|
ScenarioSM Study for July Wheat(KCBT) as of Dec 30, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 40 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | 41 | 41 | |
Closed Higher | 20 | 22 | 23 | 18 | 18 | 20 | 15 | 18 | 20 | 19 | 15 | |
Exceeded High | 13 | 20 | 16 | 9 | 15 | 14 | 8 | 15 | 15 | 11 | 7 | |
Scenario Percentage | 65% | 91% | 70% | 50% | 83% | 70% | 53% | 83% | 75% | 58% | 47% | |
Avg Max Increase | 7.97% | 6.76% | 7.25% | 9.25% | 12.59% | 10.82% | 16.43% | 11.11% | 15.86% | 16.55% | 8.20% | |
Max Increase | 18.50% | 17.57% | 23.52% | 25.31% | 60.93% | 39.68% | 42.27% | 37.83% | 41.89% | 31.56% | 15.69% | |
Avg Days To Max Increase | 17 | 16 | 14 | 14 | 15 | 18 | 20 | 14 | 13 | 17 | 10 | |
Avg Max Decline | -2.29% | -1.69% | -2.55% | -3.21% | -3.00% | -1.52% | -2.96% | -2.30% | -2.02% | -1.76% | -0.22% | |
Max Decline | -5.38% | -5.73% | -10.23% | -7.13% | -9.54% | -5.86% | -9.79% | -7.03% | -10.53% | -6.89% | -1.66% | |
Avg Days to Max Decline | 15 | 7 | 11 | 13 | 8 | 8 | 12 | 7 | 3 | 4 | 2 | |
2016 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | No | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.