|
ScenarioSM Study for December 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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 20 | 21 | 18 | 22 | 18 | 17 | 23 | 22 | 26 | 27 | 22 | |
Exceeded High | 15 | 13 | 14 | 16 | 12 | 12 | 18 | 13 | 19 | 13 | 12 | |
Scenario Percentage | 75% | 62% | 78% | 73% | 67% | 71% | 78% | 59% | 73% | 48% | 55% | |
Avg Max Increase | 9.34% | 12.02% | 9.99% | 13.75% | 15.89% | 18.41% | 16.11% | 12.41% | 9.42% | 8.42% | 5.70% | |
Max Increase | 44.14% | 33.07% | 30.94% | 42.98% | 33.73% | 71.37% | 55.25% | 31.91% | 25.73% | 18.06% | 19.11% | |
Avg Days To Max Increase | 16 | 18 | 17 | 13 | 19 | 16 | 21 | 16 | 17 | 12 | 8 | |
Avg Max Decline | -1.94% | -4.47% | -3.91% | -2.41% | -2.80% | -2.34% | -3.34% | -3.22% | -1.78% | -2.85% | -1.44% | |
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 | 11 | 11 | 14 | 4 | 8 | 5 | 8 | 10 | 5 | 5 | 2 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | No | Yes | No |
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