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ScenarioSM Study for July Soybeans(CBOT) as of Jan 01, 2016 | ||||||||||||
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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 | 22 | 22 | 22 | 24 | 21 | 22 | 25 | 25 | 25 | 20 | 22 | |
Exceeded High | 18 | 13 | 17 | 15 | 16 | 18 | 22 | 19 | 16 | 17 | 19 | |
Scenario Percentage | 82% | 59% | 77% | 63% | 76% | 82% | 88% | 76% | 64% | 85% | 86% | |
Avg Max Increase | 8.94% | 12.21% | 7.84% | 7.98% | 11.21% | 11.53% | 10.71% | 9.50% | 18.82% | 16.38% | 8.73% | |
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 | 20 | 19 | 18 | 18 | 16 | 17 | 19 | 11 | 8 | |
Avg Max Decline | -0.86% | -2.39% | -2.79% | -1.84% | -2.59% | -1.79% | -1.95% | -1.86% | -2.24% | -1.43% | -0.41% | |
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 | 5 | 7 | 6 | 9 | 12 | 6 | 6 | 11 | 5 | 7 | 1 | |
2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | No | Yes | Yes |
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