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ScenarioSM Study for August Soybean Meal(CBOT) as of Jan 01, 2019 | ||||||||||||
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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 | Jul |
Tested Years | 42 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 19 | 18 | 21 | 18 | 23 | 24 | 25 | 25 | 21 | 25 | 21 | |
Exceeded High | 15 | 14 | 12 | 13 | 19 | 18 | 19 | 17 | 15 | 19 | 6 | |
Scenario Percentage | 79% | 78% | 57% | 72% | 83% | 75% | 76% | 68% | 71% | 76% | 29% | |
Avg Max Increase | 11.69% | 8.20% | 7.73% | 8.75% | 10.02% | 11.68% | 13.13% | 17.05% | 18.21% | 13.34% | 9.35% | |
Max Increase | 21.18% | 16.61% | 29.40% | 17.42% | 30.93% | 35.17% | 45.55% | 61.84% | 37.46% | 29.03% | 23.80% | |
Avg Days To Max Increase | 16 | 19 | 14 | 22 | 18 | 20 | 16 | 18 | 17 | 14 | 9 | |
Avg Max Decline | -1.80% | -2.89% | -2.08% | -2.76% | -2.03% | -2.15% | -1.78% | -2.58% | -1.98% | -2.30% | -6.16% | |
Max Decline | -5.58% | -9.99% | -5.09% | -9.97% | -7.12% | -7.02% | -4.98% | -14.56% | -6.22% | -18.14% | -31.03% | |
Avg Days to Max Decline | 7 | 10 | 8 | 14 | 6 | 9 | 10 | 8 | 9 | 5 | 4 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Not Yet |
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