|
| ScenarioSM Study for January Soybeans(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 | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 38 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 20 | 24 | 19 | 22 | 22 | 17 | 23 | 20 | 26 | 26 | 20 |
| Exceeded High | 20 | 21 | 15 | 21 | 19 | 8 | 18 | 15 | 17 | 14 | 11 |
| Scenario Percentage | 100% | 88% | 79% | 95% | 86% | 47% | 78% | 75% | 65% | 54% | 55% |
| Avg Max Increase | 6.26% | 6.12% | 16.96% | 15.06% | 14.12% | 12.56% | 8.63% | 9.12% | 6.93% | 5.29% | 2.57% |
| Max Increase | 14.58% | 25.55% | 52.48% | 63.29% | 54.89% | 32.84% | 36.66% | 18.94% | 25.11% | 17.00% | 5.95% |
| Avg Days To Max Increase | 17 | 19 | 18 | 16 | 16 | 13 | 16 | 19 | 15 | 11 | 7 |
| Avg Max Decline | -1.74% | -1.65% | -1.53% | -2.57% | -0.80% | -3.02% | -1.30% | -1.83% | -1.85% | -1.60% | -0.35% |
| Max Decline | -7.51% | -6.19% | -3.90% | -12.08% | -3.63% | -10.01% | -4.05% | -4.97% | -9.38% | -5.00% | -2.05% |
| Avg Days to Max Decline | 10 | 14 | 9 | 8 | 5 | 5 | 6 | 9 | 6 | 6 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | |||||||
| Action | 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.



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