|
ScenarioSM Study for September Wheat(CBOT) as of Oct 20, 2019 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 25 | 18 | 20 | 24 | 20 | 17 | 22 | 18 | 17 | 20 | 22 | |
Exceeded High | 15 | 13 | 16 | 18 | 12 | 13 | 16 | 12 | 11 | 13 | 10 | |
Scenario Percentage | 60% | 72% | 80% | 75% | 60% | 76% | 73% | 67% | 65% | 65% | 45% | |
Avg Max Increase | 6.09% | 8.86% | 11.24% | 9.56% | 12.87% | 10.67% | 12.95% | 14.72% | 19.34% | 15.28% | 6.06% | |
Max Increase | 17.88% | 20.85% | 60.26% | 45.64% | 35.48% | 33.54% | 42.22% | 33.42% | 75.12% | 40.63% | 19.81% | |
Avg Days To Max Increase | 15 | 19 | 15 | 14 | 17 | 17 | 14 | 17 | 15 | 12 | 6 | |
Avg Max Decline | -2.34% | -3.83% | -2.59% | -1.91% | -4.10% | -3.46% | -2.54% | -2.26% | -2.41% | -2.05% | -0.09% | |
Max Decline | -10.90% | -14.23% | -8.92% | -7.48% | -13.13% | -6.84% | -9.37% | -8.03% | -8.89% | -5.44% | -1.61% | |
Avg Days to Max Decline | 10 | 15 | 10 | 10 | 10 | 12 | 5 | 8 | 5 | 5 | 1 | |
2019 Contract Condition | Yes | Yes | Yes | |||||||||
Action | No | Yes | No |
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