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ScenarioSM Study for January Rough Rice(CBOT) as of Oct 20, 2019 | ||||||||||||
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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 | 24 | 28 | 31 | 32 | 32 | 32 | 32 | 33 | 33 | 33 | 33 | |
Closed Higher | 11 | 18 | 16 | 14 | 12 | 18 | 13 | 16 | 13 | 18 | 13 | |
Exceeded High | 10 | 15 | 11 | 11 | 8 | 14 | 10 | 13 | 7 | 14 | 9 | |
Scenario Percentage | 91% | 83% | 69% | 79% | 67% | 78% | 77% | 81% | 54% | 78% | 69% | |
Avg Max Increase | 10.52% | 9.07% | 5.47% | 6.95% | 8.60% | 13.54% | 16.76% | 14.04% | 9.67% | 8.39% | 7.84% | |
Max Increase | 29.36% | 23.78% | 17.68% | 11.53% | 19.56% | 71.94% | 87.52% | 76.44% | 21.38% | 28.51% | 20.65% | |
Avg Days To Max Increase | 23 | 20 | 14 | 20 | 11 | 19 | 19 | 11 | 10 | 11 | 14 | |
Avg Max Decline | -1.58% | -0.82% | -1.99% | -3.07% | -1.09% | -3.09% | -2.84% | -1.57% | -1.98% | -2.59% | -1.10% | |
Max Decline | -4.51% | -5.47% | -6.23% | -11.37% | -3.49% | -7.47% | -7.17% | -5.41% | -6.55% | -9.88% | -4.72% | |
Avg Days to Max Decline | 10 | 10 | 5 | 14 | 7 | 13 | 8 | 7 | 4 | 7 | 3 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | No | No | Yes |
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