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ScenarioSM Study for December Wheat(KCBT) as of Jan 01, 2015 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 32 | 37 | 37 | 38 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | |
Closed Higher | 17 | 16 | 15 | 18 | 19 | 13 | 19 | 18 | 23 | 23 | 20 | |
Exceeded High | 12 | 8 | 13 | 13 | 12 | 8 | 14 | 11 | 20 | 14 | 11 | |
Scenario Percentage | 71% | 50% | 87% | 72% | 63% | 62% | 74% | 61% | 87% | 61% | 55% | |
Avg Max Increase | 10.75% | 15.49% | 10.92% | 14.11% | 16.29% | 19.66% | 14.43% | 11.74% | 7.48% | 7.98% | 3.93% | |
Max Increase | 36.74% | 37.67% | 34.95% | 40.64% | 35.83% | 63.13% | 47.21% | 30.80% | 18.11% | 16.18% | 7.72% | |
Avg Days To Max Increase | 19 | 17 | 15 | 14 | 17 | 16 | 22 | 14 | 16 | 8 | 6 | |
Avg Max Decline | -1.46% | -2.91% | -2.79% | -1.98% | -1.97% | -1.84% | -2.66% | -1.14% | -1.49% | -3.09% | -0.85% | |
Max Decline | -4.43% | -9.63% | -6.36% | -9.64% | -6.20% | -6.87% | -8.20% | -5.43% | -3.89% | -11.19% | -1.87% | |
Avg Days to Max Decline | 8 | 13 | 14 | 4 | 6 | 5 | 11 | 6 | 5 | 9 | 2 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | No | Yes | Yes |
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