|
ScenarioSM Study for March Rough Rice(CBOT) as of Jan 01, 2018 | ||||||||||||
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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 | 22 | 25 | 29 | 29 | 30 | 31 | 31 | 31 | 31 | 31 | 31 | |
Closed Higher | 13 | 10 | 11 | 15 | 11 | 16 | 13 | 17 | 13 | 15 | 9 | |
Exceeded High | 8 | 8 | 6 | 12 | 9 | 13 | 8 | 12 | 10 | 8 | 5 | |
Scenario Percentage | 62% | 80% | 55% | 80% | 82% | 81% | 62% | 71% | 77% | 53% | 56% | |
Avg Max Increase | 4.43% | 6.47% | 8.60% | 13.74% | 18.03% | 13.68% | 8.58% | 9.92% | 12.84% | 8.27% | 7.84% | |
Max Increase | 10.44% | 11.03% | 18.05% | 70.33% | 85.48% | 73.40% | 19.52% | 32.41% | 24.77% | 31.92% | 13.50% | |
Avg Days To Max Increase | 17 | 22 | 12 | 19 | 19 | 10 | 9 | 17 | 15 | 12 | 10 | |
Avg Max Decline | -2.36% | -3.54% | -1.06% | -2.91% | -2.61% | -1.11% | -1.86% | -2.41% | -2.14% | -1.28% | -0.33% | |
Max Decline | -6.35% | -11.48% | -3.65% | -8.48% | -6.86% | -5.30% | -6.17% | -10.08% | -6.22% | -4.51% | -1.77% | |
Avg Days to Max Decline | 7 | 18 | 7 | 13 | 8 | 7 | 4 | 7 | 4 | 7 | 4 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | No | Yes | No |
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