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ScenarioSM Study for September Rough Rice(CBOT) as of Jan 21, 2022 | ||||||||||||
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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 | 22 | 25 | 31 | 32 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | |
Closed Higher | 7 | 16 | 11 | 15 | 15 | 22 | 18 | 15 | 12 | 19 | 14 | |
Exceeded High | 3 | 10 | 9 | 14 | 13 | 20 | 11 | 13 | 8 | 13 | 9 | |
Scenario Percentage | 43% | 63% | 82% | 93% | 87% | 91% | 61% | 87% | 67% | 68% | 64% | |
Avg Max Increase | 5.31% | 6.98% | 8.09% | 6.93% | 9.97% | 9.12% | 7.37% | 6.66% | 8.61% | 11.57% | 8.87% | |
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 | 20 | 17 | 17 | 18 | 17 | 11 | 18 | 14 | 13 | 12 | |
Avg Max Decline | -1.30% | -1.27% | -1.95% | -1.86% | -1.22% | -1.76% | -1.70% | -3.77% | -2.84% | -2.67% | -1.68% | |
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 | 7 | 16 | 6 | 9 | 11 | 5 | 14 | 11 | 6 | 5 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes | Not Yet |
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