CBOT Corn futures (ZC1!) show a strong seasonal edge on the first business day of the month. Backtest from 14.01.1970–13.03.2026 reveals ROI 2,374.83% with profit factor 1.96, Sharpe 3.65 and a 60.24% win rate across 674 trades. The average gain per trade is 0.50% with very low volatility (2.19), making it one of the strongest day-of-month patterns in corn futures. Explore the full breakdown and see how this first-business-day effect compares to other trading days in ZC1!.
Over an empirical backtest sample comprising 681 audited executions, this model achieved a cumulative net return of +2,157.0% (+5.6% compound annual growth rate). Trade execution efficiency registered a 60.1% win rate (demonstrating robust directional accuracy), paired with a solid profit factor of 1.91. Downside risk analysis records a maximum historical drawdown of -65.1% (elevated drawdown risk during market contractions requiring disciplined margin management), while current drawdown stands at -38.3% from recent peak equity. Risk metrics reflect an annualized Sharpe ratio of 3.50 (exceptional risk-adjusted alpha) alongside an R² statistical fit score of 0.79 (79% consistency, indicating high equity curve linearity with controlled dispersion).
Historical return drift exhibits negative expectancy or elevated drawdown during the tested interval; macro trend filters are recommended.
