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ScenarioSM Study for September Corn(CBOT) as of Jan 21, 2022 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 25 | 17 | 24 | 25 | 25 | 26 | 18 | 22 | 16 | 14 | 20 | |
Exceeded High | 15 | 10 | 19 | 22 | 20 | 24 | 15 | 18 | 11 | 8 | 10 | |
Scenario Percentage | 60% | 59% | 79% | 88% | 80% | 92% | 83% | 82% | 69% | 57% | 50% | |
Avg Max Increase | 6.97% | 9.62% | 7.93% | 7.10% | 7.32% | 8.48% | 9.91% | 10.53% | 13.21% | 10.95% | 4.47% | |
Max Increase | 14.84% | 26.38% | 20.32% | 16.18% | 25.94% | 32.26% | 25.29% | 56.06% | 34.25% | 20.11% | 11.13% | |
Avg Days To Max Increase | 21 | 15 | 18 | 20 | 14 | 14 | 15 | 14 | 12 | 10 | 7 | |
Avg Max Decline | -1.81% | -2.77% | -1.52% | -1.25% | -3.07% | -2.39% | -3.51% | -2.90% | -0.45% | -1.15% | -1.09% | |
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 | 9 | 6 | 9 | 10 | 12 | 13 | 9 | 4 | 3 | 2 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.