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| ScenarioSM Study for October 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 39 | 42 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 25 | 21 | 23 | 21 | 24 | 24 | 22 | 18 | 28 | 18 | |
| Exceeded High | 13 | 20 | 17 | 18 | 15 | 18 | 19 | 18 | 13 | 22 | 10 | |
| Scenario Percentage | 65% | 80% | 81% | 78% | 71% | 75% | 79% | 82% | 72% | 79% | 56% | |
| Avg Max Increase | 8.94% | 8.78% | 10.23% | 7.96% | 10.06% | 20.04% | 15.11% | 12.72% | 11.81% | 8.28% | 7.35% | |
| Max Increase | 36.92% | 30.69% | 27.90% | 17.59% | 29.43% | 69.21% | 34.62% | 30.92% | 31.40% | 20.35% | 11.61% | |
| Avg Days To Max Increase | 18 | 20 | 21 | 17 | 15 | 19 | 15 | 16 | 18 | 13 | 7 | |
| Avg Max Decline | -1.83% | -2.05% | -1.94% | -2.49% | -2.07% | -1.80% | -3.15% | -1.95% | -4.84% | -1.73% | -1.78% | |
| Max Decline | -4.97% | -10.03% | -6.28% | -13.66% | -4.43% | -7.19% | -28.11% | -10.26% | -13.89% | -3.99% | -6.42% | |
| Avg Days to Max Decline | 6 | 12 | 8 | 13 | 16 | 7 | 7 | 8 | 8 | 9 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
