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ScenarioSM Study for July Soybean Oil(CBOT) as of Dec 31, 2010 | ||||||||||||
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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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 38 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 19 | 18 | 24 | 22 | 19 | 23 | 29 | 22 | 28 | 20 | 19 | |
Exceeded High | 15 | 15 | 18 | 17 | 15 | 19 | 26 | 21 | 22 | 14 | 14 | |
Scenario Percentage | 79% | 83% | 75% | 77% | 79% | 83% | 90% | 95% | 79% | 70% | 74% | |
Avg Max Increase | 8.40% | 10.06% | 9.86% | 10.44% | 14.68% | 12.83% | 10.39% | 11.84% | 11.18% | 15.67% | 10.56% | |
Max Increase | 25.86% | 23.41% | 21.10% | 41.88% | 55.06% | 39.33% | 33.39% | 38.07% | 43.99% | 33.88% | 21.07% | |
Avg Days To Max Increase | 16 | 18 | 17 | 16 | 18 | 14 | 17 | 17 | 14 | 12 | 9 | |
Avg Max Decline | -1.32% | -3.00% | -1.03% | -2.69% | -1.67% | -1.99% | -2.51% | -2.30% | -2.18% | -3.33% | -0.88% | |
Max Decline | -6.87% | -9.19% | -2.78% | -8.73% | -5.88% | -6.99% | -17.40% | -7.81% | -9.65% | -9.76% | -3.49% | |
Avg Days to Max Decline | 5 | 6 | 4 | 10 | 8 | 8 | 7 | 8 | 4 | 5 | 2 | |
2010 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes | No |
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