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ScenarioSM Study for September Soybean Meal(CBOT) as of Jan 01, 2014 | ||||||||||||
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Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 37 | 42 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 16 | 21 | 22 | 22 | 24 | 24 | 25 | 23 | 24 | 20 | 27 | |
Exceeded High | 13 | 12 | 17 | 19 | 20 | 19 | 18 | 17 | 18 | 13 | 17 | |
Scenario Percentage | 81% | 57% | 77% | 86% | 83% | 79% | 72% | 74% | 75% | 65% | 63% | |
Avg Max Increase | 7.97% | 8.33% | 10.67% | 9.58% | 9.38% | 9.74% | 20.25% | 16.58% | 12.85% | 12.74% | 5.21% | |
Max Increase | 16.31% | 33.81% | 49.29% | 29.94% | 19.70% | 32.85% | 71.36% | 35.87% | 29.95% | 32.53% | 12.89% | |
Avg Days To Max Increase | 15 | 17 | 21 | 21 | 20 | 15 | 20 | 16 | 16 | 13 | 6 | |
Avg Max Decline | -1.81% | -1.57% | -1.80% | -1.96% | -3.02% | -1.85% | -1.80% | -3.81% | -1.52% | -3.28% | -0.86% | |
Max Decline | -10.00% | -4.81% | -9.94% | -6.67% | -19.11% | -5.16% | -10.17% | -30.86% | -9.96% | -8.24% | -3.88% | |
Avg Days to Max Decline | 7 | 4 | 10 | 7 | 14 | 14 | 9 | 11 | 7 | 8 | 2 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | 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.