|
ScenarioSM Study for September Corn(CBOT) as of Oct 20, 2019 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 26 | 16 | 22 | 25 | 25 | 26 | 18 | 22 | 15 | 15 | 21 | |
Exceeded High | 15 | 9 | 18 | 22 | 19 | 24 | 15 | 18 | 11 | 9 | 10 | |
Scenario Percentage | 58% | 56% | 82% | 88% | 76% | 92% | 83% | 82% | 73% | 60% | 48% | |
Avg Max Increase | 6.97% | 8.58% | 7.73% | 6.97% | 6.34% | 7.16% | 10.12% | 10.62% | 13.52% | 11.25% | 4.52% | |
Max Increase | 14.84% | 26.38% | 20.32% | 16.18% | 17.33% | 29.59% | 25.29% | 56.06% | 34.25% | 18.52% | 10.02% | |
Avg Days To Max Increase | 21 | 15 | 17 | 21 | 13 | 14 | 15 | 14 | 12 | 11 | 7 | |
Avg Max Decline | -1.81% | -2.90% | -1.56% | -1.21% | -2.99% | -2.46% | -3.45% | -2.70% | -0.43% | -1.04% | -0.89% | |
Max Decline | -10.94% | -7.80% | -6.73% | -3.26% | -10.61% | -10.55% | -10.89% | -5.50% | -5.47% | -3.01% | -2.19% | |
Avg Days to Max Decline | 8 | 10 | 7 | 9 | 9 | 12 | 13 | 8 | 3 | 3 | 2 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | No | No | No | Yes |
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