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ScenarioSM Study for May 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 16 | 16 | 21 | 18 | 21 | 14 | 21 | 25 | 25 | 24 | 19 | |
Exceeded High | 13 | 12 | 11 | 16 | 14 | 10 | 18 | 22 | 18 | 23 | 15 | |
Scenario Percentage | 81% | 75% | 52% | 89% | 67% | 71% | 86% | 88% | 72% | 96% | 79% | |
Avg Max Increase | 14.35% | 12.56% | 8.72% | 10.96% | 8.35% | 9.67% | 8.95% | 7.89% | 7.50% | 6.30% | 4.92% | |
Max Increase | 64.95% | 28.32% | 31.72% | 41.11% | 17.13% | 28.57% | 28.07% | 16.47% | 30.76% | 26.04% | 11.46% | |
Avg Days To Max Increase | 11 | 17 | 15 | 16 | 23 | 16 | 18 | 20 | 12 | 7 | 8 | |
Avg Max Decline | -0.67% | -2.65% | -2.90% | -3.04% | -2.27% | -3.22% | -2.29% | -1.73% | -3.60% | -1.76% | -1.58% | |
Max Decline | -4.17% | -10.75% | -10.29% | -9.93% | -12.15% | -8.72% | -9.03% | -5.24% | -16.83% | -10.93% | -5.25% | |
Avg Days to Max Decline | 4 | 6 | 14 | 9 | 10 | 9 | 9 | 12 | 10 | 7 | 2 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.