|
ScenarioSM Study for July Rough Rice(CBOT) as of Jan 01, 2018 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 17 | 23 | 24 | 27 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | |
Closed Higher | 9 | 13 | 10 | 16 | 12 | 11 | 9 | 13 | 15 | 12 | 10 | |
Exceeded High | 7 | 8 | 7 | 9 | 9 | 7 | 9 | 10 | 9 | 10 | 7 | |
Scenario Percentage | 78% | 62% | 70% | 56% | 75% | 64% | 100% | 77% | 60% | 83% | 70% | |
Avg Max Increase | 8.77% | 6.75% | 7.01% | 8.41% | 10.94% | 9.34% | 15.06% | 14.81% | 10.53% | 8.38% | 4.80% | |
Max Increase | 26.96% | 17.78% | 13.31% | 17.80% | 24.41% | 33.38% | 40.53% | 30.64% | 24.53% | 22.37% | 9.55% | |
Avg Days To Max Increase | 20 | 11 | 11 | 16 | 16 | 17 | 21 | 20 | 10 | 12 | 14 | |
Avg Max Decline | -2.02% | -0.68% | -1.55% | -0.65% | -2.58% | -1.43% | -2.62% | -2.62% | -2.68% | -1.95% | -0.92% | |
Max Decline | -6.01% | -5.05% | -5.11% | -1.57% | -11.53% | -2.98% | -10.82% | -7.78% | -6.82% | -13.01% | -3.96% | |
Avg Days to Max Decline | 9 | 6 | 6 | 5 | 10 | 9 | 6 | 10 | 4 | 7 | 1 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | Yes | Yes |
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