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ScenarioSM Study for March Corn(CBOT) as of Jan 01, 2014 | ||||||||||||
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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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 23 | 19 | 17 | 23 | 16 | 22 | 19 | 20 | 22 | 23 | |
Exceeded High | 19 | 19 | 15 | 13 | 14 | 14 | 14 | 11 | 17 | 17 | 16 | |
Scenario Percentage | 90% | 83% | 79% | 76% | 61% | 88% | 64% | 58% | 85% | 77% | 70% | |
Avg Max Increase | 13.77% | 12.70% | 16.79% | 13.30% | 8.21% | 12.41% | 8.30% | 9.27% | 8.73% | 6.60% | 2.38% | |
Max Increase | 56.84% | 45.67% | 70.21% | 29.19% | 32.23% | 42.96% | 17.55% | 29.33% | 27.63% | 16.19% | 5.81% | |
Avg Days To Max Increase | 17 | 13 | 12 | 17 | 15 | 16 | 23 | 15 | 17 | 9 | 6 | |
Avg Max Decline | -2.90% | -2.41% | -0.83% | -2.71% | -2.94% | -3.44% | -2.20% | -2.92% | -2.17% | -1.83% | -1.40% | |
Max Decline | -7.89% | -5.76% | -6.16% | -11.73% | -11.20% | -9.57% | -12.56% | -9.73% | -5.89% | -8.05% | -5.01% | |
Avg Days to Max Decline | 11 | 7 | 5 | 6 | 13 | 9 | 10 | 8 | 10 | 6 | 3 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.