|
ScenarioSM Study for July Corn(CBOT) as of Jan 01, 2018 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 19 | 22 | 19 | 24 | 23 | 27 | 23 | 16 | 22 | 17 | |
Exceeded High | 12 | 17 | 14 | 11 | 19 | 21 | 19 | 21 | 13 | 16 | 13 | |
Scenario Percentage | 57% | 89% | 64% | 58% | 79% | 91% | 70% | 91% | 81% | 73% | 76% | |
Avg Max Increase | 8.50% | 9.98% | 8.12% | 10.45% | 8.51% | 8.11% | 7.27% | 7.22% | 13.50% | 12.16% | 7.21% | |
Max Increase | 30.68% | 38.35% | 16.30% | 28.80% | 28.71% | 16.78% | 26.54% | 30.33% | 51.63% | 60.09% | 16.99% | |
Avg Days To Max Increase | 15 | 15 | 23 | 15 | 17 | 19 | 12 | 13 | 16 | 11 | 8 | |
Avg Max Decline | -2.43% | -2.69% | -2.39% | -2.90% | -2.10% | -1.58% | -3.51% | -2.27% | -3.83% | -3.40% | -0.41% | |
Max Decline | -9.08% | -8.83% | -11.93% | -8.20% | -8.20% | -4.31% | -16.09% | -10.79% | -12.89% | -10.06% | -4.16% | |
Avg Days to Max Decline | 13 | 7 | 11 | 12 | 9 | 9 | 9 | 9 | 12 | 7 | 2 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | No | Yes | Yes | No | Yes |
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