|
ScenarioSM Study for May Soybean Oil(CBOT) as of Jan 01, 2009 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 37 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 19 | 20 | 21 | 20 | 23 | 22 | 19 | 23 | 28 | 25 | 28 | |
Exceeded High | 14 | 16 | 15 | 18 | 18 | 16 | 15 | 19 | 24 | 21 | 19 | |
Scenario Percentage | 74% | 80% | 71% | 90% | 78% | 73% | 79% | 83% | 86% | 84% | 68% | |
Avg Max Increase | 19.69% | 10.94% | 8.90% | 11.05% | 9.22% | 11.66% | 15.92% | 13.80% | 10.76% | 9.30% | 4.63% | |
Max Increase | 63.86% | 47.53% | 25.97% | 23.58% | 19.19% | 46.74% | 61.85% | 41.38% | 33.57% | 30.11% | 19.49% | |
Avg Days To Max Increase | 15 | 18 | 18 | 19 | 18 | 16 | 18 | 15 | 17 | 12 | 8 | |
Avg Max Decline | -1.12% | -3.89% | -1.37% | -2.81% | -1.26% | -2.71% | -2.45% | -2.04% | -2.79% | -2.01% | -1.13% | |
Max Decline | -3.62% | -17.57% | -7.06% | -10.08% | -3.74% | -9.64% | -9.56% | -7.42% | -19.15% | -7.65% | -4.35% | |
Avg Days to Max Decline | 8 | 10 | 6 | 5 | 4 | 12 | 9 | 8 | 6 | 6 | 2 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |