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| ScenarioSM Study for July Soybeans(CBOT) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 36 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 19 | 25 | 23 | 25 | 21 | 25 | 24 | 22 | 23 | 21 | 21 | |
| Exceeded High | 16 | 16 | 19 | 15 | 16 | 21 | 21 | 17 | 15 | 18 | 15 | |
| Scenario Percentage | 84% | 64% | 83% | 60% | 76% | 84% | 88% | 77% | 65% | 86% | 71% | |
| Avg Max Increase | 8.64% | 10.00% | 6.32% | 8.11% | 10.92% | 10.11% | 10.03% | 8.84% | 19.83% | 16.33% | 9.36% | |
| Max Increase | 27.34% | 16.50% | 21.20% | 24.23% | 42.65% | 40.03% | 35.97% | 20.82% | 90.20% | 37.78% | 15.90% | |
| Avg Days To Max Increase | 15 | 19 | 19 | 21 | 19 | 18 | 16 | 18 | 18 | 13 | 8 | |
| Avg Max Decline | -0.89% | -1.92% | -2.12% | -2.07% | -2.04% | -1.38% | -1.72% | -2.00% | -1.25% | -1.33% | -0.39% | |
| Max Decline | -3.69% | -5.58% | -10.49% | -5.32% | -9.44% | -7.11% | -11.62% | -6.33% | -5.33% | -4.60% | -1.68% | |
| Avg Days to Max Decline | 4 | 8 | 5 | 11 | 10 | 6 | 7 | 12 | 3 | 6 | 1 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | 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.
