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ScenarioSM Study for July Soybean Oil(CBOT) as of Jan 01, 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 | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 18 | 25 | 21 | 17 | 20 | 30 | 23 | 27 | 20 | 21 | |
Exceeded High | 16 | 15 | 16 | 16 | 13 | 16 | 28 | 21 | 22 | 14 | 14 | |
Scenario Percentage | 76% | 83% | 64% | 76% | 76% | 80% | 93% | 91% | 81% | 70% | 67% | |
Avg Max Increase | 7.08% | 10.01% | 9.98% | 10.69% | 14.35% | 13.68% | 9.46% | 11.84% | 11.61% | 15.82% | 10.40% | |
Max Increase | 25.86% | 22.72% | 21.10% | 41.88% | 55.06% | 39.33% | 33.39% | 38.07% | 43.99% | 33.88% | 21.07% | |
Avg Days To Max Increase | 14 | 18 | 19 | 16 | 20 | 15 | 15 | 16 | 14 | 12 | 9 | |
Avg Max Decline | -1.33% | -3.04% | -1.17% | -2.78% | -2.36% | -2.18% | -2.26% | -2.29% | -2.21% | -3.35% | -0.90% | |
Max Decline | -6.87% | -9.19% | -2.78% | -8.73% | -5.88% | -6.99% | -17.40% | -7.81% | -9.65% | -9.76% | -3.49% | |
Avg Days to Max Decline | 6 | 6 | 5 | 10 | 10 | 8 | 7 | 8 | 4 | 5 | 2 | |
2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.