|
ScenarioSM Study for May 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 39 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 12 | 25 | 25 | 26 | 27 | 20 | 22 | 21 | 13 | 18 | 21 | |
Exceeded High | 8 | 21 | 18 | 21 | 18 | 14 | 15 | 17 | 8 | 13 | 10 | |
Scenario Percentage | 67% | 84% | 72% | 81% | 67% | 70% | 68% | 81% | 62% | 72% | 48% | |
Avg Max Increase | 11.74% | 15.20% | 9.93% | 7.74% | 6.91% | 9.73% | 10.86% | 9.00% | 11.69% | 10.37% | 6.08% | |
Max Increase | 21.60% | 57.45% | 24.15% | 16.30% | 22.64% | 28.56% | 51.12% | 42.73% | 44.48% | 43.62% | 13.84% | |
Avg Days To Max Increase | 16 | 20 | 14 | 16 | 15 | 17 | 17 | 17 | 22 | 13 | 8 | |
Avg Max Decline | -1.84% | -2.69% | -2.19% | -2.03% | -2.35% | -3.37% | -3.31% | -2.55% | -4.38% | -2.90% | -1.60% | |
Max Decline | -6.03% | -12.75% | -9.58% | -12.20% | -12.26% | -15.75% | -8.75% | -9.39% | -15.57% | -9.45% | -8.54% | |
Avg Days to Max Decline | 7 | 7 | 10 | 8 | 9 | 10 | 13 | 9 | 13 | 9 | 2 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | No | No | Not Yet |
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