|
ScenarioSM Study for March Soybean Meal(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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 35 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
Closed Higher | 17 | 25 | 23 | 18 | 28 | 19 | 22 | 22 | 22 | 24 | 16 |
Exceeded High | 13 | 22 | 18 | 11 | 21 | 15 | 19 | 14 | 15 | 15 | 10 |
Scenario Percentage | 76% | 88% | 78% | 61% | 75% | 79% | 86% | 64% | 68% | 62% | 62% |
Avg Max Increase | 19.82% | 12.57% | 10.01% | 11.11% | 9.89% | 13.45% | 9.48% | 9.93% | 10.94% | 10.44% | 5.86% |
Max Increase | 62.28% | 33.81% | 31.78% | 25.47% | 36.86% | 26.00% | 44.67% | 50.62% | 49.11% | 32.02% | 11.90% |
Avg Days To Max Increase | 18 | 14 | 15 | 15 | 16 | 16 | 16 | 18 | 20 | 13 | 9 |
Avg Max Decline | -1.50% | -2.22% | -1.86% | -2.75% | -1.31% | -1.74% | -2.11% | -1.82% | -2.22% | -1.60% | -1.00% |
Max Decline | -6.76% | -16.45% | -10.55% | -12.35% | -3.76% | -5.24% | -8.91% | -6.22% | -9.14% | -5.52% | -2.51% |
Avg Days to Max Decline | 8 | 7 | 8 | 6 | 6 | 6 | 7 | 9 | 13 | 5 | 3 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | No | Yes | Yes | Yes | Yes | Not Yet |
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