|
ScenarioSM Study for December Corn(CBOT) as of Jun 08, 2020 | ||||||||||||
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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 | 25 | 25 | 25 | 21 | 22 | 16 | 15 | 21 | 17 | 22 | 16 | |
Exceeded High | 23 | 19 | 21 | 19 | 19 | 12 | 10 | 12 | 15 | 13 | 4 | |
Scenario Percentage | 92% | 76% | 84% | 90% | 86% | 75% | 67% | 57% | 88% | 59% | 25% | |
Avg Max Increase | 6.04% | 6.74% | 7.29% | 12.77% | 10.60% | 11.36% | 12.73% | 8.79% | 12.42% | 6.30% | 3.20% | |
Max Increase | 17.52% | 15.57% | 20.11% | 62.47% | 50.71% | 33.75% | 29.99% | 33.86% | 44.00% | 17.85% | 6.05% | |
Avg Days To Max Increase | 20 | 12 | 16 | 17 | 12 | 11 | 16 | 14 | 18 | 12 | 6 | |
Avg Max Decline | -1.51% | -3.01% | -2.13% | -3.69% | -2.72% | -0.69% | -1.99% | -3.45% | -2.82% | -1.91% | -0.81% | |
Max Decline | -7.86% | -10.22% | -10.38% | -8.15% | -6.10% | -5.65% | -7.19% | -11.79% | -10.19% | -7.38% | -1.33% | |
Avg Days to Max Decline | 12 | 9 | 14 | 12 | 6 | 4 | 5 | 14 | 8 | 3 | 2 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | No | Yes | Yes | Not Yet |
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