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| ScenarioSM Study for May Soybeans(CBOT) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 19 | 19 | 22 | 20 | 22 | 25 | 19 | 22 | 25 | 27 | 26 | |
| Exceeded High | 15 | 13 | 18 | 13 | 18 | 16 | 15 | 18 | 21 | 20 | 14 | |
| Scenario Percentage | 79% | 68% | 82% | 65% | 82% | 64% | 79% | 82% | 84% | 74% | 54% | |
| Avg Max Increase | 13.05% | 11.07% | 9.14% | 11.42% | 7.11% | 6.59% | 8.84% | 9.44% | 9.94% | 8.68% | 4.97% | |
| Max Increase | 49.09% | 30.88% | 30.28% | 20.56% | 21.06% | 22.99% | 23.26% | 29.29% | 37.62% | 22.90% | 9.35% | |
| Avg Days To Max Increase | 14 | 17 | 15 | 18 | 20 | 15 | 17 | 18 | 17 | 15 | 10 | |
| Avg Max Decline | -0.60% | -3.76% | -1.02% | -2.34% | -3.10% | -2.21% | -2.59% | -2.05% | -1.59% | -1.29% | -1.06% | |
| Max Decline | -3.82% | -18.59% | -3.73% | -5.75% | -10.89% | -5.30% | -9.44% | -7.40% | -5.45% | -4.88% | -2.62% | |
| Avg Days to Max Decline | 4 | 7 | 4 | 7 | 8 | 11 | 11 | 8 | 5 | 8 | 2 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | No | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
