Agriculture

NY Cocoa (COCOACMDUSD) Seasonality

Over 2017 to 2025 (9 years of data), COCOACMDUSD has tended to move long between 11.10 and 10.12, closing higher in 77.8% of those years for an average +7.84% move and an annualized Sharpe of 1.31.

Years: 2017-2025
Category: Agriculture
Windows: 8

Best window

11.10 - 10.12

Direction

Long

Win rate

77.8%

Avg return

+7.84%

Sample

9 yrs

Average seasonal curve

Average path across the year

2017-2025

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
11.10 → 10.12	Long	77.8%	+7.84%	1.31	9
11.10 → 09.12	Long	77.8%	+6.47%	1.21	9
07.10 → 14.11	Long	77.8%

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COCOACMDUSD average seasonal curve, 2017 to 2025
Index	Value
1	100
2	100.0314
3	99.6831
4	99.3386
5	98.994
6	98.0544
7	99.2425
8	98.6159
9	98.8409
10	98.7547
11	99.2068
12	99.3397
13	100.0202
14	100.6339
15	100.5949
16	100.7927
17	102.6061
18	102.0665
19	102.2652
20	102.1012
21	102.1975
22	101.8432
23	101.9111
24	101.928
25	101.222
26	101.9317
27	101.1634
28	101.3044
29	101.6038
30	101.3051
31	101.209
32	102.2409
33	102.8807
34	102.4308
35	102.6907
36	103.4301
37	103.309
38	103.4026
39	104.7807
40	104.3351
41	104.0825
42	104.379
43	104.2741
44	105.6099
45	105.2004
46	106.0111
47	105.1541
48	104.8733
49	104.8857
50	104.973
51	105.664
52	104.7465
53	105.0067
54	106.2448
55	105.0683
56	105.2473
57	106.1454
58	106.3169
59	104.2027
60	104.9134
61	105.4001
62	104.0452
63	104.0866
64	104.6696
65	104.7706
66	104.7157
67	104.8022
68	104.5877
69	104.5559
70	104.4918
71	105.9157
72	105.2677
73	104.2444
74	103.9878
75	105.3581
76	105.05
77	105.4158
78	104.7767
79	104.2399
80	104.3852
81	105.3605
82	106.407
83	106.5575
84	107.1684
85	108.3569
86	107.9675
87	108.7794
88	108.6578
89	108.4757
90	108.4953
91	109.276
92	111.5449
93	110.7121
94	108.9441
95	108.9105
96	109.5518
97	109.5253
98	109.6073
99	110.5554
100	110.0961
101	110.3601
102	110.3576
103	111.2687
104	110.8285
105	110.2611
106	110.6863
107	110.5569
108	112.2729
109	113.6318
110	114.1072
111	114.7224
112	114.7565
113	113.21
114	113.4205
115	114.2793
116	114.3976
117	114.1208
118	113.5842
119	114.2362
120	111.1455
121	111.2384
122	109.9233
123	108.2832
124	109.0724
125	108.444
126	108.6805
127	108.8126
128	110.4992
129	111.0152
130	111.21
131	111.4975
132	111.7978
133	112.4668
134	109.6183
135	110.307
136	112.2845
137	111.2411
138	111.016
139	111.2179
140	111.082
141	110.6391
142	109.5573
143	109.5968
144	110.7374
145	110.1692
146	110.7062
147	110.9153
148	110.1592
149	110.2511
150	112.3472
151	111.9191
152	112.3835
153	112.2269
154	111.4305
155	111.169
156	111.686
157	112.3639
158	112.6283
159	113.682
