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ScenarioSM Study for October Soybean Meal(CBOT) as of Jan 01, 2019 | ||||||||||||
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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 | 43 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 20 | 21 | 21 | 23 | 23 | 23 | 22 | 21 | 18 | 26 | 17 | |
Exceeded High | 13 | 17 | 17 | 17 | 17 | 17 | 17 | 16 | 11 | 21 | 9 | |
Scenario Percentage | 65% | 81% | 81% | 74% | 74% | 74% | 77% | 76% | 61% | 81% | 53% | |
Avg Max Increase | 9.11% | 8.38% | 9.31% | 7.70% | 11.63% | 17.08% | 15.37% | 13.88% | 12.70% | 8.33% | 7.61% | |
Max Increase | 36.92% | 22.94% | 27.90% | 15.77% | 37.45% | 56.84% | 34.62% | 30.92% | 31.40% | 20.35% | 11.61% | |
Avg Days To Max Increase | 18 | 19 | 20 | 17 | 14 | 16 | 14 | 15 | 18 | 13 | 7 | |
Avg Max Decline | -2.23% | -2.04% | -1.79% | -2.19% | -2.33% | -2.01% | -1.85% | -1.73% | -4.33% | -1.64% | -1.97% | |
Max Decline | -4.97% | -10.03% | -6.28% | -6.31% | -4.60% | -7.19% | -6.45% | -10.26% | -8.64% | -3.99% | -6.42% | |
Avg Days to Max Decline | 12 | 13 | 8 | 13 | 15 | 7 | 5 | 6 | 8 | 8 | 2 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | No | Not Yet |
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