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ScenarioSM Study for July Wheat(CBOT) as of Dec 31, 2010 | ||||||||||||
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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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 37 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 20 | 26 | 27 | 23 | 22 | 19 | 17 | 17 | 20 | 21 | 16 | |
Exceeded High | 15 | 19 | 20 | 16 | 16 | 16 | 12 | 12 | 16 | 13 | 7 | |
Scenario Percentage | 75% | 73% | 74% | 70% | 73% | 84% | 71% | 71% | 80% | 62% | 44% | |
Avg Max Increase | 7.97% | 7.13% | 7.14% | 10.27% | 12.27% | 10.45% | 11.41% | 10.79% | 14.69% | 13.47% | 7.48% | |
Max Increase | 19.84% | 13.66% | 30.19% | 28.79% | 63.12% | 45.71% | 37.07% | 35.10% | 39.86% | 32.52% | 15.49% | |
Avg Days To Max Increase | 17 | 14 | 17 | 17 | 16 | 17 | 17 | 16 | 15 | 13 | 9 | |
Avg Max Decline | -3.47% | -2.05% | -1.49% | -2.93% | -2.46% | -2.31% | -4.50% | -3.22% | -2.28% | -1.62% | -1.49% | |
Max Decline | -7.47% | -7.27% | -4.45% | -15.44% | -9.19% | -8.18% | -14.54% | -7.75% | -9.71% | -6.71% | -3.08% | |
Avg Days to Max Decline | 11 | 10 | 11 | 10 | 10 | 11 | 11 | 11 | 6 | 5 | 1 | |
2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.