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| ScenarioSM Study for January Soybean Meal(CBOT) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 40 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 19 | 21 | 24 | 25 | 22 | 17 | 29 | 18 | 21 | 22 | 21 | |
| Exceeded High | 14 | 17 | 19 | 22 | 18 | 12 | 23 | 15 | 17 | 15 | 14 | |
| Scenario Percentage | 74% | 81% | 79% | 88% | 82% | 71% | 79% | 83% | 81% | 68% | 67% | |
| Avg Max Increase | 7.36% | 8.70% | 18.95% | 13.89% | 12.76% | 12.19% | 10.19% | 15.24% | 12.65% | 10.46% | 4.47% | |
| Max Increase | 13.47% | 31.23% | 61.68% | 35.46% | 31.68% | 27.74% | 39.04% | 27.86% | 62.93% | 49.07% | 6.64% | |
| Avg Days To Max Increase | 19 | 14 | 18 | 14 | 15 | 15 | 15 | 14 | 18 | 12 | 9 | |
| Avg Max Decline | -1.90% | -1.60% | -1.72% | -2.62% | -1.79% | -3.36% | -1.30% | -2.50% | -2.48% | -2.43% | -1.79% | |
| Max Decline | -6.97% | -4.70% | -6.47% | -18.88% | -10.72% | -12.55% | -3.63% | -7.34% | -7.95% | -6.63% | -4.98% | |
| Avg Days to Max Decline | 13 | 13 | 7 | 8 | 7 | 8 | 6 | 5 | 7 | 6 | 4 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
