|
ScenarioSM Study for March Wheat(CBOT) as of Dec 31, 2010 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 38 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 17 | 21 | 16 | 23 | 24 | 27 | 26 | 23 | 21 | 19 | 15 | |
Exceeded High | 13 | 15 | 12 | 20 | 18 | 21 | 15 | 18 | 14 | 14 | 7 | |
Scenario Percentage | 76% | 71% | 75% | 87% | 75% | 78% | 58% | 78% | 67% | 74% | 47% | |
Avg Max Increase | 13.07% | 13.41% | 11.40% | 15.92% | 10.32% | 8.43% | 8.43% | 8.53% | 6.55% | 9.12% | 3.00% | |
Max Increase | 42.17% | 32.91% | 29.83% | 55.49% | 27.56% | 22.27% | 22.67% | 27.12% | 18.35% | 43.57% | 4.82% | |
Avg Days To Max Increase | 15 | 18 | 15 | 20 | 16 | 17 | 13 | 16 | 16 | 11 | 7 | |
Avg Max Decline | -2.00% | -2.37% | -2.61% | -2.91% | -2.36% | -1.59% | -1.64% | -3.55% | -3.25% | -1.93% | -2.26% | |
Max Decline | -8.47% | -8.58% | -7.36% | -13.70% | -11.34% | -4.13% | -4.63% | -16.08% | -7.66% | -5.70% | -4.24% | |
Avg Days to Max Decline | 6 | 7 | 8 | 7 | 8 | 8 | 8 | 11 | 12 | 4 | 2 | |
2010 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | No | 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.