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| ScenarioSM Study for September 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 29 | 36 | 38 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | |
| Closed Higher | 17 | 16 | 17 | 15 | 18 | 16 | 23 | 18 | 16 | 17 | 19 | |
| Exceeded High | 11 | 12 | 11 | 13 | 13 | 13 | 14 | 13 | 12 | 13 | 9 | |
| Scenario Percentage | 65% | 75% | 65% | 87% | 72% | 81% | 61% | 72% | 75% | 76% | 47% | |
| Avg Max Increase | 6.22% | 5.23% | 12.31% | 9.09% | 9.31% | 9.66% | 22.18% | 19.46% | 13.51% | 11.83% | 7.72% | |
| Max Increase | 10.82% | 11.80% | 37.56% | 33.14% | 30.95% | 24.88% | 134.52% | 111.54% | 22.22% | 20.48% | 13.98% | |
| Avg Days To Max Increase | 17 | 12 | 15 | 17 | 18 | 15 | 14 | 17 | 11 | 12 | 9 | |
| Avg Max Decline | -2.24% | -0.90% | -1.15% | -2.14% | -3.72% | -1.62% | -1.42% | -4.70% | -2.12% | -5.18% | -0.93% | |
| Max Decline | -9.91% | -5.49% | -4.62% | -7.37% | -14.25% | -7.07% | -6.68% | -12.38% | -10.46% | -11.39% | -2.96% | |
| Avg Days to Max Decline | 12 | 7 | 4 | 13 | 8 | 10 | 7 | 8 | 4 | 7 | 2 | |
| 2015 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | No | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
