|
ScenarioSM Study for March Soybean Meal(CBOT) as of Dec 31, 2010 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 38 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 19 | 27 | 23 | 18 | 26 | 17 | 21 | 22 | 22 | 24 | 17 | |
Exceeded High | 15 | 24 | 18 | 11 | 19 | 14 | 18 | 14 | 16 | 15 | 10 | |
Scenario Percentage | 79% | 89% | 78% | 61% | 73% | 82% | 86% | 64% | 73% | 63% | 59% | |
Avg Max Increase | 21.05% | 13.18% | 10.04% | 10.74% | 10.29% | 13.97% | 9.87% | 10.64% | 11.01% | 11.02% | 5.55% | |
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 | 13 | 16 | 17 | 15 | 17 | 20 | 13 | 7 | |
Avg Max Decline | -1.64% | -2.20% | -1.97% | -2.41% | -1.23% | -2.19% | -2.12% | -1.78% | -2.39% | -1.58% | -0.76% | |
Max Decline | -6.76% | -16.45% | -10.55% | -12.35% | -3.76% | -6.98% | -8.91% | -6.22% | -9.14% | -5.52% | -2.51% | |
Avg Days to Max Decline | 7 | 6 | 8 | 5 | 6 | 5 | 7 | 7 | 13 | 5 | 2 | |
2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.