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ScenarioSM Study for August Soybeans(CBOT) as of Jan 01, 2009 | ||||||||||||
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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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
Tested Years | 35 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 19 | 21 | 24 | 22 | 25 | 24 | 22 | 21 | 23 | 23 | 17 | |
Exceeded High | 12 | 17 | 15 | 18 | 21 | 21 | 16 | 14 | 19 | 17 | 5 | |
Scenario Percentage | 63% | 81% | 63% | 82% | 84% | 88% | 73% | 67% | 83% | 74% | 29% | |
Avg Max Increase | 10.48% | 6.55% | 7.96% | 9.63% | 9.84% | 9.79% | 8.72% | 19.23% | 19.77% | 15.30% | 9.96% | |
Max Increase | 15.33% | 19.06% | 25.39% | 39.61% | 37.25% | 33.40% | 21.18% | 74.19% | 63.40% | 56.88% | 23.84% | |
Avg Days To Max Increase | 16 | 21 | 21 | 19 | 17 | 18 | 19 | 18 | 18 | 12 | 8 | |
Avg Max Decline | -1.79% | -1.60% | -1.93% | -1.67% | -1.36% | -1.76% | -1.89% | -1.26% | -2.89% | -2.72% | -0.92% | |
Max Decline | -6.29% | -10.02% | -5.09% | -9.43% | -6.93% | -12.65% | -5.97% | -5.37% | -27.06% | -27.86% | -4.85% | |
Avg Days to Max Decline | 8 | 6 | 10 | 10 | 5 | 7 | 13 | 4 | 8 | 5 | 2 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | 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.