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ScenarioSM Study for May Soybean Oil(CBOT) as of Dec 30, 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 | 19 | 21 | 17 | 23 | 22 | 19 | 19 | 30 | 26 | 27 | |
Exceeded High | 14 | 14 | 14 | 15 | 15 | 16 | 14 | 17 | 27 | 22 | 14 | |
Scenario Percentage | 67% | 74% | 67% | 88% | 65% | 73% | 74% | 89% | 90% | 85% | 52% | |
Avg Max Increase | 19.51% | 11.87% | 8.05% | 9.55% | 10.03% | 11.57% | 14.94% | 14.10% | 9.82% | 8.76% | 6.05% | |
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 | 16 | 16 | 11 | 7 | |
Avg Max Decline | -1.10% | -4.06% | -1.38% | -3.26% | -1.57% | -2.48% | -3.14% | -2.30% | -2.49% | -2.13% | -0.84% | |
Max Decline | -3.62% | -17.57% | -7.06% | -10.08% | -5.15% | -8.98% | -9.56% | -7.42% | -19.15% | -7.65% | -3.62% | |
Avg Days to Max Decline | 9 | 10 | 6 | 6 | 6 | 11 | 11 | 9 | 5 | 6 | 1 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | Yes | Yes | No | Yes | Yes |
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