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ScenarioSM Study for December Soybean Meal(CBOT) as of Jan 01, 2018 | ||||||||||||
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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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 23 | 24 | 21 | 23 | 24 | 21 | 18 | 27 | 17 | 22 | 25 | |
Exceeded High | 20 | 17 | 16 | 19 | 19 | 16 | 12 | 23 | 14 | 15 | 9 | |
Scenario Percentage | 87% | 71% | 76% | 83% | 79% | 76% | 67% | 85% | 82% | 68% | 36% | |
Avg Max Increase | 8.40% | 7.97% | 11.50% | 19.21% | 16.16% | 13.99% | 12.27% | 10.56% | 15.27% | 9.78% | 8.08% | |
Max Increase | 25.95% | 16.47% | 36.01% | 60.31% | 36.09% | 31.19% | 29.58% | 39.86% | 31.35% | 22.70% | 14.09% | |
Avg Days To Max Increase | 20 | 19 | 15 | 15 | 15 | 15 | 17 | 16 | 14 | 11 | 9 | |
Avg Max Decline | -2.09% | -2.53% | -2.15% | -2.43% | -2.90% | -1.55% | -5.11% | -2.06% | -2.70% | -2.32% | -0.99% | |
Max Decline | -7.74% | -8.70% | -4.80% | -7.71% | -21.10% | -10.98% | -13.58% | -15.85% | -7.84% | -7.05% | -3.44% | |
Avg Days to Max Decline | 8 | 13 | 14 | 8 | 8 | 5 | 9 | 8 | 8 | 6 | 1 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | No | Yes | Yes | No | Yes | Yes |
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