|
ScenarioSM Study for November Rough Rice(CBOT) as of Dec 30, 2016 | ||||||||||||
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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 | 22 | 25 | 29 | 29 | 30 | 30 | 30 | 30 | 30 | 31 | 31 | |
Closed Higher | 10 | 11 | 15 | 17 | 15 | 13 | 11 | 16 | 13 | 16 | 12 | |
Exceeded High | 7 | 9 | 13 | 14 | 9 | 10 | 7 | 13 | 10 | 13 | 9 | |
Scenario Percentage | 70% | 82% | 87% | 82% | 60% | 77% | 64% | 81% | 77% | 81% | 75% | |
Avg Max Increase | 8.98% | 8.59% | 10.19% | 10.22% | 6.79% | 6.56% | 9.44% | 14.55% | 17.62% | 14.20% | 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 | 17 | 20 | 18 | 13 | 18 | 9 | 19 | 20 | 10 | 11 | |
Avg Max Decline | -0.99% | -1.44% | -1.19% | -1.39% | -1.69% | -2.69% | -1.73% | -3.69% | -3.62% | -1.70% | -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 | 6 | 7 | 6 | 15 | 8 | 12 | 9 | 7 | 2 | |
2016 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | No | Yes |
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