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ScenarioSM Study for January Soybeans(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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 25 | 23 | 23 | 22 | 20 | 19 | 22 | 18 | 24 | 26 | 17 | |
Exceeded High | 23 | 20 | 18 | 21 | 16 | 12 | 17 | 13 | 20 | 14 | 11 | |
Scenario Percentage | 92% | 87% | 78% | 95% | 80% | 63% | 77% | 72% | 83% | 54% | 65% | |
Avg Max Increase | 5.98% | 7.61% | 16.46% | 16.06% | 17.22% | 11.66% | 9.84% | 10.79% | 6.82% | 5.76% | 3.38% | |
Max Increase | 14.58% | 25.55% | 52.48% | 63.29% | 54.89% | 32.84% | 36.66% | 20.86% | 19.91% | 20.00% | 8.09% | |
Avg Days To Max Increase | 16 | 18 | 17 | 15 | 15 | 15 | 15 | 17 | 16 | 10 | 6 | |
Avg Max Decline | -1.82% | -1.76% | -2.02% | -2.62% | -0.50% | -2.95% | -1.17% | -2.64% | -2.59% | -1.79% | -0.36% | |
Max Decline | -7.51% | -6.19% | -9.08% | -12.08% | -5.42% | -10.01% | -4.05% | -6.79% | -9.38% | -5.00% | -2.05% | |
Avg Days to Max Decline | 9 | 13 | 8 | 8 | 2 | 7 | 4 | 7 | 7 | 5 | 3 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | No | Yes | Yes | No | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.