|
ScenarioSM Study for March Soybeans(CBOT) as of Jan 01, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 22 | 22 | 20 | 19 | 23 | 18 | 26 | 24 | 19 | 20 | 26 | |
Exceeded High | 18 | 21 | 17 | 13 | 20 | 13 | 20 | 15 | 16 | 15 | 18 | |
Scenario Percentage | 82% | 95% | 85% | 68% | 87% | 72% | 77% | 63% | 84% | 75% | 69% | |
Avg Max Increase | 15.47% | 15.30% | 15.85% | 10.99% | 8.91% | 11.76% | 7.88% | 8.16% | 10.67% | 11.17% | 5.36% | |
Max Increase | 50.54% | 62.34% | 54.17% | 31.98% | 35.74% | 20.64% | 23.10% | 30.54% | 59.67% | 42.75% | 17.09% | |
Avg Days To Max Increase | 17 | 15 | 16 | 17 | 16 | 18 | 19 | 17 | 17 | 9 | 7 | |
Avg Max Decline | -2.24% | -2.69% | -0.46% | -4.04% | -1.36% | -2.84% | -3.15% | -2.20% | -2.39% | -1.34% | -0.50% | |
Max Decline | -9.12% | -14.36% | -2.55% | -19.86% | -3.84% | -6.41% | -10.06% | -6.18% | -8.91% | -4.36% | -2.27% | |
Avg Days to Max Decline | 8 | 7 | 3 | 10 | 7 | 6 | 8 | 11 | 10 | 3 | 2 | |
2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | No | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.