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| ScenarioSM Study for May Oats(CBOT) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 26 | 31 | 31 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 33 |
| Closed Higher | 10 | 15 | 14 | 19 | 17 | 17 | 15 | 12 | 12 | 16 | 16 |
| Exceeded High | 7 | 11 | 9 | 17 | 10 | 8 | 9 | 10 | 8 | 13 | 11 |
| Scenario Percentage | 70% | 73% | 64% | 89% | 59% | 47% | 60% | 83% | 67% | 81% | 69% |
| Avg Max Increase | 13.79% | 8.38% | 9.82% | 10.68% | 11.74% | 7.06% | 8.57% | 10.06% | 11.73% | 9.45% | 7.85% |
| Max Increase | 24.52% | 18.48% | 21.88% | 36.29% | 20.50% | 14.90% | 33.09% | 18.85% | 27.04% | 23.85% | 13.64% |
| Avg Days To Max Increase | 14 | 16 | 18 | 16 | 20 | 10 | 9 | 17 | 16 | 11 | 8 |
| Avg Max Decline | 0.30% | -4.45% | -3.51% | -2.00% | -0.58% | -2.05% | -1.27% | -2.68% | -3.78% | -2.65% | -1.88% |
| Max Decline | -2.19% | -7.41% | -13.02% | -10.00% | -3.61% | -6.85% | -4.39% | -8.72% | -8.58% | -8.53% | -6.88% |
| Avg Days to Max Decline | 6 | 9 | 11 | 7 | 7 | 4 | 4 | 8 | 21 | 6 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | No | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
