|
ScenarioSM Study for May Rough Rice(CBOT) as of Jul 11, 2025 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 26 | 32 | 36 | 36 | 38 | 38 | 38 | 39 | 39 | 39 | 39 | |
Closed Higher | 12 | 20 | 14 | 19 | 14 | 25 | 17 | 21 | 13 | 20 | 23 | |
Exceeded High | 8 | 16 | 10 | 14 | 8 | 18 | 13 | 14 | 11 | 14 | 12 | |
Scenario Percentage | 67% | 80% | 71% | 74% | 57% | 72% | 76% | 67% | 85% | 70% | 52% | |
Avg Max Increase | 11.61% | 10.92% | 15.56% | 7.62% | 8.64% | 8.09% | 10.72% | 7.06% | 15.15% | 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 | 22 | 19 | 18 | 12 | 11 | 19 | 14 | 16 | 21 | 14 | 9 | |
Avg Max Decline | -1.79% | -2.02% | -2.02% | -1.10% | -1.67% | -2.10% | -1.86% | -2.20% | -3.42% | -2.67% | -1.68% | |
Max Decline | -3.16% | -7.28% | -6.09% | -4.97% | -5.80% | -10.06% | -5.59% | -8.80% | -12.84% | -7.73% | -5.31% | |
Avg Days to Max Decline | 10 | 12 | 8 | 10 | 2 | 8 | 6 | 10 | 10 | 9 | 3 | |
2025 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | No | No | No | Not Yet |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.