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ScenarioSM Study for September Wheat(KCBT) as of Jan 01, 2010 | |||||||||||
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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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 27 | 31 | 32 | 33 | 33 | 33 | 33 | 34 | 34 | 34 | 34 |
Closed Higher | 14 | 12 | 17 | 18 | 13 | 14 | 14 | 17 | 12 | 14 | 20 |
Exceeded High | 10 | 8 | 15 | 16 | 7 | 12 | 11 | 11 | 6 | 10 | 13 |
Scenario Percentage | 71% | 67% | 88% | 89% | 54% | 86% | 79% | 65% | 50% | 71% | 65% |
Avg Max Increase | 6.40% | 9.13% | 11.16% | 9.72% | 14.98% | 11.74% | 17.01% | 15.44% | 13.29% | 13.81% | 5.49% |
Max Increase | 23.49% | 25.57% | 58.54% | 36.91% | 40.83% | 36.57% | 42.84% | 31.67% | 32.09% | 38.95% | 21.22% |
Avg Days To Max Increase | 15 | 19 | 17 | 17 | 18 | 15 | 16 | 17 | 20 | 14 | 8 |
Avg Max Decline | -1.64% | -2.65% | -2.15% | -1.06% | -3.26% | -1.67% | -2.01% | -1.90% | -2.18% | -2.04% | -0.10% |
Max Decline | -4.31% | -7.20% | -7.38% | -5.19% | -10.33% | -5.16% | -10.29% | -6.19% | -8.46% | -6.59% | -1.27% |
Avg Days to Max Decline | 13 | 18 | 6 | 8 | 16 | 10 | 4 | 5 | 6 | 6 | 2 |
2009 Contract Condition | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.