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ScenarioSM Study for March Corn(CBOT) as of Aug 18, 2023 | ||||||||||||
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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 | 23 | 22 | 17 | 14 | 21 | 18 | 24 | 16 | 21 | 26 | 24 | |
Exceeded High | 20 | 18 | 13 | 9 | 12 | 17 | 14 | 10 | 18 | 20 | 19 | |
Scenario Percentage | 87% | 82% | 76% | 64% | 57% | 94% | 58% | 63% | 86% | 77% | 79% | |
Avg Max Increase | 11.62% | 11.19% | 10.13% | 11.81% | 9.20% | 11.07% | 9.70% | 10.26% | 8.50% | 7.28% | 3.41% | |
Max Increase | 56.84% | 45.67% | 31.26% | 29.19% | 32.23% | 42.96% | 20.46% | 29.99% | 21.15% | 27.80% | 14.70% | |
Avg Days To Max Increase | 16 | 13 | 10 | 16 | 16 | 17 | 25 | 15 | 17 | 7 | 6 | |
Avg Max Decline | -3.57% | -2.53% | -0.54% | -2.04% | -3.44% | -2.75% | -2.68% | -3.54% | -2.31% | -1.36% | -1.20% | |
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 | 11 | 6 | 3 | 5 | 14 | 8 | 10 | 8 | 8 | 4 | 2 | |
2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | No | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.