|
ScenarioSM Study for May Soybean Oil(CBOT) as of Jan 01, 2018 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 18 | 22 | 18 | 23 | 23 | 19 | 19 | 29 | 25 | 27 | |
Exceeded High | 14 | 13 | 15 | 16 | 16 | 17 | 14 | 17 | 26 | 21 | 14 | |
Scenario Percentage | 67% | 72% | 68% | 89% | 70% | 74% | 74% | 89% | 90% | 84% | 52% | |
Avg Max Increase | 19.11% | 12.10% | 8.20% | 9.68% | 9.94% | 11.10% | 14.94% | 14.10% | 9.86% | 8.94% | 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 | 17 | 20 | 17 | 13 | 19 | 16 | 16 | 11 | 7 | |
Avg Max Decline | -1.55% | -4.04% | -1.49% | -3.21% | -1.74% | -2.37% | -3.14% | -2.30% | -2.56% | -2.19% | -0.84% | |
Max Decline | -6.51% | -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 | 8 | 9 | 6 | 6 | 7 | 10 | 11 | 9 | 6 | 6 | 1 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Yes |
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 |