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ScenarioSM Study for May 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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 36 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
Closed Higher | 16 | 17 | 23 | 22 | 24 | 25 | 22 | 24 | 21 | 24 | 24 |
Exceeded High | 13 | 10 | 19 | 14 | 18 | 16 | 18 | 17 | 18 | 18 | 13 |
Scenario Percentage | 81% | 59% | 83% | 64% | 75% | 64% | 82% | 71% | 86% | 75% | 54% |
Avg Max Increase | 12.90% | 10.65% | 7.76% | 9.97% | 5.91% | 7.05% | 9.54% | 10.69% | 11.40% | 7.39% | 6.28% |
Max Increase | 49.09% | 30.88% | 30.28% | 16.63% | 21.53% | 22.37% | 50.30% | 42.93% | 37.62% | 20.48% | 30.26% |
Avg Days To Max Increase | 14 | 15 | 16 | 19 | 19 | 20 | 19 | 19 | 19 | 13 | 10 |
Avg Max Decline | -0.61% | -4.30% | -1.21% | -1.66% | -2.35% | -2.10% | -1.94% | -1.67% | -2.17% | -1.30% | -0.64% |
Max Decline | -2.63% | -18.59% | -3.73% | -4.83% | -10.89% | -5.30% | -9.44% | -7.40% | -13.01% | -4.88% | -1.60% |
Avg Days to Max Decline | 2 | 8 | 7 | 10 | 6 | 13 | 8 | 6 | 6 | 8 | 2 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.