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| ScenarioSM Study for May 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 40 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 18 | 27 | 19 | 21 | 23 | 22 | 23 | 20 | 25 | 26 | |
| Exceeded High | 16 | 11 | 20 | 16 | 18 | 14 | 16 | 17 | 18 | 16 | 14 | |
| Scenario Percentage | 76% | 61% | 74% | 84% | 86% | 61% | 73% | 74% | 90% | 64% | 54% | |
| Avg Max Increase | 12.82% | 11.14% | 9.41% | 12.34% | 9.62% | 10.49% | 11.04% | 11.35% | 12.40% | 9.50% | 6.14% | |
| Max Increase | 37.18% | 23.73% | 31.71% | 22.51% | 40.91% | 46.01% | 47.72% | 31.15% | 36.71% | 24.11% | 21.87% | |
| Avg Days To Max Increase | 14 | 14 | 17 | 15 | 18 | 16 | 21 | 20 | 19 | 11 | 7 | |
| Avg Max Decline | -0.80% | -1.89% | -1.02% | -2.40% | -2.76% | -1.68% | -2.63% | -2.10% | -3.41% | -1.50% | -0.82% | |
| Max Decline | -11.10% | -12.10% | -3.43% | -6.65% | -9.93% | -5.80% | -9.58% | -8.08% | -19.93% | -5.37% | -2.95% | |
| Avg Days to Max Decline | 4 | 6 | 9 | 6 | 10 | 5 | 9 | 7 | 11 | 8 | 2 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | 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.
