|
ScenarioSM Study for December Soybean Oil(CBOT) as of Jan 01, 2007 | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 38 | 43 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
Closed Higher | 20 | 25 | 28 | 26 | 20 | 20 | 21 | 22 | 20 | 23 | 23 |
Exceeded High | 16 | 23 | 27 | 22 | 15 | 16 | 16 | 16 | 17 | 16 | 11 |
Scenario Percentage | 80% | 92% | 96% | 85% | 75% | 80% | 76% | 73% | 85% | 70% | 48% |
Avg Max Increase | 8.02% | 8.24% | 9.56% | 11.95% | 21.49% | 21.33% | 12.84% | 11.85% | 13.58% | 9.88% | 7.09% |
Max Increase | 16.50% | 19.98% | 36.60% | 42.59% | 76.62% | 76.98% | 54.52% | 33.02% | 36.63% | 18.53% | 24.21% |
Avg Days To Max Increase | 17 | 17 | 17 | 19 | 18 | 17 | 18 | 19 | 18 | 14 | 7 |
Avg Max Decline | -2.34% | -1.62% | -1.90% | -2.59% | -3.04% | -1.64% | -3.70% | -2.31% | -2.73% | -1.16% | -0.72% |
Max Decline | -6.55% | -6.13% | -6.20% | -8.20% | -8.54% | -6.99% | -19.47% | -7.72% | -10.63% | -5.25% | -2.06% |
Avg Days to Max Decline | 9 | 7 | 7 | 14 | 6 | 8 | 9 | 8 | 4 | 4 | 2 |
2006 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | No | Yes | Not Yet |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.