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ScenarioSM Study for July Soybeans(CBOT) as of Jan 21, 2022 | ||||||||||||
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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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 23 | 24 | 24 | 26 | 21 | 23 | 26 | 25 | 24 | 19 | 22 | |
Exceeded High | 19 | 16 | 20 | 17 | 16 | 20 | 22 | 20 | 16 | 16 | 17 | |
Scenario Percentage | 83% | 67% | 83% | 65% | 76% | 87% | 85% | 80% | 67% | 84% | 77% | |
Avg Max Increase | 9.03% | 11.20% | 8.36% | 7.29% | 8.94% | 9.01% | 10.21% | 10.59% | 12.33% | 14.57% | 7.63% | |
Max Increase | 27.34% | 20.42% | 25.38% | 24.23% | 23.64% | 30.26% | 35.97% | 26.33% | 57.41% | 37.78% | 15.90% | |
Avg Days To Max Increase | 15 | 19 | 21 | 16 | 17 | 17 | 15 | 17 | 19 | 12 | 8 | |
Avg Max Decline | -0.85% | -1.93% | -2.64% | -1.83% | -2.30% | -1.83% | -1.54% | -1.98% | -2.57% | -1.82% | -0.33% | |
Max Decline | -3.69% | -5.58% | -10.49% | -4.68% | -9.44% | -7.11% | -5.31% | -6.33% | -12.49% | -4.60% | -1.66% | |
Avg Days to Max Decline | 4 | 6 | 7 | 8 | 12 | 7 | 6 | 12 | 5 | 8 | 1 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | 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.