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ScenarioSM Study for March Soybeans(CBOT) as of Oct 20, 2019 | ||||||||||||
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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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 20 | 20 | 19 | 22 | 20 | 25 | 25 | 17 | 21 | 26 | |
Exceeded High | 17 | 19 | 16 | 12 | 19 | 15 | 21 | 16 | 14 | 16 | 17 | |
Scenario Percentage | 81% | 95% | 80% | 63% | 86% | 75% | 84% | 64% | 82% | 76% | 65% | |
Avg Max Increase | 13.42% | 14.96% | 16.52% | 10.66% | 9.13% | 10.59% | 6.82% | 5.92% | 7.61% | 8.10% | 5.03% | |
Max Increase | 40.52% | 62.34% | 54.17% | 31.98% | 35.74% | 20.64% | 19.94% | 22.23% | 23.53% | 23.26% | 17.09% | |
Avg Days To Max Increase | 17 | 15 | 15 | 17 | 16 | 17 | 19 | 14 | 16 | 7 | 7 | |
Avg Max Decline | -2.13% | -2.04% | -0.48% | -3.57% | -1.33% | -2.49% | -3.18% | -2.12% | -2.32% | -1.24% | -0.51% | |
Max Decline | -9.12% | -6.23% | -4.89% | -19.86% | -3.84% | -6.41% | -10.06% | -6.18% | -8.91% | -4.36% | -2.27% | |
Avg Days to Max Decline | 7 | 5 | 2 | 10 | 5 | 6 | 8 | 11 | 11 | 3 | 2 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | No | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.