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ScenarioSM Study for July Soybeans(CBOT) as of Jan 01, 2015 | ||||||||||||
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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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 23 | 23 | 22 | 24 | 21 | 23 | 25 | 25 | 26 | 21 | 22 | |
Exceeded High | 19 | 14 | 17 | 15 | 17 | 19 | 22 | 19 | 17 | 18 | 18 | |
Scenario Percentage | 83% | 61% | 77% | 63% | 81% | 83% | 88% | 76% | 65% | 86% | 82% | |
Avg Max Increase | 8.72% | 11.70% | 7.78% | 7.98% | 10.74% | 11.05% | 10.80% | 9.50% | 18.38% | 16.05% | 9.20% | |
Max Increase | 27.34% | 20.42% | 21.20% | 24.23% | 42.65% | 40.03% | 35.97% | 26.33% | 90.20% | 37.78% | 15.90% | |
Avg Days To Max Increase | 15 | 19 | 21 | 19 | 19 | 19 | 17 | 17 | 19 | 12 | 9 | |
Avg Max Decline | -0.86% | -2.23% | -2.52% | -1.84% | -2.47% | -1.70% | -1.90% | -1.86% | -2.15% | -1.35% | -0.34% | |
Max Decline | -3.69% | -5.58% | -10.49% | -4.68% | -9.44% | -7.11% | -11.62% | -6.33% | -12.49% | -4.60% | -1.68% | |
Avg Days to Max Decline | 4 | 7 | 6 | 9 | 11 | 6 | 7 | 11 | 5 | 7 | 1 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Yes |
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