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 | 1_Yr 51.99 |
1_Yr 76.54 |
2_Yr 90.42 |
4_Yr 51.00 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 1_Yr 66.06 |
1_Yr 75.33 |
2_Yr 89.76 |
4_Yr 51.19 |
Wheat
| This Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 5_Yr 69.19 |
5_Yr 36.53 |
7_Yr 83.70 |
9_Yr 79.79 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 5_Yr 83.29 |
5_Yr 39.33 |
7_Yr 84.43 |
6_Yr 80.93 |
Corn
| This Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 4_Yr 20.26 |
2_Yr 71.95 |
3_Yr 66.23 |
6_Yr 53.89 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 2_Yr 39.68 |
2_Yr 76.23 |
3_Yr 68.03 |
6_Yr 55.29 |