Each Wednesday this article will be updated with the current seasonal study using CQG's Seasonal analysis applied to the Soybean, Wheat and Corn markets. You can download the CQG pac providing the studies and charts here. In addition, the seasonal data lines can be pulled into Excel using RTD formulas.
Below each chart are two tables. The first table is the highest correlation of the current market data to the seasonal year using a 20-day, 50-day, 100-day and the 200-day lookback periods. The second table is the previous week's data. Seasonal analysis is about price direction or the trend.
Soybeans
| This Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 2_Yr 38.88 |
1_Yr 75.15 |
2_Yr 84.34 |
4_Yr 53.72 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 7_Yr 76.49 |
1_Yr 74.61 |
2_Yr 77.28 |
4_Yr 56.07 |
Wheat
| This Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 5_Yr 69.43 |
9_Yr 31.21 |
7_Yr 84.46 |
6_Yr 82.45 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 5_Yr 60.61 |
1_Yr 60.33 |
5_Yr 82.70 |
6_Yr 83.31 |
Corn
| This Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 10_Yr 65.27 |
2_Yr 69.87 |
5_Yr 66.29 |
4_Yr 58.21 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 10_Yr 90.95 |
2_Yr 62.75 |
5_Yr 68.92 |
4_Yr 60.81 |