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ScenarioSM Study for March Rough Rice(CBOT) as of Aug 18, 2023 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 28 | 31 | 35 | 35 | 36 | 37 | 37 | 37 | 37 | 37 | 37 | |
Closed Higher | 16 | 14 | 14 | 20 | 14 | 19 | 14 | 23 | 16 | 20 | 10 | |
Exceeded High | 11 | 11 | 8 | 16 | 12 | 15 | 8 | 17 | 12 | 11 | 6 | |
Scenario Percentage | 69% | 79% | 57% | 80% | 86% | 79% | 57% | 74% | 75% | 55% | 60% | |
Avg Max Increase | 3.85% | 6.40% | 8.04% | 11.22% | 13.90% | 12.33% | 8.58% | 8.49% | 11.47% | 7.15% | 7.76% | |
Max Increase | 10.44% | 11.03% | 18.05% | 70.33% | 85.48% | 73.40% | 19.52% | 32.41% | 24.77% | 31.92% | 13.50% | |
Avg Days To Max Increase | 16 | 21 | 16 | 19 | 17 | 10 | 9 | 18 | 14 | 11 | 9 | |
Avg Max Decline | -2.00% | -2.58% | -1.39% | -3.00% | -2.55% | -1.26% | -1.86% | -2.57% | -2.48% | -1.37% | -0.23% | |
Max Decline | -6.35% | -11.48% | -3.65% | -8.48% | -6.86% | -5.30% | -6.17% | -10.08% | -6.22% | -4.51% | -1.77% | |
Avg Days to Max Decline | 6 | 16 | 7 | 15 | 8 | 8 | 4 | 9 | 5 | 6 | 3 | |
2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | No | Yes | Yes | Yes | No |
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