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ScenarioSM Study for March Wheat(CBOT) as of Jan 01, 2014 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 19 | 19 | 15 | 24 | 23 | 26 | 27 | 22 | 22 | 22 | 14 | |
Exceeded High | 14 | 13 | 12 | 21 | 16 | 20 | 15 | 17 | 16 | 16 | 6 | |
Scenario Percentage | 74% | 68% | 80% | 88% | 70% | 77% | 56% | 77% | 73% | 73% | 43% | |
Avg Max Increase | 12.28% | 14.11% | 12.44% | 16.42% | 11.19% | 8.69% | 8.66% | 8.97% | 6.80% | 8.60% | 3.28% | |
Max Increase | 42.17% | 32.91% | 29.83% | 55.49% | 27.56% | 22.27% | 22.67% | 27.12% | 18.35% | 43.57% | 4.82% | |
Avg Days To Max Increase | 15 | 18 | 14 | 19 | 16 | 17 | 12 | 17 | 14 | 10 | 7 | |
Avg Max Decline | -2.00% | -2.60% | -2.50% | -3.00% | -2.62% | -1.56% | -2.34% | -3.76% | -3.73% | -1.75% | -2.46% | |
Max Decline | -8.47% | -8.58% | -7.36% | -13.70% | -11.34% | -4.13% | -13.34% | -16.08% | -9.61% | -5.70% | -4.24% | |
Avg Days to Max Decline | 6 | 8 | 7 | 7 | 8 | 7 | 8 | 12 | 12 | 3 | 3 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | No | Not Yet |
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