|
ScenarioSM Study for May Oats(CBOT) as of Jan 01, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 34 | 39 | 39 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | |
Closed Higher | 13 | 19 | 19 | 22 | 24 | 18 | 19 | 16 | 16 | 18 | 20 | |
Exceeded High | 10 | 14 | 12 | 20 | 15 | 9 | 12 | 14 | 12 | 14 | 13 | |
Scenario Percentage | 77% | 74% | 63% | 91% | 63% | 50% | 63% | 88% | 75% | 78% | 65% | |
Avg Max Increase | 12.97% | 9.27% | 9.46% | 10.80% | 9.49% | 8.77% | 14.84% | 13.81% | 11.19% | 9.40% | 8.89% | |
Max Increase | 24.52% | 21.14% | 21.88% | 36.29% | 20.50% | 22.42% | 53.11% | 39.65% | 27.04% | 23.85% | 19.33% | |
Avg Days To Max Increase | 13 | 18 | 19 | 15 | 16 | 12 | 12 | 15 | 16 | 12 | 8 | |
Avg Max Decline | 0.04% | -4.27% | -4.20% | -2.27% | -1.19% | -1.93% | -1.64% | -2.34% | -3.95% | -3.21% | -1.68% | |
Max Decline | -2.19% | -7.41% | -13.02% | -10.00% | -8.42% | -6.85% | -5.90% | -8.72% | -10.28% | -10.41% | -6.88% | |
Avg Days to Max Decline | 4 | 10 | 14 | 6 | 6 | 4 | 6 | 8 | 18 | 6 | 2 | |
2015 Contract Condition | Yes | Yes | ||||||||||
Action | Yes | No |
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