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ScenarioSM Study for July Soybean Meal(CBOT) as of Dec 31, 2010 | ||||||||||||
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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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 38 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 22 | 17 | 21 | 24 | 19 | 22 | 20 | 24 | 25 | 24 | 26 | |
Exceeded High | 16 | 15 | 17 | 12 | 15 | 16 | 18 | 17 | 18 | 17 | 16 | |
Scenario Percentage | 73% | 88% | 81% | 50% | 79% | 73% | 90% | 71% | 72% | 71% | 62% | |
Avg Max Increase | 9.34% | 11.07% | 8.59% | 11.68% | 10.88% | 11.81% | 11.61% | 11.89% | 23.39% | 16.00% | 9.18% | |
Max Increase | 29.23% | 21.52% | 39.04% | 44.25% | 48.78% | 29.48% | 36.23% | 34.60% | 100.18% | 39.51% | 27.23% | |
Avg Days To Max Increase | 15 | 16 | 17 | 18 | 21 | 18 | 19 | 18 | 20 | 14 | 9 | |
Avg Max Decline | -1.06% | -1.81% | -2.76% | -1.87% | -2.28% | -2.01% | -3.13% | -2.01% | -1.99% | -1.60% | -0.74% | |
Max Decline | -3.38% | -6.06% | -10.74% | -5.56% | -9.52% | -7.64% | -19.80% | -5.30% | -8.22% | -6.22% | -4.93% | |
Avg Days to Max Decline | 6 | 6 | 9 | 5 | 9 | 6 | 11 | 9 | 8 | 6 | 3 | |
2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Yes |
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