|
| ScenarioSM Study for July Soybeans(CBOT) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 |
| Tested Years | 35 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 18 | 25 | 23 | 25 | 21 | 25 | 23 | 22 | 23 | 20 | 21 |
| Exceeded High | 15 | 16 | 18 | 15 | 16 | 20 | 20 | 17 | 15 | 17 | 15 |
| Scenario Percentage | 83% | 64% | 78% | 60% | 76% | 80% | 87% | 77% | 65% | 85% | 71% |
| Avg Max Increase | 8.24% | 9.56% | 5.49% | 7.33% | 10.19% | 9.51% | 10.30% | 8.84% | 18.52% | 15.64% | 9.17% |
| Max Increase | 27.34% | 16.50% | 14.78% | 18.01% | 42.65% | 40.03% | 35.97% | 20.82% | 90.20% | 37.78% | 15.90% |
| Avg Days To Max Increase | 14 | 18 | 19 | 22 | 19 | 19 | 17 | 18 | 17 | 13 | 8 |
| Avg Max Decline | -1.02% | -1.61% | -2.01% | -2.06% | -1.99% | -1.45% | -1.86% | -2.00% | -0.97% | -1.34% | -0.35% |
| Max Decline | -3.69% | -4.69% | -10.49% | -5.32% | -9.44% | -7.11% | -11.62% | -6.33% | -3.20% | -4.60% | -1.68% |
| Avg Days to Max Decline | 4 | 8 | 6 | 11 | 9 | 6 | 7 | 12 | 5 | 6 | 1 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | No | Yes | Yes | ||||
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|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.



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