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ScenarioSM Study for December Corn(CBOT) as of Jan 01, 2018 | ||||||||||||
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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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 24 | 26 | 25 | 21 | 22 | 17 | 16 | 21 | 18 | 20 | 16 | |
Exceeded High | 23 | 19 | 21 | 19 | 19 | 13 | 12 | 12 | 16 | 12 | 5 | |
Scenario Percentage | 96% | 73% | 84% | 90% | 86% | 76% | 75% | 57% | 89% | 60% | 31% | |
Avg Max Increase | 6.66% | 7.27% | 8.86% | 14.56% | 12.17% | 13.36% | 13.23% | 8.79% | 12.32% | 7.17% | 3.77% | |
Max Increase | 19.16% | 15.57% | 37.39% | 62.47% | 50.71% | 37.37% | 29.99% | 33.86% | 44.00% | 17.85% | 9.75% | |
Avg Days To Max Increase | 20 | 12 | 16 | 16 | 12 | 12 | 17 | 14 | 17 | 12 | 7 | |
Avg Max Decline | -1.51% | -2.88% | -1.93% | -3.65% | -2.73% | -0.56% | -2.95% | -3.45% | -3.22% | -2.07% | -0.81% | |
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 | 12 | 8 | 14 | 12 | 7 | 4 | 7 | 14 | 9 | 3 | 2 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | No | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.