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| ScenarioSM Study for September Soybean Meal(CBOT) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 36 | 42 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 16 | 22 | 23 | 22 | 24 | 24 | 24 | 23 | 25 | 20 | 27 | |
| Exceeded High | 13 | 13 | 18 | 18 | 20 | 19 | 17 | 17 | 19 | 13 | 16 | |
| Scenario Percentage | 81% | 59% | 78% | 82% | 83% | 79% | 71% | 74% | 76% | 65% | 59% | |
| Avg Max Increase | 7.97% | 7.90% | 10.19% | 9.93% | 9.38% | 9.74% | 20.57% | 16.29% | 12.73% | 11.90% | 5.76% | |
| Max Increase | 16.31% | 33.81% | 49.29% | 29.94% | 19.70% | 32.85% | 71.36% | 35.87% | 29.95% | 32.53% | 12.89% | |
| Avg Days To Max Increase | 15 | 17 | 21 | 22 | 20 | 15 | 21 | 16 | 16 | 16 | 8 | |
| Avg Max Decline | -1.81% | -1.49% | -1.73% | -2.05% | -3.02% | -1.85% | -1.81% | -3.53% | -1.49% | -2.70% | -1.12% | |
| Max Decline | -10.00% | -4.81% | -9.94% | -6.67% | -19.11% | -5.16% | -10.17% | -30.86% | -9.96% | -5.69% | -3.88% | |
| Avg Days to Max Decline | 7 | 4 | 9 | 7 | 14 | 14 | 9 | 9 | 6 | 7 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | No | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
