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ScenarioSM Study for July Soybean Oil(CBOT) as of Sep 16, 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 | 24 | 18 | 27 | 23 | 20 | 20 | 28 | 21 | 26 | 17 | 20 | |
Exceeded High | 19 | 16 | 18 | 18 | 15 | 17 | 26 | 19 | 20 | 12 | 12 | |
Scenario Percentage | 79% | 89% | 67% | 78% | 75% | 85% | 93% | 90% | 77% | 71% | 60% | |
Avg Max Increase | 6.88% | 9.78% | 10.59% | 8.91% | 12.46% | 11.04% | 9.44% | 12.14% | 10.62% | 11.59% | 6.95% | |
Max Increase | 25.86% | 22.72% | 21.10% | 22.63% | 34.71% | 33.75% | 29.90% | 38.87% | 43.99% | 31.88% | 21.07% | |
Avg Days To Max Increase | 15 | 19 | 19 | 15 | 19 | 14 | 16 | 17 | 13 | 11 | 9 | |
Avg Max Decline | -1.41% | -2.56% | -1.53% | -2.36% | -2.02% | -2.33% | -2.00% | -2.29% | -1.84% | -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 | 7 | 8 | 4 | 7 | 2 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | Yes | Yes | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.