|
ScenarioSM Study for September Wheat(KCBT) as of Jan 01, 2019 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 36 | 40 | 41 | 42 | 42 | 42 | 42 | 43 | 43 | 43 | 43 | |
Closed Higher | 21 | 15 | 21 | 23 | 18 | 17 | 19 | 20 | 16 | 19 | 23 | |
Exceeded High | 14 | 9 | 18 | 19 | 10 | 15 | 15 | 12 | 9 | 13 | 13 | |
Scenario Percentage | 67% | 60% | 86% | 83% | 56% | 88% | 79% | 60% | 56% | 68% | 57% | |
Avg Max Increase | 7.80% | 9.23% | 11.03% | 9.73% | 13.80% | 10.78% | 14.56% | 17.35% | 19.92% | 13.88% | 5.40% | |
Max Increase | 23.49% | 25.57% | 58.54% | 36.91% | 40.83% | 36.57% | 42.84% | 38.40% | 65.88% | 38.95% | 21.22% | |
Avg Days To Max Increase | 17 | 19 | 16 | 16 | 16 | 14 | 16 | 17 | 17 | 14 | 7 | |
Avg Max Decline | -2.33% | -2.64% | -2.39% | -1.07% | -2.75% | -2.22% | -2.33% | -2.18% | -1.42% | -1.87% | -0.10% | |
Max Decline | -9.41% | -7.20% | -8.32% | -5.19% | -10.33% | -6.74% | -10.29% | -6.19% | -8.46% | -6.59% | -1.27% | |
Avg Days to Max Decline | 13 | 17 | 7 | 7 | 12 | 9 | 5 | 6 | 5 | 6 | 2 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | No | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.