|
ScenarioSM Study for March Soybean Oil(CBOT) as of Jan 01, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 25 | 22 | 21 | 20 | 21 | 19 | 23 | 21 | 14 | 18 | 28 | |
Exceeded High | 19 | 18 | 16 | 15 | 16 | 16 | 15 | 15 | 10 | 13 | 19 | |
Scenario Percentage | 76% | 82% | 76% | 75% | 76% | 84% | 65% | 71% | 71% | 72% | 68% | |
Avg Max Increase | 12.07% | 17.84% | 21.91% | 11.98% | 7.75% | 10.54% | 9.68% | 12.31% | 18.41% | 15.74% | 6.45% | |
Max Increase | 39.42% | 76.66% | 69.44% | 51.45% | 28.43% | 22.17% | 18.98% | 53.06% | 79.61% | 43.40% | 23.04% | |
Avg Days To Max Increase | 20 | 15 | 15 | 17 | 15 | 20 | 17 | 14 | 19 | 10 | 7 | |
Avg Max Decline | -2.05% | -2.83% | -1.21% | -4.42% | -1.39% | -3.14% | -1.61% | -2.56% | -2.88% | -1.53% | -0.67% | |
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 | 8 | 11 | 5 | 8 | 6 | 13 | 9 | 4 | 2 | |
2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | No | Yes | No | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.