|
ScenarioSM Study for January Rough Rice(CBOT) as of May 10, 2021 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 26 | 30 | 33 | 34 | 34 | 34 | 34 | 35 | 35 | 35 | 35 | |
Closed Higher | 11 | 20 | 16 | 16 | 13 | 19 | 14 | 18 | 13 | 20 | 14 | |
Exceeded High | 10 | 17 | 11 | 13 | 9 | 14 | 11 | 14 | 7 | 15 | 9 | |
Scenario Percentage | 91% | 85% | 69% | 81% | 69% | 74% | 79% | 78% | 54% | 75% | 64% | |
Avg Max Increase | 10.52% | 8.57% | 5.47% | 6.58% | 8.28% | 13.54% | 15.54% | 13.19% | 9.67% | 7.90% | 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 | 23 | 21 | 14 | 19 | 13 | 19 | 17 | 10 | 10 | 12 | 13 | |
Avg Max Decline | -1.58% | -1.06% | -1.99% | -2.56% | -1.27% | -3.09% | -2.78% | -1.47% | -1.98% | -2.29% | -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 | 13 | 5 | 14 | 6 | 13 | 9 | 6 | 4 | 7 | 3 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |