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ScenarioSM Study for September Soybean Meal(CBOT) as of Nov 09, 2020 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 20 | 22 | 21 | 22 | 26 | 24 | 24 | 22 | 23 | 17 | 27 | |
Exceeded High | 16 | 13 | 16 | 18 | 20 | 20 | 17 | 15 | 17 | 10 | 21 | |
Scenario Percentage | 80% | 59% | 76% | 82% | 77% | 83% | 71% | 68% | 74% | 59% | 78% | |
Avg Max Increase | 7.40% | 8.43% | 8.56% | 9.27% | 8.82% | 11.44% | 17.29% | 17.47% | 12.07% | 13.75% | 5.61% | |
Max Increase | 16.31% | 33.81% | 19.81% | 29.54% | 19.70% | 40.06% | 58.77% | 35.87% | 29.95% | 32.53% | 12.89% | |
Avg Days To Max Increase | 15 | 19 | 22 | 21 | 21 | 15 | 17 | 16 | 17 | 15 | 9 | |
Avg Max Decline | -1.90% | -1.90% | -1.90% | -2.14% | -2.51% | -2.06% | -2.22% | -2.21% | -1.66% | -4.60% | -1.67% | |
Max Decline | -10.00% | -4.81% | -9.94% | -6.67% | -9.06% | -5.16% | -10.17% | -6.53% | -9.96% | -8.69% | -4.53% | |
Avg Days to Max Decline | 6 | 12 | 11 | 7 | 13 | 14 | 8 | 9 | 8 | 9 | 4 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.