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ScenarioSM Study for September Soybean Meal(CBOT) as of Jan 01, 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 33 | 41 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
Closed Higher | 13 | 23 | 23 | 22 | 23 | 22 | 24 | 26 | 26 | 17 | 26 |
Exceeded High | 11 | 14 | 17 | 17 | 19 | 18 | 18 | 20 | 19 | 10 | 17 |
Scenario Percentage | 85% | 61% | 74% | 77% | 83% | 82% | 75% | 77% | 73% | 59% | 65% |
Avg Max Increase | 7.76% | 7.65% | 10.19% | 9.35% | 8.58% | 9.81% | 20.96% | 15.39% | 11.49% | 13.55% | 5.91% |
Max Increase | 16.31% | 33.81% | 49.29% | 29.94% | 19.70% | 32.85% | 71.36% | 35.87% | 28.74% | 32.53% | 12.89% |
Avg Days To Max Increase | 17 | 20 | 21 | 20 | 20 | 16 | 21 | 16 | 16 | 15 | 10 |
Avg Max Decline | -1.97% | -1.53% | -1.53% | -1.84% | -2.84% | -1.87% | -1.42% | -3.09% | -2.24% | -3.26% | -1.47% |
Max Decline | -10.00% | -4.81% | -9.94% | -6.67% | -19.11% | -5.16% | -5.07% | -30.86% | -11.05% | -8.69% | -4.01% |
Avg Days to Max Decline | 7 | 5 | 9 | 6 | 15 | 14 | 8 | 8 | 8 | 9 | 3 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Not Yet |
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