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ScenarioSM Study for July Oats(CBOT) as of Jan 21, 2022 | ||||||||||||
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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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 35 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 13 | 24 | 29 | 21 | 22 | 18 | 17 | 18 | 27 | 22 | 23 | |
Exceeded High | 9 | 22 | 22 | 14 | 14 | 14 | 11 | 15 | 20 | 17 | 13 | |
Scenario Percentage | 69% | 92% | 76% | 67% | 64% | 78% | 65% | 83% | 74% | 77% | 57% | |
Avg Max Increase | 8.71% | 9.31% | 7.90% | 8.07% | 12.78% | 11.74% | 11.09% | 10.94% | 19.50% | 17.60% | 10.67% | |
Max Increase | 14.97% | 33.88% | 20.81% | 19.12% | 39.32% | 33.53% | 27.06% | 22.68% | 137.82% | 115.34% | 21.92% | |
Avg Days To Max Increase | 19 | 14 | 16 | 14 | 14 | 13 | 15 | 13 | 16 | 10 | 9 | |
Avg Max Decline | -3.25% | -1.80% | -1.82% | -1.62% | -1.36% | -1.80% | -2.19% | -2.40% | -4.32% | -3.60% | -1.37% | |
Max Decline | -8.81% | -6.49% | -11.62% | -6.45% | -6.35% | -4.30% | -11.43% | -7.63% | -24.10% | -11.86% | -7.66% | |
Avg Days to Max Decline | 10 | 5 | 9 | 9 | 7 | 10 | 9 | 9 | 11 | 6 | 3 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.