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ScenarioSM Study for March Soybean Oil(CBOT) as of May 10, 2021 | ||||||||||||
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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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 24 | 22 | 20 | 17 | 24 | 19 | 25 | 23 | 16 | 18 | 27 | |
Exceeded High | 18 | 17 | 14 | 12 | 19 | 17 | 19 | 17 | 11 | 14 | 20 | |
Scenario Percentage | 75% | 77% | 70% | 71% | 79% | 89% | 76% | 74% | 69% | 78% | 74% | |
Avg Max Increase | 11.39% | 11.52% | 13.81% | 10.29% | 7.84% | 10.38% | 9.65% | 9.87% | 11.82% | 11.84% | 6.67% | |
Max Increase | 39.42% | 36.51% | 69.44% | 51.45% | 28.43% | 22.17% | 18.98% | 24.14% | 34.27% | 32.65% | 23.04% | |
Avg Days To Max Increase | 18 | 13 | 16 | 16 | 16 | 19 | 16 | 13 | 18 | 9 | 7 | |
Avg Max Decline | -1.74% | -2.13% | -1.54% | -3.51% | -1.49% | -2.68% | -1.98% | -2.30% | -2.61% | -1.79% | -0.73% | |
Max Decline | -5.02% | -6.38% | -3.74% | -10.77% | -7.25% | -9.35% | -5.22% | -9.47% | -6.21% | -3.28% | -3.60% | |
Avg Days to Max Decline | 14 | 8 | 8 | 10 | 5 | 7 | 8 | 11 | 10 | 5 | 2 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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