|
ScenarioSM Study for December 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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 19 | 21 | 19 | 22 | 18 | 16 | 24 | 23 | 26 | 28 | 23 | |
Exceeded High | 14 | 14 | 15 | 16 | 12 | 11 | 19 | 14 | 20 | 14 | 13 | |
Scenario Percentage | 74% | 67% | 79% | 73% | 67% | 69% | 79% | 61% | 77% | 50% | 57% | |
Avg Max Increase | 9.43% | 11.47% | 9.58% | 13.75% | 15.89% | 19.29% | 17.52% | 12.97% | 9.67% | 9.50% | 6.10% | |
Max Increase | 44.14% | 33.07% | 30.94% | 42.98% | 33.73% | 71.37% | 55.25% | 31.91% | 25.73% | 23.58% | 19.11% | |
Avg Days To Max Increase | 16 | 17 | 17 | 13 | 19 | 17 | 21 | 16 | 18 | 12 | 8 | |
Avg Max Decline | -2.01% | -4.24% | -3.67% | -2.41% | -2.80% | -2.68% | -3.15% | -3.00% | -1.90% | -2.72% | -1.26% | |
Max Decline | -7.09% | -12.37% | -11.59% | -8.67% | -9.19% | -8.05% | -15.26% | -11.16% | -4.46% | -13.87% | -2.77% | |
Avg Days to Max Decline | 12 | 12 | 14 | 4 | 8 | 6 | 8 | 9 | 5 | 5 | 2 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | Yes | Yes | Not Yet |
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