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ScenarioSM Study for July Corn(CBOT) as of Dec 06, 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 | 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 | 18 | 26 | 18 | 25 | 23 | 24 | 25 | 16 | 21 | 16 | |
Exceeded High | 12 | 17 | 16 | 10 | 20 | 21 | 19 | 24 | 12 | 16 | 12 | |
Scenario Percentage | 60% | 94% | 62% | 56% | 80% | 91% | 79% | 96% | 75% | 76% | 75% | |
Avg Max Increase | 8.54% | 9.95% | 8.65% | 11.43% | 8.28% | 8.13% | 8.00% | 8.11% | 8.56% | 11.31% | 6.65% | |
Max Increase | 30.68% | 38.35% | 18.35% | 28.80% | 19.55% | 21.60% | 26.54% | 34.29% | 24.95% | 60.09% | 16.99% | |
Avg Days To Max Increase | 16 | 15 | 23 | 16 | 16 | 18 | 12 | 14 | 18 | 12 | 7 | |
Avg Max Decline | -2.79% | -2.38% | -2.33% | -3.32% | -2.02% | -1.64% | -3.35% | -2.34% | -5.04% | -3.70% | -0.61% | |
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 | 6 | 9 | 13 | 9 | 8 | 9 | 9 | 14 | 7 | 2 | |
2024 Contract Condition | Yes | Yes | ||||||||||
Action | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.