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 94.67 |
4_Yr 71.06 |
4_Yr 61.13 |
1_Yr 86.25 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 4_Yr 66.38 |
4_Yr 80.45 |
4_Yr 69.78 |
1_Yr 87.07 |
Wheat
| This Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 3_Yr 55.28 |
6_Yr 95.23 |
6_Yr 84.22 |
4_Yr 53.85 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 8_Yr 66.52 |
8_Yr 93.80 |
6_Yr 81.20 |
4_Yr 64.30 |
Corn
| This Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 4_Yr 28.14 |
6_Yr 94.29 |
8_Yr 86.26 |
1_Yr 76.31 |
| Last Week's Data | ||||
| Correlation Lookback (Days) | 20 | 50 | 100 | 200 |
| Seasonal Year Back with the Highest Correlation | 8_Yr 57.60 |
6_Yr 93.06 |
8_Yr 82.29 |
1_Yr 78.70 |