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| ScenarioSM Study for December Soybean Meal(CBOT) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 24 | 22 | 24 | 25 | 21 | 17 | 29 | 18 | 23 | 25 | |
| Exceeded High | 21 | 18 | 17 | 20 | 20 | 17 | 12 | 24 | 15 | 17 | 8 | |
| Scenario Percentage | 91% | 75% | 77% | 83% | 80% | 81% | 71% | 83% | 83% | 74% | 32% | |
| Avg Max Increase | 8.23% | 7.90% | 9.44% | 18.47% | 15.51% | 13.30% | 12.27% | 10.64% | 15.95% | 11.91% | 8.78% | |
| Max Increase | 25.95% | 16.47% | 30.82% | 60.31% | 36.09% | 31.19% | 29.58% | 39.86% | 31.35% | 54.61% | 36.51% | |
| Avg Days To Max Increase | 20 | 20 | 15 | 17 | 14 | 16 | 17 | 16 | 14 | 11 | 8 | |
| Avg Max Decline | -2.13% | -2.46% | -2.00% | -2.32% | -2.80% | -1.90% | -5.11% | -2.03% | -2.66% | -2.27% | -1.28% | |
| Max Decline | -7.74% | -8.70% | -4.80% | -7.71% | -21.10% | -10.98% | -13.58% | -15.85% | -7.84% | -7.05% | -4.87% | |
| Avg Days to Max Decline | 8 | 12 | 13 | 8 | 8 | 7 | 9 | 8 | 5 | 6 | 1 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | No | Yes | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
