Modelling hedging strategies

I am a farmer with corn to sell.

I have the daily spot price data for the past 10 years for the physical asset (corn) and the futures prices for the financial asset (corn futures).

I want to model 3 different strategies, an Optimal hedging strategy, a strategy with only futures and one with only spot.

I can work out the optimal hedge ratio from the correlation coefficient and the std. for the spot and futures prices.

But what I struggle with is to choose the right time period. - I want to predict the future.

Do I use the full 10 years of data?

Do I use each individual year and find a mean optimal hedge ration based on an average?

Do I value more recent years higher? Do I exclude certain years when the market was volatile due to for example a drought or policy change?

The price movements appear to be cyclical. At harvest in september, when supply is high the prices are on average 5% lower than the rest of the year.