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ScenarioSM Study for March Soybean Oil(CBOT) as of Jan 01, 2008 | |||||||||||
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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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 35 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
Closed Higher | 20 | 20 | 21 | 20 | 22 | 21 | 23 | 21 | 14 | 22 | 26 |
Exceeded High | 16 | 16 | 17 | 16 | 17 | 18 | 16 | 15 | 10 | 16 | 17 |
Scenario Percentage | 80% | 80% | 81% | 80% | 77% | 86% | 70% | 71% | 71% | 73% | 65% |
Avg Max Increase | 12.01% | 19.06% | 21.43% | 12.21% | 9.66% | 11.30% | 9.81% | 12.07% | 19.55% | 14.33% | 7.06% |
Max Increase | 39.42% | 76.66% | 69.44% | 51.45% | 28.43% | 26.42% | 18.98% | 53.06% | 79.61% | 43.40% | 23.04% |
Avg Days To Max Increase | 21 | 18 | 15 | 18 | 18 | 20 | 16 | 16 | 21 | 12 | 8 |
Avg Max Decline | -2.11% | -3.15% | -1.23% | -3.53% | -1.37% | -2.64% | -1.18% | -2.72% | -2.12% | -1.50% | -0.71% |
Max Decline | -6.63% | -8.92% | -4.31% | -18.49% | -7.25% | -10.23% | -4.45% | -10.53% | -6.21% | -3.28% | -3.60% |
Avg Days to Max Decline | 16 | 7 | 8 | 10 | 5 | 7 | 4 | 14 | 8 | 5 | 1 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | No | Yes | No | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.