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ScenarioSM Study for March Oats(CBOT) as of Oct 20, 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 | 38 | 43 | 43 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 18 | 13 | 16 | 20 | 21 | 23 | 27 | 19 | 20 | 19 | 17 | |
Exceeded High | 12 | 11 | 12 | 15 | 14 | 20 | 17 | 12 | 12 | 13 | 13 | |
Scenario Percentage | 67% | 85% | 75% | 75% | 67% | 87% | 63% | 63% | 60% | 68% | 76% | |
Avg Max Increase | 16.69% | 20.32% | 13.05% | 11.31% | 11.05% | 12.97% | 12.00% | 8.40% | 16.22% | 15.44% | 6.15% | |
Max Increase | 106.02% | 87.15% | 23.03% | 27.66% | 29.72% | 38.56% | 22.99% | 28.96% | 50.46% | 38.94% | 14.74% | |
Avg Days To Max Increase | 16 | 16 | 14 | 18 | 15 | 15 | 15 | 9 | 15 | 9 | 9 | |
Avg Max Decline | -1.70% | -2.50% | -0.17% | -4.52% | -2.84% | -2.62% | -1.53% | -1.78% | -2.01% | -1.23% | -1.11% | |
Max Decline | -7.25% | -8.45% | -3.13% | -8.31% | -9.36% | -8.31% | -8.64% | -6.60% | -6.47% | -6.73% | -9.11% | |
Avg Days to Max Decline | 11 | 4 | 5 | 8 | 9 | 6 | 7 | 3 | 8 | 3 | 3 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | No | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.