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ScenarioSM Study for January Soybean Oil(CBOT) as of Jan 01, 2015 | ||||||||||||
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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 | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 27 | 29 | 27 | 22 | 21 | 21 | 22 | 19 | 24 | 23 | 15 | |
Exceeded High | 26 | 28 | 22 | 18 | 17 | 16 | 15 | 16 | 16 | 15 | 11 | |
Scenario Percentage | 96% | 97% | 81% | 82% | 81% | 76% | 68% | 84% | 67% | 65% | 73% | |
Avg Max Increase | 7.36% | 9.75% | 13.12% | 18.32% | 21.32% | 12.00% | 9.81% | 12.49% | 10.52% | 9.88% | 6.54% | |
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 | 17 | 18 | 16 | 16 | 19 | 17 | 19 | 16 | 9 | 9 | |
Avg Max Decline | -1.09% | -1.77% | -2.15% | -2.84% | -1.43% | -4.37% | -1.66% | -3.26% | -1.29% | -1.92% | -1.19% | |
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 | 8 | 10 | 7 | 9 | 11 | 6 | 4 | 5 | 10 | 4 | |
2014 Contract Condition | Yes | Yes | Yes | |||||||||
Action | No | No | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.