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| ScenarioSM Study for July Soybeans(CBOT) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 38 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 19 | 23 | 22 | 25 | 21 | 24 | 25 | 23 | 25 | 22 | 21 | |
| Exceeded High | 16 | 14 | 18 | 15 | 17 | 20 | 22 | 18 | 16 | 19 | 16 | |
| Scenario Percentage | 84% | 61% | 82% | 60% | 81% | 83% | 88% | 78% | 64% | 86% | 76% | |
| Avg Max Increase | 8.64% | 10.39% | 6.75% | 7.75% | 10.71% | 10.50% | 9.82% | 9.81% | 19.99% | 15.95% | 9.40% | |
| Max Increase | 27.34% | 16.50% | 21.20% | 24.23% | 42.65% | 40.03% | 35.97% | 26.33% | 90.20% | 37.78% | 15.90% | |
| Avg Days To Max Increase | 15 | 19 | 20 | 19 | 19 | 18 | 16 | 18 | 18 | 13 | 9 | |
| Avg Max Decline | -0.89% | -1.94% | -2.20% | -1.76% | -2.02% | -1.42% | -1.82% | -1.94% | -1.24% | -1.30% | -0.40% | |
| Max Decline | -3.69% | -5.58% | -10.49% | -4.68% | -9.44% | -7.11% | -11.62% | -6.33% | -5.33% | -4.60% | -1.68% | |
| Avg Days to Max Decline | 4 | 7 | 5 | 9 | 10 | 6 | 8 | 11 | 3 | 6 | 1 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | No | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
