|
ScenarioSM Study for May Oats(CBOT) as of May 17, 2024 | ||||||||||||
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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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 18 | 20 | 22 | 23 | 28 | 19 | 21 | 19 | 17 | 21 | 23 | |
Exceeded High | 13 | 15 | 15 | 22 | 20 | 8 | 13 | 15 | 12 | 16 | 13 | |
Scenario Percentage | 72% | 75% | 68% | 96% | 71% | 42% | 62% | 79% | 71% | 76% | 57% | |
Avg Max Increase | 14.32% | 10.81% | 11.64% | 13.18% | 10.41% | 9.32% | 14.24% | 13.90% | 11.99% | 10.57% | 9.14% | |
Max Increase | 30.55% | 28.52% | 38.40% | 36.29% | 20.56% | 22.42% | 53.11% | 39.65% | 27.04% | 23.85% | 19.33% | |
Avg Days To Max Increase | 14 | 19 | 20 | 17 | 18 | 13 | 12 | 15 | 17 | 14 | 8 | |
Avg Max Decline | -0.25% | -3.95% | -3.94% | -1.76% | -1.03% | -2.20% | -2.04% | -2.53% | -3.32% | -2.68% | -0.99% | |
Max Decline | -5.25% | -7.23% | -13.02% | -10.00% | -8.42% | -6.85% | -5.90% | -8.72% | -10.28% | -10.41% | -6.88% | |
Avg Days to Max Decline | 4 | 9 | 13 | 5 | 6 | 5 | 8 | 9 | 16 | 6 | 2 | |
2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | No | No | Yes |
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