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ScenarioSM Study for November Rough Rice(CBOT) as of Jan 01, 2013 | ||||||||||||
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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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
Tested Years | 18 | 21 | 25 | 25 | 26 | 26 | 26 | 26 | 26 | 27 | 27 | |
Closed Higher | 10 | 10 | 13 | 15 | 13 | 11 | 9 | 14 | 12 | 13 | 12 | |
Exceeded High | 7 | 8 | 11 | 13 | 8 | 9 | 6 | 12 | 9 | 11 | 9 | |
Scenario Percentage | 70% | 80% | 85% | 87% | 62% | 82% | 67% | 86% | 75% | 85% | 75% | |
Avg Max Increase | 8.98% | 9.64% | 11.10% | 10.84% | 6.32% | 6.54% | 8.48% | 14.62% | 18.41% | 16.08% | 6.90% | |
Max Increase | 23.64% | 21.75% | 32.87% | 26.57% | 17.97% | 12.16% | 21.51% | 73.73% | 88.47% | 77.97% | 20.23% | |
Avg Days To Max Increase | 13 | 18 | 18 | 17 | 12 | 19 | 9 | 19 | 21 | 9 | 11 | |
Avg Max Decline | -0.99% | -1.55% | -1.18% | -1.43% | -1.74% | -3.00% | -1.92% | -3.76% | -3.65% | -1.93% | -1.30% | |
Max Decline | -4.57% | -7.59% | -4.56% | -3.52% | -5.44% | -12.11% | -3.40% | -8.92% | -7.67% | -5.53% | -5.72% | |
Avg Days to Max Decline | 4 | 5 | 5 | 7 | 6 | 17 | 9 | 11 | 10 | 8 | 2 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | No | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.