Another 3-sigma move in Corn

The arrows in the 30 year chart below (plotted on a monthly basis) shows Corn’s various moments when it has traded 3 standard deviations above its mean.

Such extremes are more interesting and mean reversion is more relevant when a commodity is seasonal and replenishes.

April 30, 2021
by Rob Zdravevski
rob@karriasset.com.au

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