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 | 4_Yr 89.57 |
4_Yr 61.45 |
4_Yr 50.10 |
2_Yr 69.51 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 4_Yr 80.50 |
4_Yr 47.55 |
6_Yr 25.97 |
2_Yr 76.92 |
Wheat
| This Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 4_Yr 81.92 |
4_Yr 78.02 |
4_Yr 89.11 |
10_Yr 86.94 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 4_Yr 70.77 |
4_Yr 84.07 |
4_Yr 87.78 |
10_Yr 87.00 |
Corn
| This Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 8_Yr 74.47 |
9_Yr 19.62 |
4_Yr 44.22 |
6_Yr 7.58 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 7_Yr 49.34 |
7_Yr 38.69 |
4_Yr 32.68 |
2_Yr 5.51 |