|
ScenarioSM Study for March Corn(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 | 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 | 17 | 17 | 22 | 18 | 21 | 17 | 20 | 25 | 25 | |
Exceeded High | 19 | 18 | 14 | 13 | 12 | 16 | 13 | 11 | 17 | 20 | 17 | |
Scenario Percentage | 86% | 82% | 82% | 76% | 55% | 89% | 62% | 65% | 85% | 80% | 68% | |
Avg Max Increase | 13.70% | 13.11% | 16.84% | 13.30% | 8.94% | 11.44% | 8.71% | 9.27% | 9.12% | 6.62% | 2.72% | |
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 | 15 | 13 | 12 | 17 | 15 | 16 | 24 | 15 | 17 | 9 | 6 | |
Avg Max Decline | -3.39% | -2.35% | -0.55% | -2.71% | -3.05% | -3.11% | -2.52% | -2.92% | -2.18% | -1.65% | -1.32% | |
Max Decline | -7.89% | -5.76% | -5.30% | -11.73% | -11.20% | -9.57% | -12.56% | -9.73% | -5.89% | -8.05% | -5.01% | |
Avg Days to Max Decline | 12 | 6 | 3 | 6 | 14 | 9 | 10 | 8 | 10 | 5 | 3 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | No | Yes | Yes | Not Yet |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |