|
ScenarioSM Study for January Rough Rice(CBOT) as of Jan 01, 2018 | ||||||||||||
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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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Tested Years | 22 | 26 | 29 | 30 | 30 | 30 | 30 | 31 | 31 | 31 | 31 | |
Closed Higher | 10 | 16 | 15 | 13 | 11 | 16 | 12 | 16 | 12 | 16 | 13 | |
Exceeded High | 9 | 13 | 10 | 10 | 7 | 13 | 9 | 13 | 7 | 12 | 9 | |
Scenario Percentage | 90% | 81% | 67% | 77% | 64% | 81% | 75% | 81% | 58% | 75% | 69% | |
Avg Max Increase | 10.96% | 9.20% | 5.96% | 6.67% | 8.78% | 14.25% | 18.47% | 14.04% | 9.67% | 9.00% | 7.71% | |
Max Increase | 29.36% | 23.78% | 17.68% | 11.53% | 19.56% | 71.94% | 87.52% | 76.44% | 21.38% | 27.29% | 19.50% | |
Avg Days To Max Increase | 25 | 21 | 16 | 20 | 9 | 19 | 19 | 11 | 10 | 11 | 13 | |
Avg Max Decline | -1.72% | -0.52% | -2.09% | -3.32% | -1.08% | -3.23% | -2.98% | -1.57% | -1.98% | -2.32% | -1.10% | |
Max Decline | -4.51% | -3.08% | -6.23% | -11.37% | -3.49% | -7.47% | -7.17% | -5.41% | -6.55% | -9.88% | -4.72% | |
Avg Days to Max Decline | 10 | 9 | 6 | 15 | 6 | 13 | 8 | 7 | 4 | 6 | 3 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | No | Yes | No |
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