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ScenarioSM Study for May 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 32 | 40 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | |
Closed Higher | 9 | 18 | 21 | 25 | 23 | 17 | 19 | 22 | 17 | 19 | 23 | |
Exceeded High | 7 | 14 | 13 | 22 | 14 | 13 | 15 | 16 | 10 | 14 | 17 | |
Scenario Percentage | 78% | 78% | 62% | 88% | 61% | 76% | 79% | 73% | 59% | 74% | 74% | |
Avg Max Increase | 17.90% | 13.11% | 10.12% | 6.15% | 6.79% | 7.41% | 11.06% | 10.74% | 13.73% | 11.72% | 7.70% | |
Max Increase | 50.46% | 40.52% | 29.39% | 16.40% | 17.58% | 20.09% | 51.63% | 42.06% | 45.60% | 42.53% | 16.64% | |
Avg Days To Max Increase | 16 | 20 | 15 | 17 | 14 | 19 | 15 | 17 | 19 | 12 | 7 | |
Avg Max Decline | -0.95% | -1.46% | -1.32% | -1.84% | -2.17% | -2.79% | -3.48% | -1.63% | -2.36% | -3.08% | -1.45% | |
Max Decline | -5.34% | -6.62% | -8.38% | -12.37% | -10.64% | -7.98% | -10.31% | -7.65% | -11.00% | -9.06% | -10.07% | |
Avg Days to Max Decline | 3 | 7 | 9 | 10 | 9 | 12 | 10 | 9 | 12 | 9 | 1 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.