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ScenarioSM Study for March Oats(CBOT) 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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 39 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 19 | 14 | 16 | 20 | 22 | 23 | 28 | 20 | 20 | 20 | 17 | |
Exceeded High | 13 | 12 | 12 | 15 | 15 | 20 | 18 | 12 | 12 | 13 | 11 | |
Scenario Percentage | 68% | 86% | 75% | 75% | 68% | 87% | 64% | 60% | 60% | 65% | 65% | |
Avg Max Increase | 16.74% | 18.99% | 13.05% | 11.31% | 11.04% | 13.66% | 12.00% | 8.40% | 16.22% | 14.96% | 5.63% | |
Max Increase | 106.02% | 87.15% | 23.03% | 27.66% | 29.72% | 38.56% | 22.99% | 28.96% | 50.46% | 35.30% | 11.11% | |
Avg Days To Max Increase | 17 | 16 | 14 | 18 | 15 | 16 | 16 | 9 | 15 | 8 | 6 | |
Avg Max Decline | -1.73% | -2.67% | -0.17% | -4.52% | -2.78% | -2.39% | -1.46% | -1.78% | -2.01% | -1.23% | 0.13% | |
Max Decline | -7.25% | -8.45% | -3.13% | -8.31% | -9.36% | -8.31% | -8.64% | -6.60% | -6.47% | -6.73% | -2.20% | |
Avg Days to Max Decline | 11 | 4 | 5 | 8 | 8 | 6 | 7 | 3 | 8 | 3 | 2 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | No | Not Yet |
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