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ScenarioSM Study for January Soybeans(CBOT) as of Aug 18, 2023 | ||||||||||||
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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 | 22 | 20 | 20 | 19 | 22 | 18 | 25 | 27 | 19 | |
Exceeded High | 22 | 21 | 17 | 19 | 14 | 12 | 17 | 14 | 20 | 16 | 13 | |
Scenario Percentage | 88% | 91% | 77% | 95% | 70% | 63% | 77% | 78% | 80% | 59% | 68% | |
Avg Max Increase | 5.88% | 7.71% | 12.47% | 11.65% | 13.28% | 11.03% | 9.89% | 10.10% | 7.59% | 6.27% | 3.60% | |
Max Increase | 13.45% | 25.55% | 43.56% | 26.75% | 52.85% | 32.84% | 36.66% | 20.86% | 25.11% | 20.00% | 8.09% | |
Avg Days To Max Increase | 16 | 18 | 16 | 15 | 15 | 14 | 16 | 17 | 18 | 11 | 6 | |
Avg Max Decline | -1.52% | -1.91% | -2.06% | -2.09% | -0.59% | -2.95% | -1.22% | -2.14% | -2.25% | -1.83% | -0.19% | |
Max Decline | -5.55% | -6.19% | -9.08% | -6.63% | -5.42% | -7.53% | -4.05% | -6.79% | -9.38% | -5.00% | -1.92% | |
Avg Days to Max Decline | 10 | 13 | 9 | 6 | 5 | 8 | 4 | 5 | 7 | 5 | 3 | |
2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | Yes | Yes | Yes | Yes | Not Yet |
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