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ScenarioSM Study for May Soybean Oil(CBOT) as of Jan 01, 2016 | ||||||||||||
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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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 20 | 21 | 18 | 23 | 21 | 18 | 19 | 29 | 25 | 27 | |
Exceeded High | 15 | 15 | 14 | 16 | 15 | 15 | 14 | 16 | 26 | 21 | 18 | |
Scenario Percentage | 71% | 75% | 67% | 89% | 65% | 71% | 78% | 84% | 90% | 84% | 67% | |
Avg Max Increase | 18.77% | 11.46% | 8.05% | 10.20% | 9.37% | 11.68% | 14.94% | 14.33% | 9.71% | 9.21% | 5.44% | |
Max Increase | 63.86% | 47.53% | 25.97% | 22.49% | 19.19% | 46.74% | 61.85% | 41.38% | 33.57% | 30.11% | 19.49% | |
Avg Days To Max Increase | 15 | 17 | 16 | 19 | 18 | 14 | 19 | 15 | 16 | 11 | 8 | |
Avg Max Decline | -1.21% | -4.07% | -1.38% | -3.10% | -1.42% | -2.60% | -3.14% | -2.25% | -2.45% | -2.08% | -1.17% | |
Max Decline | -3.62% | -17.57% | -7.06% | -10.08% | -3.74% | -8.98% | -9.56% | -7.42% | -19.15% | -7.65% | -4.35% | |
Avg Days to Max Decline | 8 | 11 | 6 | 6 | 5 | 11 | 11 | 8 | 5 | 5 | 3 | |
2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | No | Yes | Yes |
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