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ScenarioSM Study for December Wheat(KCBT) as of Jan 01, 2007 | |||||||||||
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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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 24 | 29 | 29 | 30 | 31 | 31 | 31 | 31 | 31 | 31 | 31 |
Closed Higher | 13 | 12 | 13 | 14 | 15 | 9 | 14 | 14 | 19 | 18 | 17 |
Exceeded High | 9 | 7 | 11 | 10 | 9 | 5 | 10 | 10 | 17 | 11 | 9 |
Scenario Percentage | 69% | 58% | 85% | 71% | 60% | 56% | 71% | 71% | 89% | 61% | 53% |
Avg Max Increase | 8.88% | 14.90% | 10.30% | 14.97% | 14.20% | 9.75% | 11.61% | 9.83% | 7.39% | 6.87% | 3.54% |
Max Increase | 16.41% | 37.67% | 34.95% | 40.64% | 30.26% | 26.25% | 32.33% | 18.88% | 18.11% | 14.66% | 7.53% |
Avg Days To Max Increase | 19 | 16 | 14 | 14 | 17 | 15 | 21 | 15 | 17 | 8 | 6 |
Avg Max Decline | -1.48% | -3.33% | -2.53% | -1.72% | -2.05% | -1.88% | -2.78% | -1.46% | -1.41% | -2.39% | -0.77% |
Max Decline | -4.43% | -9.63% | -6.36% | -9.64% | -6.20% | -6.87% | -8.20% | -5.43% | -3.43% | -5.31% | -1.86% |
Avg Days to Max Decline | 9 | 15 | 14 | 3 | 6 | 8 | 10 | 6 | 5 | 9 | 2 |
2006 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.