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ScenarioSM Study for December 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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 40 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
Closed Higher | 20 | 26 | 19 | 23 | 27 | 22 | 15 | 28 | 18 | 24 | 25 |
Exceeded High | 18 | 20 | 14 | 19 | 23 | 18 | 10 | 23 | 15 | 18 | 12 |
Scenario Percentage | 90% | 77% | 74% | 83% | 85% | 82% | 67% | 82% | 83% | 75% | 48% |
Avg Max Increase | 8.11% | 6.50% | 10.37% | 19.58% | 14.52% | 10.52% | 12.09% | 9.95% | 15.27% | 13.03% | 11.30% |
Max Increase | 25.95% | 16.47% | 30.82% | 60.31% | 36.09% | 31.19% | 29.58% | 39.86% | 31.35% | 79.78% | 58.73% |
Avg Days To Max Increase | 20 | 18 | 16 | 18 | 14 | 15 | 17 | 15 | 15 | 11 | 10 |
Avg Max Decline | -2.14% | -2.23% | -2.02% | -1.82% | -2.41% | -2.29% | -5.57% | -1.48% | -2.23% | -2.19% | -0.91% |
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 | 8 | 13 | 9 | 5 | 7 | 2 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
Action | 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.