Selection indices are good for classification because they consider several evaluated traits simultaneously to identify superior cultivars with a combination of the traits of interest. Adaptability/stability methods enable determining contributions to the genotype-by-environment (G × E) interaction and the risk associated with each cultivar. This study used a univariate and multivariate strategy to identify commercial soybean cultivars that presented both precocity and good productive performance and studied the G × E interaction considering all cultivars both simultaneously and by maturation groups. The experiments were conducted in the agricultural years 2014/15 and 2015/16 in seven distinct environments in southern Minas Gerais State, Brazil, considering a combination of locations and seasons. A randomized complete block design was used, and the treatments included 35 commercial soybean cultivars. In the univariate analysis, were evaluate several traits. Selection indices were calculated considering yield, harvest index, plant height, first pod insertion height and absolute maturation. The selection strategy efficiencies were quantified using the coincidence index. Each cultivar’s contribution to the G × E interaction and associated risk were determined using the ecovalence and confidence index methods, respectively. The results showed that the NS 7000 IPRO and NS 7209 IPRO cultivars were the most productive. The NS 7000 IPRO cultivar, although obtaining a good yield, contributed greatly to the G × E interaction when considering the maturation groups. The low coincidence in ranking the strategies indicates that more than one agronomic trait should be used to classify the superior cultivars.