|
ScenarioSM Study for December Corn(CBOT) as of Jan 01, 2016 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 22 | 25 | 26 | 21 | 21 | 17 | 17 | 22 | 18 | 20 | 17 | |
Exceeded High | 21 | 19 | 22 | 18 | 18 | 12 | 13 | 13 | 15 | 12 | 6 | |
Scenario Percentage | 95% | 76% | 85% | 86% | 86% | 71% | 76% | 59% | 83% | 60% | 35% | |
Avg Max Increase | 7.07% | 7.27% | 8.57% | 14.61% | 12.55% | 13.94% | 13.50% | 8.89% | 12.70% | 7.17% | 6.04% | |
Max Increase | 19.16% | 15.57% | 37.39% | 62.47% | 50.71% | 37.37% | 29.99% | 33.86% | 44.00% | 17.85% | 17.37% | |
Avg Days To Max Increase | 21 | 12 | 16 | 16 | 12 | 12 | 17 | 14 | 17 | 12 | 8 | |
Avg Max Decline | -1.58% | -2.88% | -1.86% | -3.57% | -2.72% | -0.65% | -2.79% | -3.15% | -3.41% | -2.07% | -0.30% | |
Max Decline | -7.86% | -10.22% | -10.38% | -8.15% | -6.10% | -5.65% | -12.19% | -11.79% | -10.19% | -7.38% | -1.33% | |
Avg Days to Max Decline | 13 | 8 | 14 | 12 | 6 | 4 | 6 | 13 | 9 | 3 | 2 | |
2015 Contract Condition | Yes | Yes | Yes | |||||||||
Action | No | Yes | Yes |
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