Futures Seasonality Screener
Average month-over-month return by calendar month for every contract, built from month-end closes. Use it to see which complexes have leaned the same way each year — and, just as usefully, which have not.
| Symbol | Contract | Complex | Avg | Median | Up years | n | Last 1M |
|---|---|---|---|---|---|---|---|
| $ZMUSD | Soybean Meal | Grains & Oilseeds | +5.6% | +6.2% | 80% | 5 | +8.6% |
| $HOUSD | Heating Oil | Energy | +5.4% | +3.7% | 80% | 5 | +13.9% |
| $NGUSD | Natural Gas | Energy | +5.2% | -6.1% | 40% | 5 | +5.7% |
| $SILUSD | Silver (Micro) | Metals | +3.8% | +3.3% | 100% | 5 | -1.0% |
| $SIUSD | Silver | Metals | +3.8% | +3.3% | 100% | 5 | -1.0% |
| $YMUSD | Mini Dow | Equity Index | +3.7% | +2.2% | 60% | 5 | -2.4% |
| $PLUSD | Platinum | Metals | +3.3% | +3.2% | 80% | 5 | +2.5% |
| $MGCUSD | Gold (Micro) | Metals | +2.6% | +3.2% | 80% | 5 | -1.4% |
| $GCUSD | Gold | Metals | +2.6% | +3.2% | 80% | 5 | -1.4% |
| $ESUSD | E-mini S&P 500 | Equity Index | +2.6% | +2.0% | 60% | 5 | -2.3% |
| $NQUSD | Nasdaq 100 | Equity Index | +2.5% | +3.7% | 60% | 5 | -3.7% |
| $ZSUSX | Soybeans | Grains & Oilseeds | +2.3% | +2.8% | 60% | 5 | +6.8% |
| $ZOUSX | Oats | Grains & Oilseeds | +2.0% | -0.3% | 40% | 5 | +9.4% |
| $ZLUSX | Soybean Oil | Grains & Oilseeds | +1.9% | +4.2% | 60% | 5 | +0.2% |
| $ZCUSX | Corn | Grains & Oilseeds | +1.8% | +2.1% | 80% | 5 | +12.0% |
| $CLUSD | Crude Oil (WTI) | Energy | +1.8% | +1.6% | 60% | 5 | +25.5% |
| $RBUSD | Gasoline RBOB | Energy | +1.6% | +2.0% | 60% | 5 | +0.1% |
| $RTYUSD | Micro Russell 2000 | Equity Index | +1.5% | +1.4% | 60% | 5 | -5.7% |
| $BZUSD | Brent Crude | Energy | +1.5% | +1.4% | 60% | 5 | +22.0% |
| $LEUSX | Live Cattle | Livestock & Dairy | +1.3% | +0.8% | 60% | 5 | -1.8% |
| $DXUSD | US Dollar Index | Currency | +1.1% | +0.6% | 80% | 5 | +0.3% |
| $KEUSX | Wheat | Grains & Oilseeds | +0.8% | -1.3% | 40% | 5 | +5.0% |
| $HGUSD | Copper | Metals | +0.7% | -1.1% | 40% | 5 | -2.2% |
| $ALIUSD | Aluminum | Metals | +0.7% | +1.3% | 60% | 5 | +1.4% |
| $PAUSD | Palladium | Metals | +0.4% | +4.2% | 60% | 5 | -1.2% |
| $LBUSD | Lumber | Softs | +0.4% | -0.4% | 40% | 5 | -1.1% |
| $ZQUSD | 30D Fed Funds | Rates | -0.0% | +0.0% | 60% | 5 | -0.1% |
| $ZTUSD | 2Y T-Note | Rates | -0.5% | -0.6% | 0% | 5 | -0.9% |
| $OJUSX | Orange Juice | Softs | -0.8% | +5.7% | 60% | 5 | +5.1% |
| $KCUSX | Coffee | Softs | -0.9% | +4.6% | 60% | 5 | -10.7% |
| $ZFUSD | 5Y T-Note | Rates | -1.2% | -1.4% | 20% | 5 | -1.8% |
