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ScenarioSM Study for September 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 20 | 23 | 29 | 30 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | |
Closed Higher | 7 | 15 | 11 | 13 | 15 | 20 | 17 | 14 | 12 | 18 | 13 | |
Exceeded High | 3 | 9 | 9 | 12 | 13 | 18 | 10 | 12 | 8 | 13 | 8 | |
Scenario Percentage | 43% | 60% | 82% | 92% | 87% | 90% | 59% | 86% | 67% | 72% | 62% | |
Avg Max Increase | 5.31% | 7.56% | 8.09% | 7.92% | 9.97% | 9.48% | 7.70% | 6.96% | 8.61% | 11.57% | 8.47% | |
Max Increase | 11.11% | 25.44% | 23.19% | 23.16% | 34.06% | 26.96% | 22.02% | 11.61% | 21.03% | 65.96% | 39.29% | |
Avg Days To Max Increase | 18 | 19 | 17 | 17 | 18 | 17 | 12 | 20 | 14 | 13 | 12 | |
Avg Max Decline | -1.30% | -1.23% | -1.95% | -1.96% | -1.22% | -1.77% | -1.81% | -4.05% | -2.84% | -2.67% | -1.61% | |
Max Decline | -2.87% | -7.69% | -4.80% | -6.96% | -4.59% | -6.85% | -5.28% | -12.46% | -5.52% | -9.44% | -3.97% | |
Avg Days to Max Decline | 2 | 4 | 16 | 6 | 9 | 11 | 5 | 15 | 11 | 6 | 4 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | Yes | Yes | Yes | Yes | Not Yet |
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