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ScenarioSM Study for September Soybeans(CBOT) as of Jan 01, 2019 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 19 | 25 | 21 | 23 | 26 | 26 | 22 | 21 | 20 | 19 | 21 | |
Exceeded High | 16 | 17 | 16 | 20 | 21 | 19 | 15 | 17 | 16 | 11 | 12 | |
Scenario Percentage | 84% | 68% | 76% | 87% | 81% | 73% | 68% | 81% | 80% | 58% | 57% | |
Avg Max Increase | 7.53% | 5.89% | 7.86% | 7.75% | 7.66% | 9.26% | 15.69% | 18.21% | 17.54% | 9.96% | 5.06% | |
Max Increase | 17.59% | 27.24% | 24.01% | 23.73% | 19.59% | 23.39% | 51.72% | 63.92% | 57.58% | 34.02% | 12.43% | |
Avg Days To Max Increase | 22 | 15 | 19 | 18 | 17 | 18 | 21 | 14 | 13 | 14 | 7 | |
Avg Max Decline | -1.98% | -1.54% | -2.07% | -1.46% | -1.48% | -2.00% | -2.22% | -1.73% | -0.65% | -3.65% | -0.68% | |
Max Decline | -5.12% | -3.80% | -9.46% | -6.46% | -5.78% | -5.66% | -10.71% | -4.75% | -5.98% | -8.05% | -3.28% | |
Avg Days to Max Decline | 8 | 7 | 10 | 6 | 10 | 14 | 9 | 6 | 2 | 7 | 2 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.