| $GFUSX | Feeder Cattle | Livestock & Dairy | -1.4% | -0.3% | 40% | 5 | -3.3% |
| $ZNUSD | 10Y T-Note | Rates | -1.4% | -1.3% | 20% | 5 | -2.2% |
| $CCUSD | Cocoa | Softs | -1.9% | -5.0% | 20% | 5 | +4.1% |
| $ZRUSD | Rough Rice | Grains & Oilseeds | -2.1% | -1.1% | 20% | 5 | +9.4% |
| $ZBUSD | 30Y T-Bond | Rates | -2.4% | -3.8% | 40% | 5 | -2.1% |
| $DCUSD | Class III Milk | Livestock & Dairy | -2.5% | -1.4% | 40% | 5 | -2.4% |
| $SBUSX | Sugar | Softs | -2.6% | +1.2% | 60% | 5 | +10.5% |
| $CTUSX | Cotton | Softs | -3.9% | -5.5% | 20% | 5 | +1.6% |
| $HEUSX | Lean Hogs | Livestock & Dairy | -9.8% | -10.6% | 20% | 5 | -2.4% |
| Contract | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Best | Worst |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Energy | ||||||||||||||
| BZ Brent Crude | 6.8 | 1.9 | 10.8 | -1.8 | -2.7 | -3.6 | 6.2 | -2.9 | 1.2 | 1.5 | -6.0 | 0.9 | Mar | Nov |
| CL Crude Oil (WTI) | 7.2 | 1.7 | 12.6 | -2.1 | -3.6 | -2.7 | 6.6 | -3.8 | 1.6 | 1.8 | -7.6 | 1.9 | Mar | Nov |
| HO Heating Oil | 9.2 | -1.5 | 14.4 | 0.3 | -7.4 | 2.7 | 8.6 | 0.6 | 1.3 | 5.4 | -9.3 | -0.2 | Mar | Nov |
| NG Natural Gas | -4.8 | -5.4 | 2.4 | 5.4 | 12.4 | -2.4 | -0.5 | 4.8 | 5.2 | 5.2 | 2.6 | -15.9 | May | Dec |
| RB Gasoline RBOB | 8.0 | 11.8 | 11.5 | 0.7 | -1.8 | -1.9 | 2.4 | -11.6 | -3.1 | 1.6 | -5.9 | 2.3 | Feb | Aug |
| Metals | ||||||||||||||
| ALI Aluminum | 4.1 | -0.7 | 3.3 | -1.6 | -0.8 | -5.0 | -0.4 | 0.3 | 2.3 | 0.7 | 0.6 | 3.2 | Jan | Jun |
| GC Gold | 4.2 | 2.1 | 3.9 | 1.1 | -0.9 | -3.2 | 2.3 | 2.2 | 0.9 | 2.6 | 2.7 | 1.7 | Jan | Jun |
| HG Copper | 3.7 | 1.4 | 2.9 | -0.0 | 0.2 | -1.8 | -2.6 | 0.7 | 1.1 | 0.7 | 2.6 | 2.5 | Jan | Jul |
| MGC Gold (Micro) | 4.1 | 2.3 | 3.9 | 1.2 | -0.8 | -3.2 | 2.1 | 2.2 | 0.9 | 2.6 | 2.6 | 1.8 | Jan | Jun |
| PA Palladium | 5.1 | -5.2 | -0.3 | -1.0 | -7.5 | -0.2 | 5.0 | -1.3 | 5.2 | 0.4 | -6.0 | 4.0 | Sep | May |
| PL Platinum | 2.2 | -1.6 | -0.5 | 0.3 | 2.1 | -2.2 | 0.9 | 0.6 | 4.3 | 3.3 | 1.0 | 6.4 | Dec | Jun |
| SIL Silver (Micro) | 2.6 | 2.5 | 3.4 | -0.6 | 0.8 | -4.5 | 0.7 | 3.1 | 3.1 | 3.8 | 7.0 | 4.7 | Nov | Jun |
| SI Silver | 2.6 | 2.5 | 3.4 | -0.6 | 0.8 | -4.5 | 0.7 | 3.1 | 3.1 | 3.8 | 7.0 | 4.8 | Nov | Jun |
| Grains & Oilseeds | ||||||||||||||
| KE Wheat | 0.5 | 2.9 | 4.5 | 1.7 | 2.8 | -8.0 | 0.0 | 2.8 | -1.2 | 0.8 | -1.8 | 0.2 | Mar | Jun |
| ZC Corn | 0.6 | 0.2 | 3.1 | 1.2 | -3.6 | -10.7 | -0.4 | 6.2 | 0.8 | 1.8 | 0.7 | 2.2 | Aug | Jun |
| ZL Soybean Oil | 6.7 | 3.5 | 1.9 | 6.1 | -4.1 | 5.0 | -0.0 | 1.1 | -5.3 | 1.9 | -1.4 | -6.4 | Jan | Dec |
