|
ScenarioSM Study for July Wheat(CBOT) as of Jan 21, 2022 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 22 | 27 | 28 | 19 | 23 | 24 | 17 | 17 | 21 | 18 | 17 | |
Exceeded High | 15 | 22 | 19 | 13 | 19 | 19 | 12 | 13 | 15 | 11 | 8 | |
Scenario Percentage | 68% | 81% | 68% | 68% | 83% | 79% | 71% | 76% | 71% | 61% | 47% | |
Avg Max Increase | 7.49% | 7.14% | 6.62% | 9.83% | 10.91% | 8.79% | 13.78% | 10.94% | 12.39% | 16.10% | 8.04% | |
Max Increase | 15.97% | 17.15% | 18.88% | 20.41% | 63.12% | 45.71% | 37.07% | 35.10% | 39.86% | 32.52% | 15.49% | |
Avg Days To Max Increase | 16 | 15 | 19 | 19 | 15 | 14 | 17 | 17 | 14 | 15 | 8 | |
Avg Max Decline | -3.24% | -2.19% | -2.64% | -3.90% | -2.91% | -2.25% | -4.83% | -3.71% | -2.90% | -1.83% | -1.49% | |
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 | 12 | 9 | 13 | 13 | 12 | 9 | 11 | 12 | 6 | 5 | 2 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | No | Not Yet |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.