|
ScenarioSM Study for March Oats(CBOT) as of Dec 30, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 35 | 40 | 40 | 41 | 41 | 42 | 42 | 42 | 42 | 42 | 42 | |
Closed Higher | 17 | 12 | 15 | 18 | 20 | 21 | 24 | 18 | 19 | 16 | 16 | |
Exceeded High | 12 | 10 | 11 | 14 | 13 | 18 | 14 | 12 | 11 | 11 | 12 | |
Scenario Percentage | 71% | 83% | 73% | 78% | 65% | 86% | 58% | 67% | 58% | 69% | 75% | |
Avg Max Increase | 16.69% | 19.08% | 13.71% | 11.22% | 10.80% | 12.60% | 12.11% | 8.40% | 16.10% | 16.72% | 6.23% | |
Max Increase | 106.02% | 87.15% | 23.03% | 27.66% | 29.72% | 38.56% | 22.99% | 28.96% | 50.46% | 38.94% | 14.74% | |
Avg Days To Max Increase | 16 | 17 | 15 | 18 | 15 | 15 | 15 | 9 | 14 | 9 | 9 | |
Avg Max Decline | -1.70% | -2.75% | -0.27% | -4.87% | -2.61% | -2.83% | -1.67% | -1.78% | -2.06% | -1.48% | -1.14% | |
Max Decline | -7.25% | -8.45% | -3.13% | -8.31% | -9.36% | -8.31% | -8.64% | -6.60% | -6.47% | -6.73% | -9.11% | |
Avg Days to Max Decline | 11 | 5 | 5 | 8 | 8 | 6 | 9 | 3 | 7 | 3 | 3 | |
2016 Contract Condition | Yes | Yes | Yes | |||||||||
Action | No | No | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |