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 | 9_Yr 48.74 |
4_Yr 52.25 |
2_Yr 49.34 |
2_Yr 78.56 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 5_Yr 29.39 |
4_Yr 50.02 |
2_Yr 54.75 |
2_Yr 76.60 |
Wheat
| This Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 7_Yr 48.86 |
4_Yr 88.57 |
4_Yr 78.57 |
10_Yr 78.03 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 9_Yr 22.71 |
4_Yr 88.45 |
10_Yr 77.85 |
7_Yr 68.35 |
Corn
| This Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 9_Yr 80.98 |
4_Yr 62.68 |
4_Yr 47.28 |
2_Yr 10.49 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 9_Yr 72.66 |
4_Yr 73.80 |
3_Yr 50.67 |
2_Yr 9.01 |