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ScenarioSM Study for March Soybean Meal(CBOT) as of Sep 16, 2022 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 23 | 20 | 18 | 24 | 19 | 20 | 22 | 19 | 24 | 19 | |
Exceeded High | 16 | 19 | 15 | 12 | 20 | 16 | 14 | 15 | 13 | 14 | 12 | |
Scenario Percentage | 76% | 83% | 75% | 67% | 83% | 84% | 70% | 68% | 68% | 58% | 63% | |
Avg Max Increase | 14.26% | 11.86% | 11.61% | 11.53% | 10.74% | 13.52% | 10.00% | 10.02% | 9.91% | 11.64% | 4.93% | |
Max Increase | 45.63% | 28.87% | 29.17% | 25.47% | 36.86% | 26.00% | 20.59% | 26.59% | 23.55% | 21.29% | 11.69% | |
Avg Days To Max Increase | 16 | 14 | 16 | 16 | 16 | 17 | 16 | 13 | 20 | 13 | 8 | |
Avg Max Decline | -1.91% | -1.91% | -1.28% | -2.11% | -1.35% | -1.89% | -2.33% | -2.49% | -3.22% | -2.00% | -0.78% | |
Max Decline | -7.01% | -6.47% | -10.55% | -5.04% | -3.76% | -6.98% | -8.91% | -6.22% | -9.14% | -5.56% | -2.51% | |
Avg Days to Max Decline | 9 | 6 | 8 | 6 | 6 | 4 | 6 | 10 | 16 | 5 | 3 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Yes |
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