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ScenarioSM Study for September Rough Rice(CBOT) as of Jul 08, 2025 | ||||||||||||
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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 | 25 | 28 | 34 | 35 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | |
Closed Higher | 8 | 19 | 14 | 16 | 16 | 24 | 20 | 17 | 13 | 21 | 16 | |
Exceeded High | 4 | 13 | 11 | 15 | 14 | 22 | 13 | 14 | 9 | 15 | 10 | |
Scenario Percentage | 50% | 68% | 79% | 94% | 88% | 92% | 65% | 82% | 69% | 71% | 63% | |
Avg Max Increase | 5.40% | 6.05% | 7.28% | 7.35% | 10.37% | 9.30% | 6.85% | 6.20% | 9.02% | 10.90% | 8.03% | |
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 | 20 | 19 | 17 | 17 | 19 | 17 | 12 | 18 | 16 | 14 | 11 | |
Avg Max Decline | -1.35% | -1.03% | -1.76% | -1.70% | -1.13% | -1.64% | -1.82% | -3.78% | -2.83% | -2.50% | -1.59% | |
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 | 13 | 5 | 9 | 10 | 5 | 13 | 11 | 8 | 5 | |
2025 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | No | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.