When I first got to the KCBT floor, there was often a mention in a humorous way about a legend called the Voice from the Tomb. Although I wonder about it's validity of origins and have yet to see a proper vetting of long term results, it's worth mentioning as really the only floor trading legend of it's kind. (Although KC guys might still believe in the 12:20 rally)
The story is based upon a successful CBOT grain trader who died and left instructions in his will on when to buy and sell grains for his wife and kids. Different versions exist that he donated his money to charity and the only inheritance his dependents got were these buy/sell dates or what I feel is more likely that he just wanted to keep a winning strategy going after he died. The dates are basically a seasonal pattern which used to be a lot more popular in the commodities markets but aren't as key a strategy anymore.
FWIW, here are the widely known dates which the Voice is based upon and I found it pretty funny that a grain guy at the KCBT even had them printed on the back of his business card.
January 10 - Sell March wheat
February 22 – Buy May wheat
May 10 - Sell July wheat
July 1 - Buy September wheat
September 10 – Sell December wheat
November 28 – Buy March wheat
March 1 - Buy May corn
May 10 - Sell July corn
June 25 - Buy September corn
August 10 - Sell December corn