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 | 6_Yr 94.33 | 6_Yr 90.84 | 6_Yr 72.37 | 5_Yr 56.51 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 6_Yr 95.16 | 6_Yr 87.94 | 6_Yr 60.27 | 5_Yr 61.96 |
Wheat
| This Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 6_Yr 82.95 | 6_Yr 68.59 | 6_Yr 50.06 | 5_Yr 68.76 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 6_Yr 84.58 | 6_Yr 69.53 | 5_Yr 43.58 | 5_Yr 68.51 |
Corn
| This Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 6_Yr 90.02 | 4_Yr 69.95 | 4_Yr 20.54 | 4_Yr 32.69 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 6_Yr 93.34 | 4_Yr 33.24 | 4_Yr 23.08 | 4_Yr 32.48 |