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ScenarioSM Study for December Oats(CBOT) as of Jun 08, 2020 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 40 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 15 | 18 | 20 | 26 | 18 | 16 | 21 | 22 | 25 | 24 | 21 | |
Exceeded High | 10 | 12 | 18 | 16 | 15 | 12 | 15 | 15 | 21 | 15 | 10 | |
Scenario Percentage | 67% | 67% | 90% | 62% | 83% | 75% | 71% | 68% | 84% | 63% | 48% | |
Avg Max Increase | 10.36% | 9.28% | 9.77% | 19.67% | 20.82% | 14.18% | 12.81% | 12.94% | 16.84% | 13.54% | 4.49% | |
Max Increase | 32.94% | 30.42% | 24.73% | 124.03% | 100.39% | 22.60% | 29.75% | 40.25% | 35.52% | 26.13% | 15.95% | |
Avg Days To Max Increase | 15 | 18 | 16 | 16 | 15 | 14 | 17 | 17 | 17 | 11 | 6 | |
Avg Max Decline | -1.68% | -3.30% | -1.73% | -1.90% | -2.91% | -1.63% | -5.04% | -3.02% | -2.46% | -2.22% | -1.83% | |
Max Decline | -6.32% | -12.05% | -7.08% | -6.64% | -9.23% | -5.03% | -9.14% | -10.22% | -7.59% | -9.51% | -6.62% | |
Avg Days to Max Decline | 9 | 9 | 10 | 9 | 4 | 4 | 8 | 11 | 6 | 8 | 2 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | No | Yes | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.