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ScenarioSM Study for March Wheat(CBOT) as of Jan 01, 2019 | ||||||||||||
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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 | 16 | 23 | 21 | 27 | 25 | 21 | 20 | 24 | 15 | |
Exceeded High | 15 | 12 | 12 | 19 | 13 | 20 | 11 | 16 | 13 | 18 | 8 | |
Scenario Percentage | 71% | 71% | 75% | 83% | 62% | 74% | 44% | 76% | 65% | 75% | 53% | |
Avg Max Increase | 11.97% | 14.66% | 12.06% | 15.24% | 11.70% | 8.22% | 10.23% | 9.69% | 8.46% | 8.88% | 5.14% | |
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 | 12 | 20 | 16 | 16 | 12 | 17 | 14 | 10 | 7 | |
Avg Max Decline | -2.03% | -2.65% | -2.22% | -3.14% | -3.00% | -1.48% | -3.11% | -4.00% | -3.79% | -1.77% | -1.89% | |
Max Decline | -8.47% | -8.58% | -7.36% | -13.70% | -11.34% | -4.10% | -13.34% | -16.08% | -9.61% | -5.70% | -4.24% | |
Avg Days to Max Decline | 4 | 8 | 7 | 7 | 9 | 6 | 9 | 11 | 11 | 3 | 2 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | No | Yes | Yes |
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