Corn Futures Seasonality — First Business Day Edge (1970–2026 CBOT Backtest)

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!.