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ScenarioSM Study for March Soybean Oil(CBOT) as of Jan 01, 2015 | ||||||||||||
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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 | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 24 | 22 | 21 | 21 | 22 | 19 | 23 | 21 | 15 | 19 | 28 | |
Exceeded High | 19 | 18 | 17 | 16 | 17 | 16 | 16 | 15 | 11 | 14 | 19 | |
Scenario Percentage | 79% | 82% | 81% | 76% | 77% | 84% | 70% | 71% | 73% | 74% | 68% | |
Avg Max Increase | 12.07% | 17.84% | 20.90% | 11.87% | 8.41% | 11.72% | 9.97% | 12.31% | 20.20% | 17.64% | 7.20% | |
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 | 20 | 15 | 15 | 18 | 16 | 19 | 17 | 14 | 20 | 10 | 7 | |
Avg Max Decline | -2.05% | -2.83% | -1.19% | -4.22% | -1.36% | -3.15% | -1.60% | -2.56% | -2.72% | -1.48% | -0.54% | |
Max Decline | -6.63% | -8.92% | -3.74% | -18.49% | -7.25% | -10.23% | -4.45% | -9.47% | -6.21% | -3.28% | -3.60% | |
Avg Days to Max Decline | 14 | 7 | 9 | 12 | 5 | 6 | 6 | 13 | 9 | 4 | 2 | |
2014 Contract Condition | Yes | Yes | Yes | |||||||||
Action | No | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.