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ScenarioSM Study for December Soybean Meal(CBOT) as of Jan 01, 2009 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 39 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 20 | 27 | 18 | 22 | 26 | 23 | 15 | 29 | 19 | 23 | 25 | |
Exceeded High | 18 | 20 | 13 | 18 | 22 | 19 | 10 | 24 | 15 | 17 | 10 | |
Scenario Percentage | 90% | 74% | 72% | 82% | 85% | 83% | 67% | 83% | 79% | 74% | 40% | |
Avg Max Increase | 8.11% | 6.50% | 9.31% | 19.34% | 14.91% | 10.25% | 12.09% | 9.86% | 15.27% | 11.44% | 8.47% | |
Max Increase | 25.95% | 16.47% | 30.82% | 60.31% | 36.09% | 31.19% | 29.58% | 39.86% | 31.35% | 54.61% | 36.51% | |
Avg Days To Max Increase | 20 | 18 | 15 | 18 | 14 | 16 | 17 | 15 | 15 | 10 | 8 | |
Avg Max Decline | -2.14% | -2.23% | -1.95% | -1.84% | -2.37% | -2.47% | -5.57% | -1.49% | -2.23% | -2.06% | -1.09% | |
Max Decline | -7.74% | -8.70% | -4.80% | -6.63% | -21.10% | -10.98% | -13.58% | -3.74% | -7.84% | -7.05% | -4.87% | |
Avg Days to Max Decline | 7 | 13 | 14 | 6 | 8 | 9 | 13 | 9 | 5 | 7 | 1 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | No | Yes | Yes | Yes |
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