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ScenarioSM Study for December Wheat(KCBT) as of Jun 08, 2020 | ||||||||||||
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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 | 37 | 42 | 42 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
Closed Higher | 21 | 19 | 17 | 20 | 21 | 15 | 20 | 18 | 27 | 24 | 21 | |
Exceeded High | 14 | 10 | 15 | 15 | 13 | 9 | 15 | 11 | 23 | 15 | 12 | |
Scenario Percentage | 67% | 53% | 88% | 75% | 62% | 60% | 75% | 61% | 85% | 63% | 57% | |
Avg Max Increase | 10.70% | 13.54% | 10.11% | 13.74% | 15.37% | 18.43% | 13.95% | 11.74% | 7.08% | 7.85% | 3.73% | |
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 | 18 | 15 | 14 | 16 | 16 | 15 | 21 | 14 | 16 | 7 | 6 | |
Avg Max Decline | -1.46% | -2.78% | -2.92% | -2.27% | -1.95% | -1.53% | -2.52% | -1.14% | -1.71% | -2.99% | -0.90% | |
Max Decline | -4.43% | -9.63% | -6.36% | -9.64% | -6.20% | -6.87% | -8.20% | -5.43% | -4.45% | -11.19% | -1.87% | |
Avg Days to Max Decline | 7 | 11 | 13 | 5 | 6 | 5 | 10 | 6 | 5 | 9 | 2 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.