|
ScenarioSM Study for September Oats(CBOT) as of Dec 07, 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 36 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 20 | 19 | 16 | 17 | 19 | 26 | 22 | 19 | 17 | 20 | |
Exceeded High | 14 | 13 | 13 | 13 | 14 | 16 | 18 | 15 | 13 | 13 | 9 | |
Scenario Percentage | 67% | 65% | 68% | 81% | 82% | 84% | 69% | 68% | 68% | 76% | 45% | |
Avg Max Increase | 7.31% | 5.66% | 11.61% | 8.70% | 9.75% | 10.86% | 19.34% | 18.08% | 15.38% | 11.84% | 8.38% | |
Max Increase | 13.57% | 11.80% | 37.56% | 33.14% | 30.95% | 24.88% | 134.52% | 111.54% | 36.38% | 20.48% | 13.98% | |
Avg Days To Max Increase | 17 | 13 | 16 | 15 | 18 | 15 | 15 | 16 | 12 | 13 | 10 | |
Avg Max Decline | -1.83% | -0.84% | -1.48% | -2.07% | -3.53% | -1.42% | -1.84% | -4.62% | -2.38% | -5.29% | -1.19% | |
Max Decline | -9.91% | -5.49% | -4.63% | -7.37% | -14.25% | -7.07% | -7.91% | -12.38% | -10.46% | -11.39% | -2.96% | |
Avg Days to Max Decline | 10 | 7 | 5 | 13 | 8 | 12 | 7 | 7 | 5 | 7 | 2 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | Yes | No |
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