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ScenarioSM Study for May Rough Rice(CBOT) as of Oct 06, 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 24 | 30 | 34 | 34 | 36 | 36 | 36 | 37 | 37 | 37 | 37 | |
Closed Higher | 11 | 18 | 13 | 18 | 14 | 23 | 17 | 20 | 12 | 19 | 22 | |
Exceeded High | 7 | 15 | 10 | 14 | 8 | 17 | 13 | 13 | 10 | 14 | 12 | |
Scenario Percentage | 64% | 83% | 77% | 78% | 57% | 74% | 76% | 65% | 83% | 74% | 55% | |
Avg Max Increase | 11.82% | 11.20% | 15.56% | 7.62% | 8.64% | 8.31% | 10.72% | 7.08% | 16.13% | 14.65% | 5.50% | |
Max Increase | 29.20% | 69.00% | 86.56% | 30.43% | 19.09% | 32.30% | 24.38% | 33.17% | 42.59% | 33.24% | 14.15% | |
Avg Days To Max Increase | 21 | 19 | 18 | 12 | 11 | 18 | 14 | 16 | 21 | 14 | 9 | |
Avg Max Decline | -1.90% | -2.24% | -2.02% | -1.10% | -1.67% | -2.06% | -1.86% | -2.46% | -2.48% | -2.67% | -1.68% | |
Max Decline | -3.16% | -7.28% | -6.09% | -4.97% | -5.80% | -10.06% | -5.59% | -8.80% | -11.22% | -7.73% | -5.31% | |
Avg Days to Max Decline | 10 | 12 | 8 | 10 | 2 | 9 | 6 | 10 | 7 | 9 | 3 | |
2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | No | Yes |
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