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| ScenarioSM Study for May Soybean Meal(CBOT) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 37 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 19 | 18 | 28 | 20 | 21 | 23 | 22 | 23 | 19 | 23 | 25 | |
| Exceeded High | 14 | 10 | 21 | 16 | 18 | 14 | 15 | 17 | 17 | 16 | 12 | |
| Scenario Percentage | 74% | 56% | 75% | 80% | 86% | 61% | 68% | 74% | 89% | 70% | 48% | |
| Avg Max Increase | 13.17% | 11.34% | 9.16% | 11.46% | 9.12% | 10.61% | 11.28% | 11.38% | 12.55% | 8.48% | 6.90% | |
| Max Increase | 37.18% | 23.73% | 31.71% | 22.51% | 40.91% | 46.01% | 47.72% | 31.15% | 36.71% | 23.38% | 21.87% | |
| Avg Days To Max Increase | 13 | 15 | 16 | 15 | 18 | 17 | 21 | 20 | 19 | 13 | 9 | |
| Avg Max Decline | -0.49% | -2.26% | -1.07% | -2.10% | -2.63% | -1.46% | -2.43% | -2.16% | -3.20% | -1.66% | -0.87% | |
| Max Decline | -11.10% | -12.10% | -3.43% | -6.65% | -9.93% | -5.80% | -9.58% | -8.08% | -19.93% | -5.37% | -3.34% | |
| Avg Days to Max Decline | 4 | 7 | 7 | 6 | 10 | 6 | 9 | 7 | 11 | 9 | 2 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | 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.