| ZM Soybean Meal | -1.7 | 1.7 | -0.8 | -1.4 | -1.4 | 1.6 | 2.5 | -2.9 | -3.1 | 5.6 | -0.0 | 4.9 | Oct | Sep |
| ZO Oats | 3.0 | 0.1 | 1.0 | -3.8 | 4.8 | -3.7 | -3.5 | 1.5 | 0.4 | 2.0 | -2.0 | -3.0 | May | Apr |
| ZR Rough Rice | 1.9 | -0.2 | -0.4 | 4.5 | 1.4 | -5.4 | 0.1 | 4.4 | -2.2 | -2.1 | 3.0 | 0.3 | Apr | Jun |
| ZS Soybeans | 2.2 | 1.6 | 0.8 | 0.2 | -1.1 | -4.7 | -1.5 | 2.5 | -1.9 | 2.3 | 0.9 | 1.0 | Aug | Jun |
| Softs | ||||||||||||||
| CC Cocoa | -3.4 | -3.9 | 14.4 | 4.4 | 2.6 | 1.1 | 2.5 | 2.9 | -5.9 | -1.9 | 6.6 | 8.0 | Mar | Sep |
| CT Cotton | 3.3 | 2.1 | 2.7 | 1.4 | -2.6 | -6.3 | 0.7 | 7.0 | -5.8 | -3.9 | 2.2 | -0.0 | Aug | Jun |
| KC Coffee | 5.8 | -4.0 | -0.2 | 4.6 | -3.7 | -2.0 | 1.9 | 6.6 | -2.3 | -0.9 | 9.3 | -2.0 | Nov | Feb |
| LB Lumber | 5.1 | 5.4 | -2.2 | -6.8 | -5.2 | 3.6 | -0.7 | -3.0 | 0.8 | 0.4 | 9.2 | 4.8 | Nov | Apr |
| OJ Orange Juice | 4.1 | -4.9 | -2.4 | 6.9 | 1.5 | -4.2 | 3.8 | 4.0 | 0.2 | -0.8 | -2.6 | 5.7 | Apr | Feb |
| SB Sugar | 3.6 | -5.5 | 7.7 | -2.3 | -2.8 | -0.5 | -1.3 | 6.0 | 4.8 | -2.6 | -0.0 | -5.5 | Mar | Feb |
| Livestock & Dairy | ||||||||||||||
| DC Class III Milk | 1.0 | -0.2 | 1.8 | 1.5 | 1.8 | -5.5 | 1.4 | 5.1 | 1.0 | -2.5 | -5.1 | 1.3 | Aug | Jun |
| GF Feeder Cattle | 4.9 | 0.1 | 2.8 | -0.7 | 5.9 | 2.6 | 0.3 | -0.4 | 0.0 | -1.4 | 1.3 | 1.3 | May | Oct |
| HE Lean Hogs | 2.5 | 10.7 | -2.8 | 6.3 | 3.7 | 3.8 | 1.2 | -13.7 | -0.6 | -9.8 | -2.6 | 4.1 | Feb | Aug |
| LE Live Cattle | 3.4 | -2.2 | 3.0 | 2.8 | -3.1 | 4.2 | -0.6 | 1.7 | 0.0 | 1.3 | -0.1 | 1.8 | Jun | May |
| Equity Index | ||||||||||||||
| ES E-mini S&P 500 | 1.0 | -0.8 | 0.4 | -0.6 | 3.1 | 1.6 | 2.8 | -0.1 | -1.5 | 2.6 | 3.5 | 0.7 | Nov | Sep |
| NQ Nasdaq 100 | 1.1 | -1.2 | 1.1 | -0.4 | 6.2 | 2.5 | 1.8 | -0.5 | -1.4 | 2.5 | 3.9 | 0.2 | May | Sep |
| RTY Micro Russell 2000 | 0.5 | -0.2 | -2.0 | -2.1 | 2.5 | 2.0 | 4.8 | -0.5 | -2.4 | 1.5 | 3.3 | 0.3 | Jul | Sep |
| YM Mini Dow | 1.1 | -1.5 | -0.2 | -1.0 | 1.0 | 1.6 | 2.7 | -0.2 | -1.7 | 3.7 | 3.5 | 0.8 | Oct | Sep |
| Rates | ||||||||||||||
| ZB 30Y T-Bond | -0.4 | 0.2 | -0.6 | -2.6 | -0.9 | 0.6 | -0.3 | -1.1 | -2.5 | -2.4 | 2.7 | -0.2 | Nov | Apr |
| ZF 5Y T-Note | -0.3 | -0.5 | -0.2 | -0.7 | -0.3 | -0.1 | 0.1 | -0.3 | -0.7 | -1.2 | 0.8 | 0.1 | Nov | Oct |
| ZN 10Y T-Note | -0.2 | -0.3 | -0.4 | -1.1 | -0.4 | 0.1 | 0.1 | -0.4 | -1.3 | -1.4 | 1.4 | -0.3 | Nov | Oct |
| ZQ 30D Fed Funds | -0.1 | -0.1 | -0.0 | -0.1 | -0.1 | -0.2 | 0.0 | -0.1 | 0.0 | -0.0 | 0.0 | 0.0 | Jul | Jun |
