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ScenarioSM Study for May Oats(CBOT) as of Jan 01, 2019 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 37 | 42 | 42 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
Closed Higher | 15 | 19 | 19 | 23 | 26 | 18 | 20 | 18 | 18 | 19 | 23 | |
Exceeded High | 11 | 14 | 12 | 21 | 17 | 9 | 13 | 16 | 12 | 15 | 14 | |
Scenario Percentage | 73% | 74% | 63% | 91% | 65% | 50% | 65% | 89% | 67% | 79% | 61% | |
Avg Max Increase | 12.11% | 9.27% | 9.46% | 11.05% | 9.56% | 8.77% | 14.77% | 12.97% | 11.19% | 9.86% | 8.75% | |
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 | 12 | 18 | 19 | 15 | 16 | 12 | 12 | 15 | 16 | 13 | 8 | |
Avg Max Decline | 0.21% | -4.27% | -4.20% | -2.26% | -1.15% | -1.93% | -1.64% | -2.01% | -3.95% | -3.16% | -1.52% | |
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 | 5 | 4 | 6 | 7 | 18 | 6 | 2 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | No | Not Yet |
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