|
ScenarioSM Study for September Oats(CBOT) as of Jan 01, 2009 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Feb | Feb | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 22 | 29 | 31 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | |
Closed Higher | 11 | 15 | 14 | 13 | 15 | 14 | 21 | 15 | 13 | 13 | 14 | |
Exceeded High | 7 | 11 | 9 | 11 | 10 | 12 | 12 | 10 | 10 | 8 | 8 | |
Scenario Percentage | 64% | 73% | 64% | 85% | 67% | 86% | 57% | 67% | 77% | 62% | 57% | |
Avg Max Increase | 6.82% | 5.35% | 13.46% | 9.58% | 10.06% | 10.23% | 23.42% | 24.04% | 12.64% | 10.95% | 5.26% | |
Max Increase | 10.82% | 11.80% | 37.56% | 33.14% | 30.95% | 24.88% | 134.52% | 111.54% | 22.22% | 19.21% | 8.28% | |
Avg Days To Max Increase | 15 | 12 | 15 | 16 | 18 | 16 | 16 | 18 | 12 | 10 | 7 | |
Avg Max Decline | -2.46% | -0.95% | -0.96% | -2.20% | -2.44% | -1.42% | -1.26% | -4.40% | -2.16% | -4.55% | -0.97% | |
Max Decline | -9.91% | -5.49% | -4.62% | -7.37% | -10.26% | -7.07% | -6.68% | -12.38% | -10.46% | -8.82% | -2.96% | |
Avg Days to Max Decline | 8 | 8 | 4 | 11 | 8 | 9 | 7 | 6 | 5 | 6 | 2 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.