|
ScenarioSM Study for July Corn(CBOT) as of Dec 31, 2010 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 40 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 20 | 16 | 22 | 22 | 24 | 20 | 23 | 23 | 16 | 23 | 17 | |
Exceeded High | 13 | 14 | 14 | 13 | 18 | 16 | 17 | 21 | 14 | 16 | 11 | |
Scenario Percentage | 65% | 88% | 64% | 59% | 75% | 80% | 74% | 91% | 88% | 70% | 65% | |
Avg Max Increase | 6.06% | 10.01% | 7.84% | 9.50% | 7.87% | 8.69% | 6.89% | 7.14% | 12.65% | 11.91% | 6.47% | |
Max Increase | 10.89% | 38.35% | 16.30% | 28.80% | 28.71% | 16.78% | 26.54% | 30.33% | 51.63% | 60.09% | 9.79% | |
Avg Days To Max Increase | 14 | 15 | 21 | 14 | 17 | 22 | 11 | 13 | 19 | 11 | 8 | |
Avg Max Decline | -2.57% | -2.58% | -1.39% | -2.46% | -1.96% | -1.89% | -2.79% | -2.18% | -2.48% | -3.02% | -0.08% | |
Max Decline | -9.08% | -8.83% | -3.62% | -8.20% | -8.20% | -4.31% | -9.29% | -10.79% | -6.45% | -10.06% | -1.31% | |
Avg Days to Max Decline | 14 | 8 | 11 | 10 | 9 | 12 | 9 | 9 | 10 | 5 | 2 | |
2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Yes |
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