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ScenarioSM Study for November Rough Rice(CBOT) as of May 10, 2021 | ||||||||||||
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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 | 26 | 29 | 33 | 33 | 34 | 34 | 34 | 34 | 34 | 35 | 35 | |
Closed Higher | 10 | 14 | 15 | 20 | 16 | 16 | 13 | 19 | 15 | 18 | 14 | |
Exceeded High | 7 | 10 | 13 | 17 | 10 | 13 | 9 | 15 | 12 | 14 | 9 | |
Scenario Percentage | 70% | 71% | 87% | 85% | 63% | 81% | 69% | 79% | 80% | 78% | 64% | |
Avg Max Increase | 8.98% | 7.75% | 10.19% | 9.69% | 6.16% | 6.48% | 8.84% | 12.91% | 15.09% | 13.35% | 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 | 15 | 20 | 18 | 12 | 18 | 13 | 17 | 17 | 9 | 11 | |
Avg Max Decline | -0.99% | -1.29% | -1.19% | -1.76% | -1.63% | -2.27% | -1.89% | -3.39% | -3.25% | -1.59% | -1.30% | |
Max Decline | -4.57% | -7.59% | -4.56% | -5.84% | -5.44% | -12.11% | -3.40% | -8.92% | -7.67% | -5.53% | -5.72% | |
Avg Days to Max Decline | 4 | 5 | 6 | 9 | 6 | 14 | 8 | 11 | 9 | 6 | 2 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | Yes | Yes | Yes | Yes | Not Yet |
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