|
ScenarioSM Study for May Soybeans(CBOT) as of Dec 30, 2011 | ||||||||||||
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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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 40 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 18 | 18 | 23 | 20 | 24 | 25 | 22 | 23 | 23 | 25 | 25 | |
Exceeded High | 15 | 12 | 19 | 13 | 19 | 16 | 19 | 17 | 20 | 18 | 13 | |
Scenario Percentage | 83% | 67% | 83% | 65% | 79% | 64% | 86% | 74% | 87% | 72% | 52% | |
Avg Max Increase | 11.99% | 10.79% | 8.85% | 11.67% | 7.49% | 7.62% | 9.72% | 11.83% | 10.76% | 8.15% | 6.43% | |
Max Increase | 49.09% | 30.88% | 30.28% | 20.56% | 21.53% | 22.99% | 50.30% | 42.93% | 37.62% | 22.90% | 30.26% | |
Avg Days To Max Increase | 13 | 16 | 18 | 19 | 20 | 17 | 19 | 18 | 18 | 13 | 9 | |
Avg Max Decline | -0.51% | -3.57% | -1.13% | -2.37% | -2.63% | -1.86% | -2.18% | -1.63% | -2.08% | -1.37% | -0.69% | |
Max Decline | -2.63% | -18.59% | -3.73% | -5.75% | -10.89% | -5.30% | -9.44% | -7.40% | -13.01% | -4.88% | -1.60% | |
Avg Days to Max Decline | 2 | 7 | 7 | 7 | 6 | 9 | 10 | 6 | 7 | 8 | 2 | |
2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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