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 | 5_Yr 29.39 |
4_Yr 50.02 |
2_Yr 54.75 |
2_Yr 76.60 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 6_Yr 78.68 |
6_Yr 63.49 |
2_Yr 56.85 |
2_Yr 68.97 |
Wheat
| This 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 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 6_Yr 26.81 |
4_Yr 85.00 |
10_Yr 78.68 |
7_Yr 64.22 |
Corn
| This 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 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 4_Yr 80.11 |
4_Yr 90.99 |
3_Yr 61.50 |
6_Yr 29.82 |