|
ScenarioSM Study for March Corn(CBOT) as of Jan 01, 2019 | ||||||||||||
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Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 22 | 23 | 18 | 16 | 21 | 17 | 21 | 16 | 19 | 25 | 25 | |
Exceeded High | 19 | 19 | 15 | 12 | 11 | 16 | 13 | 10 | 16 | 20 | 18 | |
Scenario Percentage | 86% | 83% | 83% | 75% | 52% | 94% | 62% | 63% | 84% | 80% | 72% | |
Avg Max Increase | 13.70% | 12.75% | 16.13% | 13.01% | 8.86% | 11.44% | 8.71% | 8.74% | 8.83% | 6.55% | 2.78% | |
Max Increase | 56.84% | 45.67% | 70.21% | 29.19% | 32.23% | 42.96% | 17.55% | 29.33% | 27.63% | 16.19% | 8.20% | |
Avg Days To Max Increase | 15 | 13 | 12 | 17 | 15 | 16 | 24 | 15 | 17 | 8 | 6 | |
Avg Max Decline | -3.39% | -2.44% | -0.48% | -2.86% | -3.37% | -3.11% | -2.52% | -3.36% | -2.06% | -1.32% | -1.29% | |
Max Decline | -7.89% | -5.76% | -5.30% | -11.73% | -11.20% | -9.57% | -12.56% | -9.73% | -5.89% | -3.09% | -5.01% | |
Avg Days to Max Decline | 12 | 7 | 3 | 6 | 15 | 9 | 10 | 9 | 8 | 5 | 3 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes | Yes |
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