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ScenarioSM Study for March Soybeans(CBOT) as of Jan 01, 2008 | |||||||||||
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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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 37 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
Closed Higher | 18 | 21 | 22 | 17 | 24 | 21 | 27 | 24 | 20 | 23 | 21 |
Exceeded High | 15 | 20 | 19 | 10 | 19 | 15 | 20 | 14 | 17 | 15 | 13 |
Scenario Percentage | 83% | 95% | 86% | 59% | 79% | 71% | 74% | 58% | 85% | 65% | 62% |
Avg Max Increase | 15.34% | 14.89% | 13.69% | 10.51% | 8.24% | 9.73% | 6.20% | 8.05% | 9.07% | 9.74% | 6.27% |
Max Increase | 50.54% | 62.34% | 54.17% | 31.98% | 35.74% | 17.87% | 23.10% | 30.54% | 59.67% | 42.75% | 17.09% |
Avg Days To Max Increase | 15 | 15 | 16 | 15 | 16 | 18 | 18 | 20 | 17 | 11 | 7 |
Avg Max Decline | -1.61% | -2.70% | -0.80% | -4.60% | -1.37% | -1.93% | -2.53% | -2.52% | -1.65% | -1.11% | -0.43% |
Max Decline | -4.55% | -14.36% | -3.52% | -19.86% | -3.84% | -5.03% | -10.06% | -6.18% | -8.91% | -3.54% | -2.27% |
Avg Days to Max Decline | 8 | 7 | 5 | 8 | 7 | 9 | 7 | 14 | 8 | 4 | 2 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Not Yet |
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