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ScenarioSM Study for July 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 35 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
Closed Higher | 21 | 18 | 22 | 24 | 19 | 22 | 18 | 23 | 23 | 25 | 26 |
Exceeded High | 15 | 15 | 17 | 12 | 14 | 15 | 16 | 16 | 16 | 18 | 14 |
Scenario Percentage | 71% | 83% | 77% | 50% | 74% | 68% | 89% | 70% | 70% | 72% | 54% |
Avg Max Increase | 8.88% | 10.89% | 8.37% | 11.13% | 10.68% | 11.69% | 12.20% | 10.47% | 22.78% | 15.04% | 8.84% |
Max Increase | 29.23% | 21.52% | 39.04% | 44.25% | 48.78% | 29.48% | 36.23% | 25.04% | 100.18% | 39.51% | 27.23% |
Avg Days To Max Increase | 14 | 15 | 17 | 21 | 21 | 20 | 20 | 18 | 20 | 13 | 7 |
Avg Max Decline | -1.17% | -1.46% | -2.80% | -1.75% | -2.29% | -2.16% | -3.08% | -2.06% | -1.33% | -1.45% | -0.36% |
Max Decline | -3.38% | -4.95% | -10.74% | -5.56% | -9.52% | -7.64% | -19.80% | -5.30% | -3.94% | -6.22% | -2.01% |
Avg Days to Max Decline | 6 | 6 | 10 | 7 | 8 | 6 | 11 | 9 | 9 | 6 | 2 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | No | Yes | Yes |
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