|
| ScenarioSM Study for March Soybeans(CBOT) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 39 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 19 | 22 | 23 | 17 | 24 | 20 | 26 | 24 | 20 | 23 | 22 |
| Exceeded High | 16 | 21 | 20 | 10 | 19 | 14 | 20 | 14 | 18 | 16 | 14 |
| Scenario Percentage | 84% | 95% | 87% | 59% | 79% | 70% | 77% | 58% | 90% | 70% | 64% |
| Avg Max Increase | 16.13% | 15.24% | 13.25% | 10.51% | 8.70% | 10.40% | 7.11% | 8.78% | 9.68% | 10.58% | 6.16% |
| Max Increase | 50.54% | 62.34% | 54.17% | 31.98% | 35.74% | 17.87% | 23.10% | 30.54% | 59.67% | 42.75% | 17.09% |
| Avg Days To Max Increase | 16 | 15 | 16 | 15 | 16 | 19 | 19 | 19 | 16 | 10 | 7 |
| Avg Max Decline | -1.86% | -2.65% | -0.84% | -4.60% | -1.36% | -2.32% | -2.65% | -2.54% | -1.74% | -1.04% | -0.30% |
| Max Decline | -5.58% | -14.36% | -3.52% | -19.86% | -3.84% | -6.41% | -10.06% | -6.18% | -8.91% | -3.54% | -2.27% |
| Avg Days to Max Decline | 7 | 7 | 5 | 8 | 7 | 8 | 7 | 14 | 9 | 3 | 2 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | |||||||
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|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.



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