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ScenarioSM Study for October 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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 36 | 41 | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
Closed Higher | 19 | 24 | 20 | 25 | 20 | 23 | 26 | 22 | 16 | 27 | 18 |
Exceeded High | 12 | 18 | 16 | 20 | 15 | 17 | 21 | 18 | 11 | 21 | 11 |
Scenario Percentage | 63% | 75% | 80% | 80% | 75% | 74% | 81% | 82% | 69% | 78% | 61% |
Avg Max Increase | 9.64% | 8.80% | 9.60% | 7.06% | 9.78% | 21.73% | 14.75% | 10.41% | 12.22% | 8.39% | 8.01% |
Max Increase | 36.92% | 30.69% | 27.90% | 17.59% | 29.43% | 69.21% | 34.62% | 29.41% | 31.40% | 20.35% | 11.61% |
Avg Days To Max Increase | 19 | 20 | 21 | 16 | 15 | 20 | 14 | 16 | 15 | 14 | 9 |
Avg Max Decline | -1.77% | -1.98% | -1.83% | -2.36% | -1.86% | -1.44% | -2.91% | -2.51% | -5.22% | -1.68% | -1.36% |
Max Decline | -4.97% | -10.03% | -6.28% | -13.66% | -4.43% | -6.57% | -28.11% | -10.26% | -13.89% | -3.99% | -5.61% |
Avg Days to Max Decline | 6 | 13 | 6 | 13 | 14 | 6 | 6 | 9 | 10 | 9 | 2 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Not Yet |
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