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ScenarioSM Study for March Corn(CBOT) as of Sep 16, 2022 | ||||||||||||
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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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 22 | 22 | 17 | 14 | 20 | 18 | 24 | 17 | 20 | 26 | 24 | |
Exceeded High | 19 | 18 | 13 | 9 | 11 | 17 | 15 | 10 | 17 | 21 | 19 | |
Scenario Percentage | 86% | 82% | 76% | 64% | 55% | 94% | 63% | 59% | 85% | 81% | 79% | |
Avg Max Increase | 12.13% | 11.19% | 10.13% | 11.81% | 9.56% | 11.45% | 9.39% | 10.26% | 8.91% | 7.15% | 3.41% | |
Max Increase | 56.84% | 45.67% | 31.26% | 29.19% | 32.23% | 42.96% | 20.46% | 29.99% | 21.15% | 27.80% | 14.70% | |
Avg Days To Max Increase | 16 | 13 | 10 | 16 | 17 | 17 | 25 | 15 | 17 | 7 | 6 | |
Avg Max Decline | -3.43% | -2.53% | -0.54% | -2.04% | -3.53% | -2.74% | -2.50% | -3.54% | -2.18% | -1.34% | -1.20% | |
Max Decline | -7.89% | -5.76% | -5.30% | -6.62% | -11.20% | -9.57% | -12.56% | -9.73% | -5.89% | -3.09% | -5.01% | |
Avg Days to Max Decline | 12 | 6 | 3 | 5 | 15 | 8 | 10 | 8 | 8 | 5 | 2 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | No | Yes | Yes | Yes | Yes | Yes |
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