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ScenarioSM Study for August Soybean Oil(CBOT) as of Jan 01, 2009 | ||||||||||||
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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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
Tested Years | 34 | 41 | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 15 | 24 | 21 | 19 | 26 | 28 | 24 | 27 | 21 | 20 | 20 | |
Exceeded High | 12 | 18 | 16 | 16 | 20 | 25 | 21 | 21 | 16 | 15 | 10 | |
Scenario Percentage | 80% | 75% | 76% | 84% | 77% | 89% | 88% | 78% | 76% | 75% | 50% | |
Avg Max Increase | 9.27% | 9.11% | 10.73% | 13.49% | 12.21% | 10.46% | 11.68% | 11.48% | 21.60% | 21.35% | 11.18% | |
Max Increase | 18.96% | 19.05% | 41.11% | 52.91% | 38.42% | 32.20% | 38.21% | 44.01% | 74.39% | 59.87% | 28.03% | |
Avg Days To Max Increase | 21 | 18 | 18 | 18 | 14 | 17 | 16 | 15 | 19 | 15 | 9 | |
Avg Max Decline | -2.07% | -1.31% | -2.17% | -1.70% | -1.75% | -2.35% | -1.86% | -2.36% | -3.36% | -0.93% | -1.05% | |
Max Decline | -8.77% | -6.54% | -8.55% | -5.74% | -6.83% | -16.60% | -7.63% | -7.97% | -8.97% | -3.76% | -6.24% | |
Avg Days to Max Decline | 7 | 4 | 8 | 11 | 6 | 7 | 8 | 7 | 6 | 3 | 2 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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