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ScenarioSM Study for March Wheat(KCBT) as of Jan 01, 2015 | ||||||||||||
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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 | 32 | 37 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | |
Closed Higher | 15 | 20 | 12 | 21 | 20 | 23 | 22 | 18 | 19 | 17 | 17 | |
Exceeded High | 11 | 12 | 9 | 16 | 13 | 21 | 11 | 14 | 13 | 12 | 11 | |
Scenario Percentage | 73% | 60% | 75% | 76% | 65% | 91% | 50% | 78% | 68% | 71% | 65% | |
Avg Max Increase | 11.31% | 15.25% | 17.34% | 13.34% | 11.08% | 6.84% | 8.00% | 6.49% | 10.74% | 9.91% | 3.55% | |
Max Increase | 28.55% | 32.89% | 59.08% | 44.59% | 30.20% | 15.65% | 19.00% | 19.78% | 51.59% | 43.16% | 9.90% | |
Avg Days To Max Increase | 14 | 16 | 14 | 19 | 15 | 17 | 16 | 17 | 15 | 10 | 8 | |
Avg Max Decline | -1.80% | -1.86% | -2.02% | -2.07% | -1.22% | -1.48% | -2.41% | -1.99% | -3.38% | -1.10% | -0.87% | |
Max Decline | -9.33% | -5.63% | -6.34% | -7.25% | -5.41% | -5.38% | -10.93% | -4.18% | -9.31% | -3.76% | -4.89% | |
Avg Days to Max Decline | 4 | 6 | 6 | 6 | 6 | 5 | 10 | 13 | 9 | 4 | 3 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | No | Yes | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.