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| ScenarioSM Study for March Soybean Meal(CBOT) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | 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 | 20 | 27 | 23 | 18 | 27 | 18 | 21 | 22 | 22 | 24 | 17 | |
| Exceeded High | 15 | 24 | 18 | 12 | 20 | 15 | 18 | 14 | 16 | 15 | 11 | |
| Scenario Percentage | 75% | 89% | 78% | 67% | 74% | 83% | 86% | 64% | 73% | 63% | 65% | |
| Avg Max Increase | 21.05% | 13.18% | 10.77% | 10.94% | 10.60% | 14.28% | 10.10% | 10.55% | 10.58% | 11.05% | 5.62% | |
| Max Increase | 62.28% | 33.81% | 31.78% | 25.47% | 36.86% | 26.00% | 44.67% | 50.62% | 49.11% | 32.02% | 11.90% | |
| Avg Days To Max Increase | 18 | 14 | 15 | 14 | 16 | 16 | 16 | 16 | 20 | 12 | 9 | |
| Avg Max Decline | -1.64% | -2.20% | -1.83% | -2.32% | -1.23% | -2.47% | -2.30% | -1.98% | -2.62% | -1.51% | -0.87% | |
| Max Decline | -6.76% | -16.45% | -10.55% | -12.35% | -3.76% | -6.98% | -8.91% | -6.22% | -9.14% | -5.52% | -2.51% | |
| Avg Days to Max Decline | 7 | 6 | 7 | 5 | 7 | 5 | 7 | 7 | 14 | 4 | 3 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | No | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
