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| ScenarioSM Study for August 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 33 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 17 | 21 | 25 | 21 | 22 | 20 | 24 | 23 | 25 | 26 | 16 | |
| Exceeded High | 13 | 18 | 14 | 14 | 17 | 17 | 19 | 16 | 19 | 18 | 6 | |
| Scenario Percentage | 76% | 86% | 56% | 67% | 77% | 85% | 79% | 70% | 76% | 69% | 38% | |
| Avg Max Increase | 11.51% | 8.34% | 10.53% | 11.03% | 10.83% | 11.33% | 9.74% | 22.53% | 16.01% | 10.25% | 8.71% | |
| Max Increase | 21.18% | 38.22% | 42.68% | 48.61% | 30.93% | 35.17% | 25.53% | 86.01% | 37.46% | 21.51% | 23.80% | |
| Avg Days To Max Increase | 15 | 18 | 18 | 22 | 18 | 18 | 17 | 21 | 17 | 13 | 9 | |
| Avg Max Decline | -1.44% | -2.02% | -1.50% | -2.10% | -1.89% | -2.67% | -1.65% | -1.56% | -1.40% | -1.49% | -6.17% | |
| Max Decline | -5.01% | -9.99% | -5.09% | -9.97% | -7.12% | -19.86% | -4.98% | -5.66% | -6.22% | -9.50% | -31.03% | |
| Avg Days to Max Decline | 7 | 10 | 6 | 12 | 6 | 10 | 9 | 8 | 7 | 5 | 4 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | 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.
