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ScenarioSM Study for October Soybean Oil(CBOT) as of Jan 01, 2018 | ||||||||||||
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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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 22 | 21 | 23 | 31 | 24 | 28 | 22 | 20 | 18 | 20 | 19 | |
Exceeded High | 16 | 17 | 20 | 28 | 22 | 22 | 17 | 13 | 13 | 12 | 8 | |
Scenario Percentage | 73% | 81% | 87% | 90% | 92% | 79% | 77% | 65% | 72% | 60% | 42% | |
Avg Max Increase | 10.44% | 11.87% | 10.49% | 7.99% | 11.14% | 13.90% | 19.53% | 25.75% | 12.97% | 8.36% | 7.43% | |
Max Increase | 33.13% | 45.66% | 34.75% | 20.76% | 43.93% | 44.18% | 78.88% | 81.32% | 55.19% | 28.06% | 26.45% | |
Avg Days To Max Increase | 17 | 18 | 14 | 15 | 16 | 17 | 16 | 17 | 17 | 12 | 7 | |
Avg Max Decline | -1.78% | -1.58% | -1.69% | -1.34% | -2.02% | -2.15% | -2.63% | -1.07% | -5.24% | -1.47% | -2.93% | |
Max Decline | -7.76% | -5.76% | -6.77% | -5.94% | -6.59% | -8.19% | -10.54% | -3.24% | -22.53% | -4.93% | -11.18% | |
Avg Days to Max Decline | 7 | 7 | 9 | 6 | 8 | 9 | 6 | 5 | 10 | 3 | 2 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | No | Yes | Yes |
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