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ScenarioSM Study for March Oats(CBOT) as of Sep 16, 2022 | ||||||||||||
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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 | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 20 | 16 | 18 | 20 | 22 | 24 | 29 | 20 | 20 | 19 | 17 | |
Exceeded High | 14 | 14 | 13 | 15 | 16 | 22 | 20 | 11 | 12 | 13 | 13 | |
Scenario Percentage | 70% | 88% | 72% | 75% | 73% | 92% | 69% | 55% | 60% | 68% | 76% | |
Avg Max Increase | 15.94% | 18.14% | 14.50% | 12.53% | 12.91% | 14.48% | 12.47% | 8.87% | 15.58% | 15.95% | 6.33% | |
Max Increase | 106.02% | 87.15% | 31.88% | 30.70% | 40.98% | 38.56% | 22.99% | 28.96% | 50.46% | 38.94% | 14.74% | |
Avg Days To Max Increase | 16 | 17 | 15 | 18 | 16 | 16 | 17 | 9 | 15 | 9 | 9 | |
Avg Max Decline | -2.03% | -3.02% | -0.57% | -4.60% | -2.78% | -2.33% | -1.56% | -1.93% | -2.41% | -1.31% | -1.50% | |
Max Decline | -7.25% | -8.45% | -5.32% | -8.31% | -9.36% | -8.31% | -8.64% | -6.60% | -6.47% | -6.73% | -9.11% | |
Avg Days to Max Decline | 11 | 6 | 5 | 8 | 8 | 5 | 9 | 3 | 9 | 3 | 3 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | No | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.