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ScenarioSM Study for October Soybean Oil(CBOT) as of Dec 30, 2016 | ||||||||||||
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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 | Sep |
Tested Years | 42 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 22 | 23 | 30 | 25 | 28 | 22 | 19 | 17 | 21 | 19 | |
Exceeded High | 15 | 17 | 20 | 28 | 23 | 22 | 17 | 12 | 12 | 13 | 8 | |
Scenario Percentage | 71% | 77% | 87% | 93% | 92% | 79% | 77% | 63% | 71% | 62% | 42% | |
Avg Max Increase | 10.93% | 11.87% | 10.49% | 7.99% | 10.96% | 13.90% | 19.53% | 27.33% | 13.84% | 8.21% | 7.43% | |
Max Increase | 33.13% | 45.66% | 34.75% | 20.76% | 43.93% | 44.18% | 78.88% | 81.32% | 55.19% | 28.06% | 26.45% | |
Avg Days To Max Increase | 18 | 18 | 14 | 15 | 16 | 17 | 16 | 16 | 18 | 12 | 7 | |
Avg Max Decline | -1.89% | -1.58% | -1.69% | -1.34% | -1.96% | -2.15% | -2.63% | -0.93% | -5.15% | -2.16% | -2.93% | |
Max Decline | -7.76% | -5.76% | -6.77% | -5.94% | -6.59% | -8.19% | -10.54% | -3.24% | -22.53% | -10.43% | -11.18% | |
Avg Days to Max Decline | 8 | 7 | 9 | 6 | 8 | 9 | 6 | 5 | 9 | 5 | 2 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | No | Yes | Yes | Not Yet | Not Yet |
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