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| ScenarioSM Study for August Soybeans(CBOT) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 42 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 20 | 24 | 21 | 22 | 25 | 25 | 22 | 22 | 22 | 20 | |
| Exceeded High | 13 | 16 | 15 | 17 | 18 | 22 | 18 | 14 | 18 | 18 | 6 | |
| Scenario Percentage | 65% | 80% | 63% | 81% | 82% | 88% | 72% | 64% | 82% | 82% | 30% | |
| Avg Max Increase | 11.16% | 7.80% | 7.75% | 10.29% | 11.17% | 10.34% | 9.23% | 18.34% | 19.71% | 16.23% | 9.84% | |
| Max Increase | 19.29% | 19.06% | 25.39% | 39.61% | 37.25% | 33.40% | 24.07% | 74.19% | 63.40% | 56.88% | 23.84% | |
| Avg Days To Max Increase | 15 | 21 | 19 | 18 | 17 | 18 | 18 | 15 | 17 | 12 | 8 | |
| Avg Max Decline | -1.99% | -2.17% | -1.66% | -2.19% | -1.50% | -1.92% | -1.75% | -1.39% | -3.20% | -2.28% | -0.89% | |
| Max Decline | -6.29% | -10.02% | -4.62% | -9.43% | -6.93% | -12.65% | -5.97% | -5.37% | -27.06% | -27.86% | -4.85% | |
| Avg Days to Max Decline | 8 | 7 | 9 | 11 | 5 | 7 | 12 | 3 | 9 | 2 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | No | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
