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ScenarioSM Study for January Soybeans(CBOT) as of Jan 01, 2014 | ||||||||||||
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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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 24 | 24 | 21 | 22 | 21 | 19 | 24 | 18 | 26 | 25 | 20 | |
Exceeded High | 23 | 21 | 16 | 21 | 18 | 12 | 19 | 13 | 19 | 14 | 15 | |
Scenario Percentage | 96% | 88% | 76% | 95% | 86% | 63% | 79% | 72% | 73% | 56% | 75% | |
Avg Max Increase | 6.12% | 6.76% | 17.94% | 16.11% | 15.67% | 11.66% | 9.34% | 11.22% | 7.98% | 7.22% | 3.41% | |
Max Increase | 14.58% | 25.55% | 52.48% | 63.29% | 54.89% | 32.84% | 36.66% | 20.86% | 25.11% | 20.00% | 8.09% | |
Avg Days To Max Increase | 16 | 19 | 18 | 15 | 16 | 15 | 17 | 19 | 16 | 10 | 9 | |
Avg Max Decline | -1.79% | -1.78% | -2.16% | -2.65% | -0.43% | -2.95% | -1.19% | -2.63% | -2.27% | -2.04% | -0.80% | |
Max Decline | -7.51% | -6.19% | -9.08% | -12.08% | -2.40% | -10.01% | -4.05% | -6.79% | -9.38% | -6.24% | -3.30% | |
Avg Days to Max Decline | 10 | 14 | 9 | 8 | 3 | 7 | 6 | 6 | 6 | 6 | 5 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Yes |
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