|
ScenarioSM Study for July Soybean Meal(CBOT) as of Jan 21, 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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 25 | 19 | 21 | 23 | 18 | 23 | 23 | 27 | 25 | 20 | 25 | |
Exceeded High | 19 | 17 | 15 | 15 | 14 | 18 | 19 | 20 | 18 | 13 | 16 | |
Scenario Percentage | 76% | 89% | 71% | 65% | 78% | 78% | 83% | 74% | 72% | 65% | 64% | |
Avg Max Increase | 9.75% | 12.11% | 9.10% | 9.28% | 8.65% | 10.98% | 11.89% | 13.91% | 15.01% | 15.28% | 9.86% | |
Max Increase | 29.23% | 21.52% | 21.36% | 26.78% | 17.13% | 29.48% | 36.23% | 53.72% | 65.68% | 39.51% | 27.23% | |
Avg Days To Max Increase | 14 | 18 | 18 | 15 | 19 | 17 | 20 | 18 | 15 | 13 | 9 | |
Avg Max Decline | -0.94% | -1.79% | -3.38% | -2.26% | -2.50% | -1.92% | -2.56% | -2.55% | -2.97% | -2.00% | -0.60% | |
Max Decline | -3.38% | -6.07% | -10.74% | -5.56% | -9.52% | -7.64% | -7.96% | -8.68% | -10.86% | -6.22% | -4.93% | |
Avg Days to Max Decline | 6 | 6 | 8 | 9 | 10 | 5 | 10 | 11 | 8 | 8 | 3 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes |
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