%73.3%15
February0.27%53.3%15
March0.87%46.7%15
April3.18%53.3%15
May-1.87%40.0%15
June-1.23%33.3%15
July-6.61%26.7%15
August-0.94%33.3%15
September0.86%73.3%15
October2.76%66.7%15
November-1.66%26.7%15
December3.62%86.7%15