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 | 8_Yr 89.45 |
4_Yr 74.24 |
4_Yr 84.59 |
6_Yr 64.47 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 8_Yr 67.71 |
4_Yr 70.47 |
4_Yr 79.76 |
6_Yr 63.93 |
Wheat
| This Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 2_Yr 64.97 |
3_Yr 54.05 |
4_Yr 82.56 |
10_Yr 86.44 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 3_Yr 42.53 |
4_Yr 74.20 |
4_Yr 89.69 |
10_Yr 85.62 |
Corn
| This Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 9_Yr 73.81 |
8_Yr 80.42 |
3_Yr 82.53 |
3_Yr 80.70 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 8_Yr 69.72 |
8_Yr 70.03 |
3_Yr 82.70 |
3_Yr 70.52 |