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ScenarioSM Study for October Soybean Meal(CBOT) as of Jan 01, 2014 | ||||||||||||
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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 | Sep |
Tested Years | 40 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 20 | 25 | 21 | 22 | 21 | 24 | 24 | 21 | 17 | 28 | 18 | |
Exceeded High | 13 | 20 | 17 | 17 | 15 | 18 | 19 | 17 | 12 | 22 | 12 | |
Scenario Percentage | 65% | 80% | 81% | 77% | 71% | 75% | 79% | 81% | 71% | 79% | 67% | |
Avg Max Increase | 8.94% | 8.78% | 10.23% | 8.37% | 10.06% | 20.04% | 15.05% | 13.17% | 12.45% | 8.74% | 8.20% | |
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 | 14 | 16 | 18 | 14 | 9 | |
Avg Max Decline | -1.83% | -2.05% | -1.94% | -2.64% | -2.07% | -1.80% | -3.24% | -2.02% | -5.12% | -1.69% | -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 | 9 | 7 | 9 | 2 | |
2013 Contract Condition | Yes | Yes | ||||||||||
Action | Yes | Yes |
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