|
ScenarioSM Study for September Wheat(CBOT) as of Jan 01, 2013 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 39 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 24 | 20 | 22 | 22 | 20 | 16 | 22 | 19 | 16 | 22 | 26 | |
Exceeded High | 17 | 15 | 17 | 17 | 12 | 11 | 16 | 13 | 12 | 15 | 14 | |
Scenario Percentage | 71% | 75% | 77% | 77% | 60% | 69% | 73% | 68% | 75% | 68% | 54% | |
Avg Max Increase | 6.91% | 10.02% | 11.60% | 10.15% | 12.00% | 11.39% | 14.49% | 15.77% | 19.41% | 19.02% | 5.96% | |
Max Increase | 29.85% | 27.85% | 60.26% | 45.64% | 35.48% | 33.54% | 42.22% | 33.42% | 75.12% | 49.18% | 19.81% | |
Avg Days To Max Increase | 14 | 19 | 16 | 16 | 18 | 17 | 15 | 17 | 18 | 14 | 8 | |
Avg Max Decline | -1.89% | -3.33% | -2.53% | -2.00% | -4.77% | -3.12% | -2.05% | -2.75% | -2.53% | -1.78% | -0.31% | |
Max Decline | -10.90% | -14.23% | -8.92% | -7.48% | -13.13% | -6.84% | -9.37% | -9.76% | -8.89% | -5.44% | -2.21% | |
Avg Days to Max Decline | 9 | 14 | 11 | 10 | 16 | 13 | 4 | 9 | 6 | 5 | 1 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | No | Yes | 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.