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ScenarioSM Study for November 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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
Tested Years | 40 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 27 | 25 | 23 | 21 | 22 | 23 | 18 | 23 | 17 | 25 | |
Exceeded High | 16 | 22 | 22 | 20 | 17 | 21 | 20 | 10 | 18 | 12 | 17 | |
Scenario Percentage | 76% | 81% | 88% | 87% | 81% | 95% | 87% | 56% | 78% | 71% | 68% | |
Avg Max Increase | 9.26% | 7.09% | 6.36% | 6.55% | 16.69% | 13.65% | 14.02% | 10.11% | 9.14% | 8.58% | 3.62% | |
Max Increase | 28.07% | 21.06% | 13.83% | 25.93% | 56.55% | 31.40% | 56.14% | 33.40% | 36.42% | 18.64% | 9.76% | |
Avg Days To Max Increase | 21 | 15 | 16 | 20 | 17 | 15 | 15 | 12 | 16 | 10 | 8 | |
Avg Max Decline | -1.99% | -1.65% | -1.51% | -1.84% | -1.79% | -2.56% | -1.02% | -2.91% | -1.35% | -2.56% | -0.83% | |
Max Decline | -8.74% | -5.81% | -6.96% | -6.24% | -4.96% | -11.83% | -3.53% | -9.48% | -4.33% | -6.99% | -4.53% | |
Avg Days to Max Decline | 12 | 7 | 7 | 15 | 9 | 8 | 5 | 6 | 6 | 7 | 2 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | 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.