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ScenarioSM Study for May Wheat(CBOT) as of Jul 19, 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 15 | 24 | 22 | 26 | 26 | 18 | 21 | 24 | 13 | 19 | 20 | |
Exceeded High | 10 | 19 | 14 | 21 | 16 | 13 | 15 | 17 | 9 | 13 | 13 | |
Scenario Percentage | 67% | 79% | 64% | 81% | 62% | 72% | 71% | 71% | 69% | 68% | 65% | |
Avg Max Increase | 12.10% | 10.85% | 10.69% | 6.97% | 8.39% | 9.41% | 11.31% | 8.70% | 17.69% | 10.51% | 6.86% | |
Max Increase | 21.60% | 39.14% | 24.15% | 16.30% | 22.32% | 21.63% | 51.12% | 42.73% | 45.99% | 43.62% | 14.70% | |
Avg Days To Max Increase | 14 | 19 | 12 | 16 | 17 | 16 | 16 | 15 | 16 | 12 | 8 | |
Avg Max Decline | -2.43% | -2.52% | -1.88% | -2.07% | -3.12% | -3.81% | -3.29% | -2.66% | -3.97% | -3.53% | -1.74% | |
Max Decline | -8.84% | -9.10% | -7.20% | -12.20% | -12.26% | -15.75% | -8.75% | -9.39% | -15.57% | -9.45% | -8.54% | |
Avg Days to Max Decline | 8 | 6 | 11 | 6 | 13 | 10 | 11 | 9 | 10 | 8 | 2 | |
2025 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.