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ScenarioSM Study for May Wheat(CBOT) as of Nov 09, 2020 | ||||||||||||
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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 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 14 | 22 | 22 | 27 | 25 | 19 | 20 | 24 | 14 | 19 | 19 | |
Exceeded High | 8 | 18 | 14 | 21 | 15 | 13 | 14 | 18 | 9 | 14 | 11 | |
Scenario Percentage | 57% | 82% | 64% | 78% | 60% | 68% | 70% | 75% | 64% | 74% | 58% | |
Avg Max Increase | 11.20% | 11.61% | 10.14% | 7.25% | 7.73% | 9.02% | 11.09% | 8.70% | 12.83% | 10.25% | 6.00% | |
Max Increase | 21.60% | 39.14% | 24.15% | 16.30% | 22.32% | 21.63% | 51.12% | 42.73% | 44.48% | 43.62% | 13.84% | |
Avg Days To Max Increase | 13 | 19 | 13 | 15 | 15 | 18 | 16 | 15 | 16 | 12 | 7 | |
Avg Max Decline | -1.47% | -2.28% | -1.93% | -1.85% | -2.94% | -4.02% | -3.27% | -2.49% | -4.00% | -3.43% | -1.66% | |
Max Decline | -6.03% | -9.10% | -7.32% | -12.20% | -12.26% | -15.75% | -8.75% | -9.39% | -15.57% | -9.45% | -8.54% | |
Avg Days to Max Decline | 7 | 6 | 12 | 8 | 11 | 10 | 12 | 9 | 10 | 8 | 2 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | Yes | Yes | Yes | Yes | Not Yet |
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