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ScenarioSM Study for May Corn(CBOT) as of Jan 21, 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 16 | 14 | 21 | 17 | 23 | 15 | 22 | 25 | 23 | 24 | 19 | |
Exceeded High | 13 | 10 | 12 | 16 | 16 | 10 | 19 | 22 | 18 | 23 | 15 | |
Scenario Percentage | 81% | 71% | 57% | 94% | 70% | 67% | 86% | 88% | 78% | 96% | 79% | |
Avg Max Increase | 9.61% | 10.23% | 9.08% | 11.01% | 8.74% | 11.13% | 8.02% | 7.43% | 7.50% | 7.77% | 4.71% | |
Max Increase | 29.37% | 28.32% | 31.72% | 41.11% | 19.40% | 29.08% | 19.39% | 16.47% | 30.76% | 37.35% | 10.38% | |
Avg Days To Max Increase | 12 | 15 | 16 | 17 | 23 | 16 | 17 | 19 | 12 | 7 | 7 | |
Avg Max Decline | -1.11% | -1.98% | -2.80% | -2.40% | -2.09% | -3.31% | -2.33% | -1.71% | -3.60% | -1.86% | -1.73% | |
Max Decline | -7.55% | -6.51% | -10.29% | -9.20% | -12.15% | -8.72% | -9.03% | -5.24% | -16.83% | -10.93% | -5.25% | |
Avg Days to Max Decline | 6 | 4 | 13 | 8 | 9 | 9 | 9 | 12 | 10 | 8 | 2 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.