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ScenarioSM Study for May Soybean Meal(CBOT) as of Jan 01, 2016 | ||||||||||||
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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 | 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 | 21 | 19 | 27 | 18 | 20 | 23 | 21 | 24 | 23 | 26 | 26 | |
Exceeded High | 16 | 12 | 21 | 15 | 16 | 13 | 15 | 20 | 19 | 18 | 15 | |
Scenario Percentage | 76% | 63% | 78% | 83% | 80% | 57% | 71% | 83% | 83% | 69% | 58% | |
Avg Max Increase | 14.15% | 12.27% | 9.22% | 12.98% | 10.77% | 11.29% | 12.02% | 11.87% | 13.42% | 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 | 18 | 16 | 21 | 21 | 20 | 13 | 8 | |
Avg Max Decline | -0.81% | -2.19% | -1.07% | -2.56% | -3.03% | -1.94% | -2.96% | -2.09% | -3.18% | -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 | 6 | 5 | 6 | 6 | 10 | 5 | 10 | 7 | 9 | 8 | 2 | |
2015 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | No | No |
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