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ScenarioSM Study for March Soybean Oil(CBOT) as of Jan 01, 2009 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 36 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 21 | 22 | 21 | 22 | 21 | 23 | 22 | 15 | 22 | 27 | |
Exceeded High | 17 | 17 | 18 | 17 | 17 | 18 | 17 | 16 | 11 | 16 | 18 | |
Scenario Percentage | 81% | 81% | 82% | 81% | 77% | 86% | 74% | 73% | 73% | 73% | 67% | |
Avg Max Increase | 11.84% | 18.28% | 20.43% | 11.73% | 9.66% | 11.72% | 10.13% | 12.34% | 20.89% | 16.26% | 7.07% | |
Max Increase | 39.42% | 76.66% | 69.44% | 51.45% | 28.43% | 26.42% | 18.98% | 53.06% | 79.61% | 43.40% | 23.04% | |
Avg Days To Max Increase | 21 | 17 | 15 | 19 | 18 | 20 | 17 | 16 | 22 | 11 | 7 | |
Avg Max Decline | -2.10% | -3.14% | -1.20% | -3.96% | -1.37% | -2.85% | -1.29% | -2.74% | -1.93% | -1.43% | -0.61% | |
Max Decline | -6.63% | -8.92% | -4.31% | -18.49% | -7.25% | -10.23% | -4.45% | -10.53% | -6.21% | -3.28% | -3.60% | |
Avg Days to Max Decline | 15 | 7 | 8 | 10 | 5 | 7 | 4 | 13 | 7 | 5 | 2 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.