|
ScenarioSM Study for July Corn(CBOT) as of Nov 09, 2020 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 20 | 17 | 24 | 18 | 23 | 24 | 26 | 23 | 16 | 23 | 16 | |
Exceeded High | 11 | 16 | 15 | 9 | 19 | 21 | 19 | 22 | 13 | 17 | 13 | |
Scenario Percentage | 55% | 94% | 63% | 50% | 83% | 88% | 73% | 96% | 81% | 74% | 81% | |
Avg Max Increase | 8.42% | 9.91% | 7.81% | 9.76% | 7.04% | 7.70% | 7.12% | 7.08% | 9.75% | 11.69% | 7.21% | |
Max Increase | 30.68% | 38.35% | 16.30% | 28.80% | 19.41% | 16.78% | 26.54% | 30.33% | 24.95% | 60.09% | 18.07% | |
Avg Days To Max Increase | 15 | 15 | 22 | 15 | 16 | 19 | 12 | 14 | 16 | 10 | 8 | |
Avg Max Decline | -2.70% | -2.26% | -2.25% | -3.41% | -2.07% | -1.51% | -3.52% | -2.35% | -3.99% | -3.53% | -0.45% | |
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 | 14 | 6 | 10 | 14 | 9 | 9 | 10 | 9 | 13 | 8 | 2 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | Yes | Yes |
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