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ScenarioSM Study for September Soybean Oil(CBOT) as of Jan 01, 2019 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 41 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 25 | 21 | 22 | 23 | 29 | 25 | 25 | 21 | 21 | 17 | 20 | |
Exceeded High | 18 | 16 | 17 | 18 | 26 | 21 | 21 | 15 | 14 | 10 | 8 | |
Scenario Percentage | 72% | 76% | 77% | 78% | 90% | 84% | 84% | 71% | 67% | 59% | 40% | |
Avg Max Increase | 9.22% | 8.49% | 12.33% | 10.41% | 8.30% | 10.46% | 11.49% | 18.24% | 22.12% | 10.77% | 5.42% | |
Max Increase | 18.48% | 22.21% | 48.88% | 31.77% | 27.07% | 30.51% | 43.95% | 72.36% | 81.17% | 52.27% | 12.56% | |
Avg Days To Max Increase | 18 | 14 | 18 | 15 | 15 | 16 | 14 | 16 | 18 | 14 | 7 | |
Avg Max Decline | -1.42% | -1.70% | -1.73% | -1.71% | -1.45% | -1.95% | -1.93% | -2.56% | -1.28% | -3.51% | -0.46% | |
Max Decline | -6.64% | -8.22% | -5.70% | -6.71% | -5.99% | -6.90% | -7.70% | -7.10% | -3.74% | -10.83% | -2.11% | |
Avg Days to Max Decline | 5 | 6 | 9 | 8 | 5 | 8 | 5 | 5 | 7 | 6 | 2 | |
2018 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | No | No |
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