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Correlation Charts

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A sample of our correlation charts can be found here.

Computers compare daily the price behavior of previous years with the current market to date. Any that correlate at a minimum of 84% are listed to the right and included in a composite green pattern. The blue shadow highlites the coming week to better identify the position of the seasonal pattern below. Hovering the mouse over a given link will cause a chart to display, while clicking the link will bring up a new page.

With our correlation charts, not only can you view the pattern of all highly correlationg years with current markets, but you can also examine the Seasonal Pattern charts on the bottom of the full 8 1/2 x 11 charts in PDF format.

Our correlation studies are ran every night immediately after the markets close. Simply click the "PDF Button" (located newar the top of both the Futures and Spread Correlations index pages) amd we will automatically send you an email with the attached PDF file containing ALL current correlation charts. Each file is approximately 1 MB in size.


In addition, the following is an explanation recently published in the Moore Research Center Report which explains the use of our correlation charts.

The charts published on the Internet illustrate the results of running regression analyses to determine the behavior of which past contracts that of the current contract most closely resembles. This pattern correlation is just that. A comparison of the price pattern in the current contract to patterns exhibited by that contract historically.

The theory underlying this analysis of analogous years, or analogous contracts, is that a market which closely follows the trading pattern of a previous year(s) may continue (to one degree or another) to do so because similar fundamental conditions may exist. Thus, the analysis, which is a refinement of seasonal analysis, becomes a search for results with a predictive quality.

This type of analysis lends itself to various applications. For instance, one can compare previous years in which crops were short or those in which the stock market was lower in February than in January.

For each market past contracts whose trading patterns correlate at a minimum of 80% with the current contract are listed in the title with their respective rates. The chart itself consists of the current market (solid-line) overlaid on the composite (dotted-line) of past years listed. The n-day correlation window is the time segment compared.

Can contracts with similar supply/demand fundamentals exhibit similar price behavior? If so, can that pattern project future direction?
Last Updated on Wednesday, 11 January 2012 14:00  

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