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ScenarioSM Study for January Soybeans(CBOT) as of Jul 11, 2025 | ||||||||||||
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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 | 23 | 22 | 21 | 19 | 20 | 19 | 21 | 18 | 25 | 27 | 20 | |
Exceeded High | 20 | 20 | 16 | 18 | 15 | 12 | 15 | 13 | 21 | 17 | 17 | |
Scenario Percentage | 87% | 91% | 76% | 95% | 75% | 63% | 71% | 72% | 84% | 63% | 85% | |
Avg Max Increase | 5.88% | 7.59% | 12.20% | 11.50% | 12.87% | 11.03% | 9.99% | 9.95% | 7.55% | 6.66% | 4.03% | |
Max Increase | 13.45% | 25.55% | 43.56% | 26.75% | 52.85% | 32.84% | 36.66% | 20.86% | 25.11% | 23.09% | 9.35% | |
Avg Days To Max Increase | 15 | 16 | 16 | 14 | 15 | 14 | 16 | 17 | 17 | 11 | 9 | |
Avg Max Decline | -1.57% | -1.84% | -2.13% | -2.15% | -0.67% | -2.95% | -1.00% | -2.33% | -2.16% | -2.09% | -0.89% | |
Max Decline | -5.55% | -6.19% | -9.08% | -6.63% | -5.42% | -7.53% | -3.53% | -6.79% | -9.38% | -6.24% | -3.77% | |
Avg Days to Max Decline | 9 | 12 | 8 | 7 | 5 | 8 | 4 | 5 | 7 | 6 | 4 | |
2025 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | No | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.