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ScenarioSM Study for September Soybean Oil(CBOT) as of Jan 01, 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 35 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
Closed Higher | 19 | 20 | 22 | 26 | 27 | 26 | 26 | 22 | 21 | 19 | 22 |
Exceeded High | 14 | 15 | 18 | 20 | 23 | 22 | 23 | 17 | 16 | 10 | 12 |
Scenario Percentage | 74% | 75% | 82% | 77% | 85% | 85% | 88% | 77% | 76% | 53% | 55% |
Avg Max Increase | 8.74% | 8.96% | 13.31% | 11.77% | 9.81% | 11.91% | 11.57% | 20.38% | 22.30% | 16.62% | 6.09% |
Max Increase | 18.48% | 22.21% | 48.88% | 39.19% | 27.07% | 38.29% | 43.95% | 72.36% | 81.17% | 59.11% | 12.56% |
Avg Days To Max Increase | 21 | 17 | 18 | 14 | 17 | 16 | 15 | 18 | 18 | 12 | 9 |
Avg Max Decline | -1.05% | -2.08% | -1.47% | -1.46% | -1.80% | -1.92% | -2.21% | -2.94% | -1.11% | -2.67% | -1.64% |
Max Decline | -6.64% | -8.22% | -5.70% | -6.71% | -5.99% | -6.90% | -7.70% | -9.75% | -3.74% | -10.83% | -5.08% |
Avg Days to Max Decline | 3 | 8 | 8 | 7 | 6 | 9 | 7 | 5 | 5 | 4 | 3 |
2009 Contract Condition | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes |
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