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Yes it happened before.

Here's a list of early Atlantic hurricanes from wikipedia :

Earliest formation
Category Year Storm Date reached
TS 1952 "Groundhog Day" February 2
1 1908 Storm 1 March 6
2 1908 Storm 1 March 7
3 1951 Hurricane Able May 21
4 1957 Hurricane Audrey June 27
5 2005 Hurricane Emily July 17

 (per category 1 to 5)