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| ScenarioSM Study for January Soybean Meal(CBOT) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 20 | 22 | 23 | 25 | 22 | 17 | 27 | 17 | 20 | 22 | 19 | |
| Exceeded High | 15 | 18 | 18 | 21 | 17 | 12 | 22 | 14 | 15 | 12 | 11 | |
| Scenario Percentage | 75% | 82% | 78% | 84% | 77% | 71% | 81% | 82% | 75% | 55% | 58% | |
| Avg Max Increase | 7.46% | 10.14% | 20.05% | 14.70% | 13.02% | 12.19% | 10.37% | 16.07% | 12.90% | 11.75% | 4.00% | |
| Max Increase | 13.47% | 32.65% | 61.68% | 35.46% | 31.68% | 27.74% | 39.04% | 27.86% | 62.93% | 49.07% | 6.64% | |
| Avg Days To Max Increase | 20 | 15 | 17 | 14 | 15 | 15 | 15 | 14 | 17 | 12 | 8 | |
| Avg Max Decline | -1.93% | -1.62% | -1.99% | -2.73% | -1.76% | -3.36% | -1.27% | -2.58% | -2.55% | -1.92% | -1.39% | |
| Max Decline | -6.97% | -4.70% | -6.47% | -18.88% | -10.72% | -12.55% | -3.63% | -7.34% | -7.95% | -5.87% | -4.98% | |
| Avg Days to Max Decline | 12 | 12 | 7 | 8 | 5 | 8 | 5 | 5 | 6 | 5 | 4 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | No | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
