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ScenarioSM Study for July Wheat(KCBT) as of Jan 01, 2008 | |||||||||||
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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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 32 | 32 |
Closed Higher | 16 | 17 | 16 | 14 | 13 | 16 | 12 | 14 | 16 | 16 | 11 |
Exceeded High | 11 | 15 | 11 | 7 | 11 | 12 | 7 | 11 | 12 | 9 | 5 |
Scenario Percentage | 69% | 88% | 69% | 50% | 85% | 75% | 58% | 79% | 75% | 56% | 45% |
Avg Max Increase | 7.29% | 5.85% | 4.20% | 6.74% | 9.34% | 8.73% | 15.69% | 11.46% | 17.13% | 16.58% | 5.48% |
Max Increase | 12.30% | 9.38% | 8.77% | 9.74% | 25.05% | 16.57% | 42.27% | 37.83% | 41.89% | 31.56% | 8.53% |
Avg Days To Max Increase | 17 | 15 | 11 | 13 | 17 | 18 | 19 | 14 | 15 | 19 | 9 |
Avg Max Decline | -2.14% | -1.27% | -1.78% | -3.45% | -2.87% | -1.67% | -3.38% | -1.43% | -2.22% | -1.52% | -0.37% |
Max Decline | -5.38% | -4.75% | -4.24% | -7.13% | -9.54% | -5.86% | -9.79% | -5.67% | -10.53% | -6.89% | -1.66% |
Avg Days to Max Decline | 14 | 9 | 11 | 15 | 8 | 9 | 14 | 6 | 4 | 3 | 3 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | No | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.