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ScenarioSM Study for July Oats(CBOT) as of Dec 30, 2016 | ||||||||||||
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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 | 30 | 39 | 41 | 41 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | |
Closed Higher | 11 | 21 | 24 | 17 | 20 | 15 | 15 | 17 | 24 | 19 | 20 | |
Exceeded High | 7 | 18 | 17 | 13 | 12 | 13 | 10 | 14 | 16 | 15 | 10 | |
Scenario Percentage | 64% | 86% | 71% | 76% | 60% | 87% | 67% | 82% | 67% | 79% | 50% | |
Avg Max Increase | 8.38% | 8.43% | 7.14% | 6.44% | 13.33% | 12.28% | 10.58% | 9.99% | 21.33% | 18.28% | 11.45% | |
Max Increase | 14.97% | 33.88% | 20.81% | 16.97% | 39.32% | 33.53% | 27.06% | 22.68% | 137.82% | 115.34% | 21.92% | |
Avg Days To Max Increase | 17 | 13 | 14 | 13 | 14 | 13 | 14 | 13 | 15 | 11 | 9 | |
Avg Max Decline | -3.34% | -2.02% | -2.27% | -1.68% | -1.07% | -1.79% | -2.00% | -2.73% | -4.52% | -3.29% | -0.81% | |
Max Decline | -8.81% | -6.49% | -11.62% | -6.45% | -6.35% | -4.30% | -11.43% | -7.63% | -24.10% | -11.86% | -7.66% | |
Avg Days to Max Decline | 11 | 6 | 10 | 9 | 5 | 9 | 8 | 8 | 10 | 5 | 2 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.