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ScenarioSM Study for October 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 22 | 21 | 23 | 30 | 23 | 27 | 22 | 19 | 17 | 20 | 19 | |
Exceeded High | 16 | 17 | 19 | 27 | 21 | 21 | 16 | 12 | 12 | 12 | 8 | |
Scenario Percentage | 73% | 81% | 83% | 90% | 91% | 78% | 73% | 63% | 71% | 60% | 42% | |
Avg Max Increase | 10.44% | 11.87% | 9.21% | 7.57% | 9.58% | 12.92% | 17.60% | 21.11% | 11.88% | 8.36% | 4.55% | |
Max Increase | 33.13% | 45.66% | 33.43% | 20.76% | 22.86% | 44.18% | 78.88% | 79.29% | 55.19% | 28.06% | 8.05% | |
Avg Days To Max Increase | 17 | 18 | 15 | 14 | 15 | 17 | 15 | 17 | 17 | 12 | 7 | |
Avg Max Decline | -1.78% | -1.58% | -1.77% | -1.26% | -1.86% | -2.06% | -2.13% | -0.89% | -5.37% | -1.47% | -1.60% | |
Max Decline | -7.76% | -5.76% | -6.77% | -5.94% | -6.59% | -8.19% | -5.65% | -3.00% | -22.53% | -4.93% | -5.00% | |
Avg Days to Max Decline | 7 | 7 | 9 | 5 | 7 | 9 | 6 | 5 | 10 | 3 | 2 | |
2018 Contract Condition | Yes | Yes | Yes | |||||||||
Action | No | No | Yes |
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