Interesting, I never really believed in seasonal trades but there seems to be quite a few opportunities.
Quick dumb question..... why don't you backtest that since 1950 ? Surely you can find basic futures since at least 1980, that'd give you 35 years instead of 15, quite a bit more data to build your idea on....
Fundamentals changed significantly since 1950, and so did seasonals. A simple example:
1950 there were not many exports of soybeans from Brazil , and seasonals were determinded more or less only by the crop cycle in the US. Today Brazil is a large exporter. Seasonals for soybeans now include the South American crop cycle, which obviously is different from the North American one.
Similar changes exist for many commodities. Thus, it makes sense to limit the number of years in backtests for seasonals.
Best regards, Myrrdin
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