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ScenarioSM Study for May Soybean Oil(CBOT) as of Oct 20, 2019 | ||||||||||||
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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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 18 | 22 | 18 | 24 | 22 | 18 | 18 | 27 | 24 | 25 | |
Exceeded High | 14 | 13 | 16 | 16 | 17 | 16 | 13 | 16 | 24 | 20 | 17 | |
Scenario Percentage | 67% | 72% | 73% | 89% | 71% | 73% | 72% | 89% | 89% | 83% | 68% | |
Avg Max Increase | 15.32% | 10.73% | 7.87% | 9.44% | 9.47% | 8.87% | 11.33% | 11.12% | 9.25% | 8.65% | 5.27% | |
Max Increase | 63.86% | 47.53% | 25.97% | 22.49% | 19.19% | 22.80% | 34.54% | 33.72% | 33.57% | 30.11% | 19.49% | |
Avg Days To Max Increase | 15 | 16 | 16 | 19 | 16 | 12 | 18 | 15 | 15 | 12 | 8 | |
Avg Max Decline | -1.85% | -4.15% | -1.41% | -2.62% | -1.71% | -2.14% | -3.24% | -2.38% | -1.94% | -2.05% | -1.21% | |
Max Decline | -6.51% | -17.57% | -7.06% | -9.18% | -5.15% | -8.98% | -9.56% | -7.42% | -7.18% | -7.65% | -4.35% | |
Avg Days to Max Decline | 7 | 11 | 6 | 6 | 6 | 10 | 12 | 10 | 4 | 6 | 3 | |
2019 Contract Condition | Yes | Yes | ||||||||||
Action | Yes | Yes |
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