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| ScenarioSM Study for May 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 19 | 28 | 18 | 20 | 22 | 22 | 24 | 23 | 26 | 27 | |
| Exceeded High | 17 | 12 | 22 | 15 | 16 | 13 | 16 | 20 | 20 | 18 | 15 | |
| Scenario Percentage | 77% | 63% | 79% | 83% | 80% | 59% | 73% | 83% | 87% | 69% | 56% | |
| Avg Max Increase | 13.44% | 12.27% | 8.93% | 12.98% | 10.61% | 11.29% | 11.57% | 11.87% | 12.90% | 9.79% | 6.67% | |
| Max Increase | 37.18% | 23.73% | 31.71% | 22.51% | 40.91% | 46.01% | 47.72% | 31.15% | 36.71% | 29.02% | 21.87% | |
| Avg Days To Max Increase | 15 | 13 | 15 | 15 | 19 | 16 | 22 | 21 | 20 | 13 | 8 | |
| Avg Max Decline | -0.78% | -2.19% | -1.13% | -2.56% | -3.01% | -1.94% | -2.93% | -2.09% | -3.37% | -1.64% | -1.25% | |
| Max Decline | -11.10% | -12.10% | -3.43% | -6.65% | -9.93% | -5.80% | -9.58% | -8.08% | -19.93% | -5.37% | -3.67% | |
| Avg Days to Max Decline | 5 | 5 | 7 | 6 | 10 | 5 | 10 | 7 | 10 | 8 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | 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.