| ZT 2Y T-Note | -0.2 | -0.3 | -0.0 | -0.3 | -0.2 | -0.1 | -0.1 | -0.0 | -0.2 | -0.5 | 0.2 | 0.2 | Nov | Oct |
| Currency | ||||||||||||||
| DX US Dollar Index | -0.1 | 1.1 | -0.4 | -0.2 | 0.3 | 0.3 | 0.2 | 0.1 | 0.6 | 1.1 | -1.0 | -0.6 | Oct | Nov |
Monthly returns are month-end close to month-end close, and only consecutive months are chained — a gap in the series is skipped rather than papered over into a fake two-month return. Grid cells show the average return for that calendar month in percent; hover for the hit rate and sample size. Up years is coloured on the diverging ramp centred on 50%, because a hit rate’s meaning is which side of a coin-flip it sits on. With roughly five observations per month, a single extreme year moves the average a long way: read the median and the hit rate alongside it, and treat the whole page as a place to start looking rather than a finding.
Ask the market a question. Get a calculated answer.
The AI is not a chatbot bolted onto a document store. It calls the same analytics engine that powers every screen on this platform — so what comes back is a number it computed from raw history, with the command that produced it.
86,000+ instruments
Global equities, ETFs, funds, options, FX, commodities, crypto, economics, filings, transcripts and news — one normalised symbol universe with adjusted history.
A real analytics engine
Screening, backtesting, technicals, options analytics, correlations, seasonality and factor models — computed on demand from raw prices, never a stale cache.
It shows its working
Answers arrive with the charts, tables and tool calls behind them, so you can check the number instead of trusting a paraphrase.
Your own documents
Upload filings, decks and research. Ask across them and the answer cites the page it came from.
Agents and workflows
Multi-step research that runs the platform's tools for you — screen, pull the history, compute, compare, then write it up.
MCP, CLI and API
The same command catalogue from Claude, your own agent, a shell or your pipeline. The answer on screen is the answer your job gets at 4am.
You ask
“How does NVDA usually trade through earnings?”
It calls
→ ka.options_expected_move(NVDA)
It answers
NVDA has averaged a 9.2% absolute move on the day after earnings and closed higher 67% of the time. Two in three reactions land between −4.2% and +16.3% — the distribution is skewed right, not symmetric.
Every figure computed live from our own history — not scraped, not summarised.
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