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ScenarioSM Study for March Soybeans(CBOT) as of Jan 01, 2009 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 38 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 18 | 22 | 23 | 17 | 24 | 21 | 27 | 24 | 20 | 23 | 22 | |
Exceeded High | 15 | 21 | 20 | 10 | 19 | 15 | 21 | 14 | 17 | 16 | 14 | |
Scenario Percentage | 83% | 95% | 87% | 59% | 79% | 71% | 78% | 58% | 85% | 70% | 64% | |
Avg Max Increase | 15.34% | 14.87% | 13.42% | 10.51% | 8.70% | 10.11% | 6.86% | 8.78% | 9.77% | 10.59% | 6.17% | |
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 | 19 | 17 | 10 | 7 | |
Avg Max Decline | -1.61% | -2.61% | -0.74% | -4.60% | -1.36% | -2.34% | -2.62% | -2.54% | -1.75% | -1.04% | -0.30% | |
Max Decline | -4.55% | -14.36% | -3.52% | -19.86% | -3.84% | -6.41% | -10.06% | -6.18% | -8.91% | -3.54% | -2.27% | |
Avg Days to Max Decline | 8 | 7 | 5 | 8 | 7 | 8 | 7 | 14 | 9 | 3 | 2 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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