|
ScenarioSM Study for July Wheat(CBOT) as of Dec 30, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 42 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 22 | 26 | 28 | 20 | 23 | 22 | 17 | 17 | 20 | 18 | 16 | |
Exceeded High | 15 | 20 | 19 | 14 | 17 | 18 | 11 | 14 | 15 | 11 | 8 | |
Scenario Percentage | 68% | 77% | 68% | 70% | 74% | 82% | 65% | 82% | 75% | 61% | 50% | |
Avg Max Increase | 8.10% | 7.26% | 7.90% | 11.95% | 12.42% | 9.78% | 13.29% | 10.25% | 13.84% | 16.11% | 8.07% | |
Max Increase | 19.84% | 17.15% | 30.19% | 28.79% | 63.12% | 45.71% | 37.07% | 35.10% | 39.86% | 32.52% | 15.49% | |
Avg Days To Max Increase | 16 | 14 | 17 | 18 | 15 | 15 | 17 | 16 | 14 | 13 | 8 | |
Avg Max Decline | -3.42% | -2.29% | -2.42% | -3.31% | -3.00% | -2.10% | -4.50% | -3.56% | -2.80% | -1.61% | -1.76% | |
Max Decline | -7.47% | -7.27% | -11.64% | -15.44% | -9.19% | -8.18% | -14.54% | -7.75% | -9.71% | -6.71% | -6.22% | |
Avg Days to Max Decline | 11 | 10 | 12 | 11 | 11 | 10 | 9 | 11 | 5 | 5 | 1 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | No | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |