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ScenarioSM Study for March Wheat(KCBT) as of Dec 30, 2011 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 29 | 34 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | |
Closed Higher | 13 | 18 | 11 | 18 | 18 | 21 | 20 | 18 | 18 | 16 | 16 | |
Exceeded High | 11 | 11 | 8 | 14 | 13 | 19 | 11 | 14 | 12 | 12 | 10 | |
Scenario Percentage | 85% | 61% | 73% | 78% | 72% | 90% | 55% | 78% | 67% | 75% | 63% | |
Avg Max Increase | 11.31% | 13.65% | 16.83% | 13.97% | 11.08% | 7.18% | 8.00% | 6.49% | 11.42% | 9.96% | 2.98% | |
Max Increase | 28.55% | 29.24% | 59.08% | 44.59% | 30.20% | 15.65% | 19.00% | 19.78% | 51.59% | 43.16% | 6.60% | |
Avg Days To Max Increase | 14 | 16 | 15 | 19 | 15 | 17 | 16 | 17 | 16 | 11 | 9 | |
Avg Max Decline | -1.80% | -1.55% | -2.34% | -2.01% | -1.22% | -1.31% | -2.41% | -1.99% | -2.89% | -1.10% | -0.96% | |
Max Decline | -9.33% | -5.63% | -6.34% | -7.25% | -5.41% | -3.84% | -10.93% | -4.18% | -6.28% | -3.76% | -4.89% | |
Avg Days to Max Decline | 4 | 5 | 6 | 6 | 6 | 4 | 10 | 13 | 8 | 4 | 3 | |
2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | No | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.