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| ScenarioSM Study for December 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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 24 | 21 | 24 | 25 | 22 | 17 | 29 | 19 | 24 | 24 | |
| Exceeded High | 20 | 18 | 16 | 20 | 21 | 18 | 12 | 24 | 16 | 17 | 9 | |
| Scenario Percentage | 91% | 75% | 76% | 83% | 84% | 82% | 71% | 83% | 84% | 71% | 38% | |
| Avg Max Increase | 8.47% | 7.45% | 9.44% | 18.37% | 14.83% | 12.69% | 12.27% | 10.15% | 15.50% | 12.84% | 11.42% | |
| Max Increase | 25.95% | 16.47% | 30.82% | 60.31% | 36.09% | 31.19% | 29.58% | 39.86% | 31.35% | 67.64% | 48.02% | |
| Avg Days To Max Increase | 21 | 19 | 14 | 17 | 15 | 16 | 17 | 16 | 15 | 11 | 9 | |
| Avg Max Decline | -2.23% | -2.33% | -2.07% | -2.16% | -2.62% | -1.84% | -5.11% | -1.45% | -2.50% | -2.24% | -1.00% | |
| Max Decline | -7.74% | -8.70% | -4.80% | -7.71% | -21.10% | -10.98% | -13.58% | -3.74% | -7.84% | -7.05% | -4.87% | |
| Avg Days to Max Decline | 8 | 12 | 14 | 8 | 9 | 7 | 9 | 9 | 5 | 7 | 1 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
