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| ScenarioSM Study for August Soybeans(CBOT) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 34 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 18 | 21 | 24 | 22 | 25 | 23 | 22 | 21 | 23 | 23 | 17 |
| Exceeded High | 11 | 17 | 15 | 18 | 20 | 20 | 16 | 14 | 19 | 17 | 5 |
| Scenario Percentage | 61% | 81% | 62% | 82% | 80% | 87% | 73% | 67% | 83% | 74% | 29% |
| Avg Max Increase | 10.56% | 5.58% | 7.14% | 8.86% | 9.33% | 10.08% | 8.72% | 17.78% | 19.11% | 15.44% | 9.96% |
| Max Increase | 15.33% | 15.15% | 16.16% | 39.61% | 37.25% | 33.40% | 21.18% | 74.19% | 63.40% | 56.88% | 23.84% |
| Avg Days To Max Increase | 15 | 20 | 22 | 19 | 18 | 19 | 19 | 16 | 18 | 12 | 8 |
| Avg Max Decline | -1.38% | -1.54% | -1.90% | -1.74% | -1.41% | -1.80% | -1.89% | -0.89% | -2.84% | -2.70% | -0.92% |
| Max Decline | -4.67% | -10.02% | -5.09% | -9.43% | -6.93% | -12.65% | -5.97% | -2.85% | -27.06% | -27.86% | -4.85% |
| Avg Days to Max Decline | 8 | 7 | 11 | 9 | 5 | 7 | 13 | 4 | 8 | 5 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | No | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
