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ScenarioSM Study for July Corn(CBOT) as of Jan 01, 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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 20 | 18 | 22 | 18 | 23 | 24 | 27 | 24 | 16 | 21 | 17 | |
Exceeded High | 11 | 17 | 14 | 10 | 19 | 22 | 19 | 22 | 13 | 15 | 12 | |
Scenario Percentage | 55% | 94% | 64% | 56% | 83% | 92% | 70% | 92% | 81% | 71% | 71% | |
Avg Max Increase | 8.42% | 9.98% | 8.12% | 10.28% | 8.51% | 8.05% | 7.12% | 7.08% | 9.75% | 11.83% | 7.21% | |
Max Increase | 30.68% | 38.35% | 16.30% | 28.80% | 28.71% | 16.78% | 26.54% | 30.33% | 24.95% | 60.09% | 16.99% | |
Avg Days To Max Increase | 15 | 15 | 23 | 16 | 17 | 19 | 12 | 14 | 16 | 10 | 7 | |
Avg Max Decline | -2.70% | -2.69% | -2.39% | -3.24% | -2.10% | -1.58% | -3.52% | -2.35% | -3.99% | -3.32% | -0.45% | |
Max Decline | -9.08% | -8.83% | -11.93% | -8.20% | -8.20% | -4.31% | -16.09% | -10.79% | -12.89% | -10.06% | -4.16% | |
Avg Days to Max Decline | 14 | 7 | 11 | 13 | 9 | 9 | 10 | 9 | 13 | 6 | 2 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.