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ScenarioSM Study for May Wheat(KCBT) 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 31 | 39 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | |
Closed Higher | 8 | 18 | 21 | 24 | 23 | 17 | 19 | 21 | 16 | 19 | 22 | |
Exceeded High | 6 | 14 | 13 | 22 | 14 | 13 | 15 | 15 | 9 | 14 | 15 | |
Scenario Percentage | 75% | 78% | 62% | 92% | 61% | 76% | 79% | 71% | 56% | 74% | 68% | |
Avg Max Increase | 19.60% | 13.11% | 10.12% | 6.15% | 6.79% | 7.41% | 11.06% | 10.54% | 14.70% | 11.13% | 6.90% | |
Max Increase | 50.46% | 40.52% | 29.39% | 16.40% | 17.58% | 20.09% | 51.63% | 42.06% | 45.60% | 42.53% | 14.67% | |
Avg Days To Max Increase | 18 | 20 | 15 | 17 | 14 | 19 | 15 | 18 | 21 | 11 | 7 | |
Avg Max Decline | -1.27% | -1.46% | -1.32% | -1.84% | -2.17% | -2.79% | -3.48% | -1.57% | -2.54% | -3.08% | -1.54% | |
Max Decline | -5.34% | -6.62% | -8.38% | -12.37% | -10.64% | -7.98% | -10.31% | -7.65% | -11.00% | -9.06% | -10.07% | |
Avg Days to Max Decline | 4 | 7 | 9 | 10 | 9 | 12 | 10 | 9 | 13 | 9 | 1 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | No | Yes | Yes | No | Yes |
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