160	113.5371
161	112.7335
162	112.5958
163	111.523
164	111.0755
165	111.3783
166	111.7196
167	111.9729
168	111.772
169	110.2354
170	110.3225
171	109.5507
172	109.2159
173	108.6918
174	108.8947
175	109.424
176	108.1811
177	109.1444
178	107.4406
179	107.1379
180	107.6311
181	107.5699
182	106.2736
183	105.2988
184	105.4102
185	105.5183
186	105.6332
187	105.5504
188	105.9441
189	105.8475
190	106.1284
191	106.7759
192	106.958
193	107.9774
194	107.1512
195	107.4498
196	106.2998
197	105.4923
198	104.0496
199	104.4599
200	104.7074
201	104.2723
202	104.954
203	105.3556
204	106.5524
205	105.7871
206	106.5965
207	106.8713
208	106.3545
209	107.1713
210	106.7295
211	106.1973
212	106.682
213	106.1825
214	105.0714
215	104.7666
216	105.2193
217	105.1873
218	106.6668
219	106.9295
220	107.7335
221	106.9374
222	108.4861
223	108.2453
224	108.7091
225	105.3267
226	105.4351
227	105.0307
228	105.0381
229	105.8195
230	105.3774
231	104.9685
232	104.9089
233	105.4575
234	106.0425
235	106.2145
236	106.9286
237	107.6893
238	107.49
239	107.6411
240	107.7452
241	108.0394
242	108.0545
243	108.0944
244	107.7545
245	108.2627
246	108.8795
247	107.577
248	106.4726
249	106.7595
250	106.7983
251	106.3874
252	106.8627
253	107.2417
254	107.1807
255	108.1729
256	108.0416
257	107.6576
258	108.269
259	108.7362
260	108.653
261	107.9411
262	108.5265
263	107.92
264	107.6258
265	106.9818
266	106.0337
267	106.5397
268	106.2629
269	106.0922
270	105.9672
271	106.0996
272	106.4254
273	106.113
274	104.8513
275	103.9832
276	102.6045
277	103.0107
278	103.0719
279	103.1779
280	102.659
281	102.9118
282	102.8589
283	103.0909
284	103.0572
285	103.7155
286	103.6278
287	103.025
288	103.1927
289	104.6226
290	103.9978
291	103.408
292	102.5862
293	103.1957
294	103.2392
295	104.3902
296	104.5381
297	103.7857
298	103.5245
299	104.0676
300	104.2637
301	103.3652
302	103.0534
303	103.4483
304	103.465
305	104.0711
306	103.9572
307	104.2899
308	105.1178
309	104.7311
310	104.5754
311	104.4425
312	104.9919
313	104.547
314	105.6129
315	105.0375
316	105.5485
317	106.1529
318	105.8014
319	107.2143
320	107.505
321	107.7143
322	108.225
323	107.1191
324	107.9304
325	107.9546
326	107.8002
327	108.0132
328	107.983
329	107.8565
330	107.3752
331	107.667
332	109.0003
333	109.1327
334	109.5071
335	109.4215
336	109.3516
337	109.8215
338	108.7179
339	109.1313
340	110.2826
341	111.3661
342	111.6926
343	111.4252
344	112.3101
345	112.3081
346	112.555
347	113.8141
348	114.8112
349	113.6664
350	113.2788
351	113.1136
352	113.8773
353	114.1068
354	112.282
355	112.9174
356	113.9165
357	113.9151
358	114.1457
359	114.7386
360	115.0924
361	113.9867
362	112.6937
363	112.887
364	112.4997
365	115.197
366	116.648

COCOACMDUSD average seasonal curve, 2017 to 2025

Index

Value

100

100.0314

99.6831

99.3386

98.994

98.0544

99.2425

98.6159

98.8409

98.7547

99.2068

99.3397

100.0202

100.6339

100.5949

100.7927

102.6061

102.0665

102.2652

102.1012

102.1975

101.8432

101.9111

101.928

101.222

101.9317

101.1634

101.3044

101.6038

101.3051

101.209

102.2409

102.8807

102.4308

102.6907

103.4301

103.309

103.4026

104.7807

104.3351

104.0825

104.379

104.2741

105.6099

105.2004

106.0111

105.1541

104.8733

104.8857

104.973

105.664

104.7465

105.0067

106.2448

105.0683

105.2473

106.1454

106.3169

104.2027

104.9134

105.4001

104.0452

104.0866

104.6696

104.7706

104.7157

104.8022

104.5877

104.5559

104.4918

105.9157

105.2677

104.2444

103.9878

105.3581

105.05

105.4158

104.7767

104.2399

104.3852

105.3605

106.407

106.5575

107.1684

108.3569

107.9675

108.7794

108.6578

108.4757

108.4953

109.276

111.5449

110.7121

108.9441

108.9105

109.5518

109.5253

109.6073

110.5554

100

110.0961

101

110.3601

102

110.3576

103

111.2687

104

110.8285

105

110.2611

106

110.6863

107

110.5569

108

112.2729

109

113.6318

110

114.1072

111

114.7224

112

114.7565

113

113.21

114

113.4205

115

114.2793

116

114.3976

117

114.1208

118

113.5842

119

114.2362

120

111.1455

121

111.2384

122

109.9233

123

108.2832

124

109.0724

125

108.444

126

108.6805

127

108.8126

128

110.4992

129

111.0152

130

111.21

131

111.4975

132

111.7978

133

112.4668

134

109.6183

135

110.307

136

112.2845

137

111.2411

138

111.016

139

111.2179

140

111.082

141

110.6391

142

109.5573

143

109.5968

144

110.7374

145

110.1692

146

110.7062

147

110.9153

148

110.1592

149

110.2511

150

112.3472

151

111.9191

152

112.3835

153

112.2269

154

111.4305

155

111.169

156

111.686

157

112.3639

158

112.6283

159

113.682

160

113.5371

161

112.7335

162

112.5958

163

111.523

164

111.0755

165

111.3783

166

111.7196

167

111.9729

168

111.772

169

110.2354

170

110.3225

171

109.5507

172

109.2159

173

108.6918

174

108.8947

175

109.424

176

108.1811

177

109.1444

178

107.4406

179

107.1379

180

107.6311

181

107.5699

182

106.2736

183

105.2988

184

105.4102

185

105.5183

186

105.6332

187

105.5504

188

105.9441

189

105.8475

190

106.1284

191

106.7759

192

106.958

193

107.9774

194

107.1512

195

107.4498

196

106.2998

197

105.4923

198

104.0496

199

104.4599

200

104.7074

201

104.2723

202

104.954

203

105.3556

204

106.5524

205

105.7871

206

106.5965

207

106.8713

208

106.3545

209

107.1713

210

106.7295

211

106.1973

212

106.682

213

106.1825

214

105.0714

215

104.7666

216

105.2193

217

105.1873

218

106.6668

219

106.9295

220

107.7335

221

106.9374

222

108.4861

223

108.2453

224

108.7091

225

105.3267

226

105.4351

227

105.0307

228

105.0381

229

105.8195

230

105.3774

231

104.9685

232

104.9089

233

105.4575

234

106.0425

235

106.2145

236

106.9286

237

107.6893

238

107.49

239

107.6411

240

107.7452

241

108.0394

242

108.0545

243

108.0944

244

107.7545

245

108.2627

246

108.8795

247

107.577

248

106.4726

249

106.7595

250

106.7983

251

106.3874

252

106.8627

253

107.2417

254

107.1807

255

108.1729

256

108.0416

257

107.6576

258

108.269

259

108.7362

260

108.653

261

107.9411

262

108.5265

263

107.92

264

107.6258

265

106.9818

266

106.0337

267

106.5397

268

106.2629

269

106.0922

270

105.9672

271

106.0996

272

106.4254

273

106.113

274

104.8513

275

103.9832

276

102.6045

277

103.0107

278

103.0719

279

103.1779

280

102.659

281

102.9118

282

102.8589

283

103.0909

284

103.0572

285

103.7155

286

103.6278

287

103.025

288

103.1927

289

104.6226

290

103.9978

291

103.408

292

102.5862

293

103.1957

294

103.2392

295

104.3902

296

104.5381

297

103.7857

298

103.5245

299

104.0676

300

104.2637

301

103.3652

302

103.0534

303

103.4483

304

103.465

305

104.0711

306

103.9572

307

104.2899

308

105.1178

309

104.7311

310

104.5754

311

104.4425

312

104.9919

313

104.547

314

105.6129

315

105.0375

316

105.5485

317

106.1529

318

105.8014

319

107.2143

320

107.505

321

107.7143

322

108.225

323

107.1191

324

107.9304

325

107.9546

326

107.8002

327

108.0132

328

107.983

329

107.8565

330

107.3752

331

107.667

332

109.0003

333

109.1327

334

109.5071

335

109.4215

336

109.3516

337

109.8215

338

108.7179

339

109.1313

340

110.2826

341

111.3661

342

111.6926

343

111.4252

344

112.3101

345

112.3081

346

112.555

347

113.8141

348

114.8112

349

113.6664

350

113.2788

351

113.1136

352

113.8773

353

114.1068

354

112.282

355

112.9174

356

113.9165

357

113.9151

358

114.1457

359

114.7386

360

115.0924

361

113.9867

362

112.6937

363

112.887

364

112.4997

365

115.197

366

116.648