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ScenarioSM Study for March Corn(CBOT) as of Jun 08, 2020 | ||||||||||||
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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 | 16 | 15 | 21 | 16 | 22 | 16 | 19 | 25 | 24 | |
Exceeded High | 19 | 19 | 13 | 10 | 11 | 15 | 13 | 9 | 16 | 19 | 18 | |
Scenario Percentage | 86% | 83% | 81% | 67% | 52% | 94% | 59% | 56% | 84% | 76% | 75% | |
Avg Max Increase | 12.09% | 11.10% | 10.47% | 12.50% | 8.86% | 11.46% | 8.71% | 8.07% | 7.20% | 6.06% | 2.63% | |
Max Increase | 56.84% | 45.67% | 31.26% | 29.19% | 32.23% | 42.96% | 17.55% | 29.33% | 19.43% | 16.19% | 8.20% | |
Avg Days To Max Increase | 16 | 13 | 10 | 17 | 15 | 16 | 24 | 14 | 17 | 7 | 5 | |
Avg Max Decline | -3.38% | -2.44% | -0.58% | -1.86% | -3.37% | -2.73% | -2.52% | -3.63% | -2.23% | -1.25% | -1.21% | |
Max Decline | -7.89% | -5.76% | -5.30% | -6.62% | -11.20% | -9.57% | -12.56% | -9.73% | -5.89% | -3.09% | -5.01% | |
Avg Days to Max Decline | 12 | 6 | 3 | 4 | 15 | 8 | 10 | 9 | 9 | 5 | 2 | |
2020 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.