|
ScenarioSM Study for May 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 15 | 17 | 23 | 17 | 21 | 16 | 23 | 22 | 24 | 24 | 18 | |
Exceeded High | 12 | 13 | 13 | 14 | 15 | 11 | 19 | 19 | 17 | 23 | 15 | |
Scenario Percentage | 80% | 76% | 57% | 82% | 71% | 69% | 83% | 86% | 71% | 96% | 83% | |
Avg Max Increase | 15.13% | 12.84% | 8.38% | 11.88% | 8.02% | 10.05% | 8.65% | 8.45% | 7.73% | 6.22% | 6.11% | |
Max Increase | 64.95% | 28.32% | 31.72% | 41.11% | 17.13% | 28.57% | 28.07% | 16.47% | 30.76% | 26.04% | 19.70% | |
Avg Days To Max Increase | 10 | 17 | 15 | 16 | 23 | 16 | 18 | 22 | 11 | 7 | 8 | |
Avg Max Decline | -0.56% | -2.51% | -2.69% | -3.36% | -2.24% | -2.85% | -2.43% | -1.84% | -3.62% | -1.60% | -1.45% | |
Max Decline | -4.17% | -10.75% | -10.29% | -9.93% | -12.15% | -8.72% | -9.03% | -5.24% | -16.83% | -10.93% | -5.25% | |
Avg Days to Max Decline | 4 | 6 | 12 | 10 | 11 | 8 | 11 | 13 | 9 | 7 | 2 | |
2015 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | No | No |
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