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ScenarioSM Study for September Wheat(KCBT) as of Dec 07, 2022 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 40 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 24 | 17 | 22 | 24 | 19 | 19 | 21 | 21 | 16 | 21 | 26 | |
Exceeded High | 17 | 10 | 19 | 19 | 12 | 17 | 17 | 12 | 9 | 15 | 15 | |
Scenario Percentage | 71% | 59% | 86% | 79% | 63% | 89% | 81% | 57% | 56% | 71% | 58% | |
Avg Max Increase | 8.25% | 9.55% | 10.92% | 9.76% | 15.20% | 11.69% | 14.60% | 16.95% | 20.74% | 13.62% | 5.20% | |
Max Increase | 23.49% | 25.57% | 58.54% | 36.91% | 40.83% | 36.57% | 42.84% | 38.40% | 65.88% | 38.95% | 21.22% | |
Avg Days To Max Increase | 19 | 19 | 15 | 16 | 17 | 15 | 16 | 17 | 18 | 13 | 8 | |
Avg Max Decline | -2.29% | -2.80% | -2.46% | -1.29% | -3.30% | -2.40% | -2.31% | -2.30% | -2.72% | -2.12% | -0.56% | |
Max Decline | -9.41% | -7.20% | -8.32% | -5.19% | -11.73% | -6.74% | -10.29% | -6.19% | -12.25% | -7.40% | -6.57% | |
Avg Days to Max Decline | 14 | 16 | 7 | 7 | 13 | 8 | 5 | 6 | 5 | 5 | 2 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | No | Yes | Yes | Yes | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.