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ScenarioSM Study for March Wheat(CBOT) as of Jul 09, 2025 | ||||||||||||
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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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 24 | 17 | 16 | 24 | 20 | 26 | 26 | 20 | 21 | 23 | 13 | |
Exceeded High | 18 | 10 | 12 | 19 | 12 | 20 | 13 | 16 | 14 | 16 | 8 | |
Scenario Percentage | 75% | 59% | 75% | 79% | 60% | 77% | 50% | 80% | 67% | 70% | 62% | |
Avg Max Increase | 10.29% | 11.48% | 12.73% | 12.29% | 12.86% | 7.72% | 10.68% | 8.94% | 8.06% | 8.18% | 11.10% | |
Max Increase | 26.61% | 21.82% | 29.83% | 49.15% | 27.56% | 22.27% | 24.05% | 20.97% | 14.45% | 43.57% | 53.58% | |
Avg Days To Max Increase | 14 | 20 | 14 | 18 | 15 | 16 | 15 | 15 | 14 | 10 | 8 | |
Avg Max Decline | -2.15% | -2.58% | -3.16% | -2.68% | -2.26% | -1.59% | -3.44% | -3.66% | -3.89% | -1.78% | -1.56% | |
Max Decline | -8.47% | -7.45% | -9.30% | -9.54% | -7.62% | -4.80% | -13.34% | -16.08% | -9.61% | -5.70% | -4.24% | |
Avg Days to Max Decline | 4 | 8 | 7 | 6 | 9 | 5 | 13 | 9 | 10 | 3 | 2 | |
2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.