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ScenarioSM Study for September Wheat(KCBT) as of Jul 17, 2025 | ||||||||||||
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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 | 41 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 24 | 16 | 21 | 24 | 18 | 20 | 21 | 21 | 16 | 22 | 25 | |
Exceeded High | 16 | 10 | 19 | 19 | 11 | 18 | 17 | 12 | 10 | 15 | 15 | |
Scenario Percentage | 67% | 63% | 90% | 79% | 61% | 90% | 81% | 57% | 63% | 68% | 60% | |
Avg Max Increase | 8.42% | 9.55% | 10.92% | 9.76% | 16.24% | 12.60% | 13.10% | 15.85% | 20.29% | 13.29% | 5.12% | |
Max Increase | 23.49% | 25.57% | 58.54% | 36.91% | 40.83% | 36.57% | 33.75% | 38.40% | 65.88% | 36.72% | 19.28% | |
Avg Days To Max Increase | 19 | 19 | 15 | 16 | 16 | 16 | 16 | 17 | 18 | 13 | 6 | |
Avg Max Decline | -2.46% | -2.80% | -2.46% | -1.29% | -3.38% | -3.22% | -2.41% | -2.36% | -2.61% | -2.12% | -0.53% | |
Max Decline | -9.41% | -7.20% | -8.32% | -5.19% | -11.73% | -14.60% | -10.29% | -6.19% | -12.25% | -7.40% | -6.57% | |
Avg Days to Max Decline | 15 | 16 | 7 | 7 | 11 | 10 | 5 | 7 | 5 | 5 | 1 | |
2025 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.