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ScenarioSM Study for December Soybean Oil(CBOT) as of Dec 30, 2011 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 22 | 28 | 28 | 28 | 23 | 19 | 20 | 20 | 18 | 23 | 24 | |
Exceeded High | 18 | 26 | 28 | 23 | 18 | 14 | 15 | 14 | 15 | 16 | 10 | |
Scenario Percentage | 82% | 93% | 100% | 82% | 78% | 74% | 75% | 70% | 83% | 70% | 42% | |
Avg Max Increase | 9.24% | 8.06% | 10.12% | 12.94% | 19.11% | 22.80% | 12.57% | 11.22% | 13.74% | 9.92% | 7.40% | |
Max Increase | 34.01% | 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 | 15 | 17 | 17 | 18 | 15 | 18 | 21 | 19 | 18 | 15 | 7 | |
Avg Max Decline | -2.07% | -1.53% | -2.04% | -2.53% | -2.61% | -1.64% | -4.83% | -2.50% | -3.28% | -1.28% | -0.71% | |
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 | 8 | 6 | 8 | 12 | 5 | 8 | 12 | 8 | 4 | 4 | 2 | |
2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | No | Not Yet |
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