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ScenarioSM Study for March Wheat(CBOT) as of Jan 01, 2018 | ||||||||||||
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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 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 17 | 15 | 24 | 22 | 27 | 26 | 22 | 21 | 23 | 14 | |
Exceeded High | 15 | 12 | 11 | 20 | 14 | 21 | 12 | 17 | 14 | 17 | 7 | |
Scenario Percentage | 71% | 71% | 73% | 83% | 64% | 78% | 46% | 77% | 67% | 74% | 50% | |
Avg Max Increase | 11.97% | 14.66% | 12.41% | 16.52% | 12.11% | 8.46% | 11.27% | 9.79% | 8.11% | 8.70% | 5.24% | |
Max Increase | 42.17% | 32.91% | 29.83% | 55.49% | 27.56% | 22.27% | 24.05% | 27.12% | 18.35% | 43.57% | 16.99% | |
Avg Days To Max Increase | 13 | 19 | 13 | 20 | 16 | 17 | 12 | 16 | 14 | 11 | 8 | |
Avg Max Decline | -2.03% | -2.65% | -2.50% | -2.98% | -2.79% | -1.61% | -2.92% | -3.74% | -3.75% | -1.70% | -2.11% | |
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 | 4 | 8 | 7 | 7 | 9 | 6 | 8 | 12 | 11 | 3 | 3 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | No | Yes | Yes | Not Yet |
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