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ScenarioSM Study for March Soybean Oil(CBOT) as of Jan 01, 2014 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 24 | 22 | 21 | 21 | 21 | 19 | 23 | 22 | 16 | 20 | 28 | |
Exceeded High | 19 | 18 | 17 | 16 | 17 | 16 | 16 | 16 | 12 | 15 | 18 | |
Scenario Percentage | 79% | 82% | 81% | 76% | 81% | 84% | 70% | 73% | 75% | 75% | 64% | |
Avg Max Increase | 12.07% | 17.84% | 20.90% | 11.87% | 8.41% | 11.72% | 10.62% | 12.17% | 19.19% | 16.85% | 7.18% | |
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 | 20 | 15 | 15 | 18 | 16 | 19 | 17 | 14 | 20 | 11 | 7 | |
Avg Max Decline | -2.05% | -2.83% | -1.19% | -4.22% | -1.36% | -3.15% | -1.45% | -2.49% | -2.60% | -1.46% | -0.61% | |
Max Decline | -6.63% | -8.92% | -3.74% | -18.49% | -7.25% | -10.23% | -4.45% | -9.47% | -6.21% | -3.28% | -3.60% | |
Avg Days to Max Decline | 14 | 7 | 9 | 12 | 5 | 6 | 5 | 13 | 10 | 4 | 2 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes | Yes |
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