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ScenarioSM Study for May 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 40 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 12 | 24 | 24 | 27 | 26 | 20 | 21 | 23 | 14 | 19 | 19 | |
Exceeded High | 7 | 20 | 16 | 22 | 15 | 14 | 14 | 18 | 8 | 14 | 9 | |
Scenario Percentage | 58% | 83% | 67% | 81% | 58% | 70% | 67% | 78% | 57% | 74% | 47% | |
Avg Max Increase | 11.73% | 15.21% | 10.53% | 7.53% | 8.64% | 10.70% | 12.33% | 9.06% | 13.84% | 9.94% | 5.77% | |
Max Increase | 21.60% | 57.45% | 24.15% | 16.30% | 22.64% | 28.56% | 51.12% | 42.73% | 44.48% | 43.62% | 12.46% | |
Avg Days To Max Increase | 14 | 20 | 13 | 16 | 14 | 16 | 16 | 17 | 17 | 12 | 7 | |
Avg Max Decline | -1.78% | -2.68% | -2.29% | -2.07% | -2.82% | -3.33% | -3.17% | -2.46% | -4.36% | -3.43% | -1.89% | |
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 | 11 | 7 | 10 | 9 | 12 | 9 | 11 | 8 | 2 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | Yes | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.