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ScenarioSM Study for March Wheat(KCBT) 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 | 36 | 41 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | |
Closed Higher | 17 | 20 | 14 | 21 | 21 | 26 | 24 | 19 | 20 | 20 | 19 | |
Exceeded High | 13 | 12 | 10 | 16 | 13 | 23 | 12 | 15 | 14 | 14 | 12 | |
Scenario Percentage | 76% | 60% | 71% | 76% | 62% | 88% | 50% | 79% | 70% | 70% | 63% | |
Avg Max Increase | 11.10% | 15.25% | 16.43% | 13.34% | 11.08% | 6.54% | 8.82% | 6.74% | 10.93% | 10.30% | 3.72% | |
Max Increase | 28.55% | 32.89% | 59.08% | 44.59% | 30.20% | 15.65% | 19.00% | 19.78% | 51.59% | 43.16% | 9.90% | |
Avg Days To Max Increase | 15 | 16 | 13 | 19 | 15 | 17 | 16 | 17 | 15 | 11 | 9 | |
Avg Max Decline | -1.86% | -1.86% | -1.75% | -2.07% | -1.22% | -1.59% | -2.61% | -2.16% | -3.23% | -1.22% | -0.65% | |
Max Decline | -9.33% | -5.63% | -6.34% | -7.25% | -5.41% | -5.38% | -10.93% | -4.61% | -9.31% | -3.76% | -4.89% | |
Avg Days to Max Decline | 5 | 6 | 5 | 6 | 6 | 5 | 10 | 13 | 8 | 4 | 3 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | No | Yes | Yes |
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