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ScenarioSM Study for July 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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 22 | 27 | 28 | 20 | 23 | 23 | 17 | 17 | 20 | 18 | 17 | |
Exceeded High | 15 | 21 | 18 | 14 | 18 | 19 | 10 | 14 | 15 | 11 | 9 | |
Scenario Percentage | 68% | 78% | 64% | 70% | 78% | 83% | 59% | 82% | 75% | 61% | 53% | |
Avg Max Increase | 8.10% | 7.15% | 7.84% | 11.95% | 12.43% | 9.75% | 14.21% | 10.25% | 13.84% | 16.11% | 7.97% | |
Max Increase | 19.84% | 17.15% | 30.19% | 28.79% | 63.12% | 45.71% | 37.07% | 35.10% | 39.86% | 32.52% | 15.01% | |
Avg Days To Max Increase | 16 | 14 | 17 | 18 | 15 | 15 | 17 | 16 | 14 | 13 | 7 | |
Avg Max Decline | -3.42% | -2.30% | -2.46% | -3.31% | -2.90% | -2.04% | -4.83% | -3.56% | -2.80% | -1.61% | -1.42% | |
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 | 9 | 11 | 11 | 11 | 9 | 10 | 11 | 5 | 5 | 2 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | No | Yes | Yes | No | Yes |
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