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Coffee Arabica (COFFEECMDUSX) Seasonality

Over 2017 to 2025 (9 years of data), COFFEECMDUSX has tended to move long between 13.07 and 20.07, closing higher in 87.5% of those years for an average +2.83% move and an annualized Sharpe of 3.12.

Average seasonal curve

COFFEECMDUSX average seasonal curve, 2017 to 2025
Index	Value
1	100
2	100.3897
3	99.9732
4	99.8459
5	99.4331
6	98.9795
7	99.4818
8	99.4087
9	98.5903
10	97.8068
11	97.3251
12	97.7192
13	97.9207
14	97.7845
15	97.9246
16	97.5409
17	97.7773
18	98.1377
19	98.5501
20	98.0031
21	97.8841
22	98.4328
23	99.0601
24	99.0002
25	99.3581
26	100.4401
27	100.4829
28	99.6155
29	99.0095
30	98.8879
31	100.0334
32	99.8999
33	99.5336
34	98.708
35	98.6417
36	98.6349
37	98.7921
38	99.098
39	99.5877
40	99.6958
41	100.0444
42	99.3725
43	99.9649
44	100.1791
45	100.0552
46	99.9762
47	100.3105
48	100.0885
49	99.8782
50	100.0111
51	99.0403
52	99.5373

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
13.07 → 20.07	Long	87.5%	+2.83%	3.12	8
13.07 → 19.07	Long	87.5%	+2.59%	4.52	8
13.07 → 26.07	Long	75.0%	+5.32%	1.92	8
13.07 → 09.08	Long	75.0%	+5.02%	1.71	8
13.07 → 08.08	Long	75.0%	+5.00%	1.96	8
13.07 → 07.08	Long	75.0%	+4.80%	1.97	8
13.07 → 30.07	Long	75.0%

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