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ScenarioSM Study for January Soybeans(CBOT) as of Oct 20, 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 | 24 | 22 | 21 | 20 | 19 | 22 | 19 | 24 | 26 | 17 | |
Exceeded High | 23 | 21 | 17 | 20 | 16 | 11 | 17 | 14 | 20 | 15 | 13 | |
Scenario Percentage | 92% | 88% | 77% | 95% | 80% | 58% | 77% | 74% | 83% | 58% | 76% | |
Avg Max Increase | 5.46% | 7.31% | 14.34% | 15.36% | 17.22% | 11.34% | 9.84% | 10.40% | 6.82% | 5.68% | 3.75% | |
Max Increase | 11.00% | 25.55% | 43.56% | 63.29% | 54.89% | 32.84% | 36.66% | 20.86% | 19.91% | 20.00% | 8.09% | |
Avg Days To Max Increase | 15 | 19 | 17 | 15 | 15 | 15 | 15 | 17 | 16 | 10 | 8 | |
Avg Max Decline | -1.64% | -1.90% | -1.95% | -2.15% | -0.50% | -2.31% | -1.17% | -2.47% | -2.59% | -2.02% | -0.84% | |
Max Decline | -5.55% | -6.19% | -9.08% | -6.63% | -5.42% | -6.01% | -4.05% | -6.79% | -9.38% | -6.24% | -3.30% | |
Avg Days to Max Decline | 10 | 13 | 7 | 6 | 2 | 7 | 4 | 6 | 7 | 6 | 5 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | No | Yes | Yes |
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