|
ScenarioSM Study for May Corn(CBOT) as of May 17, 2024 | ||||||||||||
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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 | 16 | 21 | 17 | 24 | 14 | 23 | 24 | 22 | 25 | 19 | |
Exceeded High | 12 | 11 | 12 | 16 | 16 | 10 | 20 | 21 | 18 | 24 | 14 | |
Scenario Percentage | 75% | 69% | 57% | 94% | 67% | 71% | 87% | 88% | 82% | 96% | 74% | |
Avg Max Increase | 9.79% | 10.35% | 8.91% | 10.90% | 8.88% | 11.13% | 8.53% | 8.25% | 8.30% | 7.79% | 4.82% | |
Max Increase | 29.37% | 28.32% | 31.72% | 41.11% | 19.40% | 29.08% | 20.38% | 25.34% | 30.76% | 37.62% | 11.46% | |
Avg Days To Max Increase | 13 | 16 | 16 | 16 | 23 | 16 | 18 | 18 | 12 | 9 | 8 | |
Avg Max Decline | -1.14% | -2.24% | -2.99% | -2.68% | -2.28% | -3.31% | -2.45% | -1.84% | -3.49% | -2.09% | -1.98% | |
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 | 7 | 4 | 13 | 7 | 9 | 9 | 9 | 11 | 9 | 7 | 3 | |
2024 Contract Condition | Yes | Yes | Yes | |||||||||
Action | No | No | Yes |
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