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ScenarioSM Study for January Soybean Oil(CBOT) as of Dec 30, 2011 | ||||||||||||
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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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Tested Years | 39 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 26 | 28 | 29 | 22 | 21 | 20 | 19 | 19 | 23 | 24 | 15 | |
Exceeded High | 25 | 28 | 24 | 18 | 17 | 15 | 14 | 16 | 17 | 16 | 10 | |
Scenario Percentage | 96% | 100% | 83% | 82% | 81% | 75% | 74% | 84% | 74% | 67% | 67% | |
Avg Max Increase | 7.46% | 9.81% | 12.32% | 18.41% | 21.78% | 12.48% | 10.34% | 12.49% | 10.83% | 9.76% | 7.04% | |
Max Increase | 17.89% | 35.80% | 41.28% | 76.18% | 73.84% | 53.60% | 29.96% | 32.54% | 20.47% | 26.54% | 11.75% | |
Avg Days To Max Increase | 17 | 19 | 18 | 16 | 15 | 19 | 18 | 19 | 16 | 10 | 8 | |
Avg Max Decline | -1.03% | -1.79% | -2.19% | -2.81% | -1.33% | -4.26% | -1.80% | -3.26% | -1.26% | -1.88% | -0.96% | |
Max Decline | -5.62% | -6.08% | -7.76% | -8.93% | -5.39% | -18.78% | -7.29% | -11.08% | -4.43% | -7.20% | -6.09% | |
Avg Days to Max Decline | 8 | 9 | 11 | 7 | 7 | 11 | 6 | 4 | 4 | 9 | 4 | |
2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | No | Yes | Yes | Yes | Yes | Yes |
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