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ScenarioSM Study for July Soybean Oil(CBOT) as of Jan 21, 2022 | ||||||||||||
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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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 25 | 18 | 27 | 23 | 19 | 20 | 28 | 22 | 26 | 18 | 20 | |
Exceeded High | 20 | 16 | 19 | 18 | 14 | 17 | 26 | 20 | 21 | 12 | 12 | |
Scenario Percentage | 80% | 89% | 70% | 78% | 74% | 85% | 93% | 91% | 81% | 67% | 60% | |
Avg Max Increase | 7.15% | 9.78% | 10.12% | 8.91% | 11.14% | 11.69% | 9.80% | 12.31% | 10.59% | 11.59% | 6.95% | |
Max Increase | 25.86% | 22.72% | 21.10% | 22.63% | 34.71% | 33.75% | 33.39% | 38.87% | 43.99% | 31.88% | 21.07% | |
Avg Days To Max Increase | 15 | 19 | 18 | 15 | 18 | 15 | 15 | 17 | 13 | 11 | 9 | |
Avg Max Decline | -1.32% | -2.56% | -1.52% | -2.36% | -2.14% | -2.34% | -1.84% | -2.26% | -1.78% | -2.15% | -0.92% | |
Max Decline | -6.87% | -8.75% | -4.94% | -8.73% | -5.88% | -6.99% | -6.87% | -7.81% | -5.23% | -6.10% | -2.79% | |
Avg Days to Max Decline | 6 | 6 | 8 | 9 | 10 | 10 | 5 | 9 | 4 | 7 | 2 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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