|
ScenarioSM Study for March Corn(CBOT) as of Jan 01, 2016 | ||||||||||||
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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 | 22 | 22 | 18 | 17 | 23 | 16 | 21 | 18 | 21 | 23 | 24 | |
Exceeded High | 19 | 18 | 14 | 13 | 13 | 14 | 14 | 11 | 17 | 18 | 17 | |
Scenario Percentage | 86% | 82% | 78% | 76% | 57% | 88% | 67% | 61% | 81% | 78% | 71% | |
Avg Max Increase | 13.65% | 13.21% | 17.78% | 13.30% | 8.55% | 12.41% | 8.36% | 9.27% | 8.73% | 6.94% | 2.61% | |
Max Increase | 56.84% | 45.67% | 70.21% | 29.19% | 32.23% | 42.96% | 17.55% | 29.33% | 27.63% | 16.19% | 8.20% | |
Avg Days To Max Increase | 16 | 13 | 12 | 17 | 15 | 16 | 24 | 15 | 17 | 9 | 5 | |
Avg Max Decline | -3.26% | -2.43% | -0.83% | -2.71% | -3.05% | -3.44% | -2.47% | -2.92% | -2.17% | -1.74% | -1.25% | |
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 | 12 | 6 | 5 | 6 | 13 | 9 | 11 | 8 | 10 | 6 | 2 | |
2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | No | Yes | No | Not Yet |
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