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ScenarioSM Study for January Soybeans(CBOT) as of Dec 30, 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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 25 | 24 | 21 | 23 | 20 | 19 | 23 | 17 | 24 | 25 | 19 | |
Exceeded High | 24 | 21 | 16 | 22 | 17 | 12 | 18 | 12 | 19 | 15 | 13 | |
Scenario Percentage | 96% | 88% | 76% | 96% | 85% | 63% | 78% | 71% | 79% | 60% | 68% | |
Avg Max Increase | 6.01% | 6.92% | 17.27% | 15.47% | 16.32% | 11.66% | 9.59% | 11.36% | 8.06% | 6.83% | 3.75% | |
Max Increase | 14.58% | 25.55% | 52.48% | 63.29% | 54.89% | 32.84% | 36.66% | 20.86% | 25.11% | 20.00% | 8.09% | |
Avg Days To Max Increase | 16 | 19 | 17 | 15 | 15 | 15 | 16 | 17 | 16 | 10 | 8 | |
Avg Max Decline | -1.78% | -1.79% | -2.21% | -2.60% | -0.66% | -2.95% | -1.21% | -3.01% | -2.51% | -2.03% | -0.84% | |
Max Decline | -7.51% | -6.19% | -9.08% | -12.08% | -5.42% | -10.01% | -4.05% | -6.79% | -9.38% | -6.24% | -3.30% | |
Avg Days to Max Decline | 9 | 14 | 9 | 8 | 4 | 7 | 6 | 7 | 6 | 6 | 5 | |
2016 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.