abs(R) Research Publishes Commodity Futures Seasonal Charts

The ABSR commodity seasonal charts illustrate the historical seasonal return and return frequency biases as observed since 1997. The study focuses exclusively on futures contracts and includes the 16 commodity contracts that make up the ABSR Rotation Rebalanced Commodity Index. The study includes both raw “unadjusted”  data as well as data beta adjusted for the returns of the commodity complex as a whole. Click here for charts.