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ScenarioSM Study for August Soybeans(CBOT) as of Jan 01, 2018 | ||||||||||||
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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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
Tested Years | 42 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 19 | 25 | 20 | 23 | 25 | 25 | 22 | 22 | 23 | 19 | |
Exceeded High | 14 | 16 | 16 | 16 | 19 | 21 | 18 | 15 | 18 | 18 | 5 | |
Scenario Percentage | 67% | 84% | 64% | 80% | 83% | 84% | 72% | 68% | 82% | 78% | 26% | |
Avg Max Increase | 10.83% | 7.97% | 7.47% | 10.68% | 10.78% | 10.42% | 10.00% | 18.25% | 19.64% | 16.24% | 11.18% | |
Max Increase | 19.29% | 19.06% | 25.39% | 39.61% | 37.25% | 33.40% | 24.07% | 74.19% | 63.40% | 56.88% | 23.84% | |
Avg Days To Max Increase | 16 | 21 | 19 | 17 | 18 | 18 | 17 | 15 | 16 | 12 | 10 | |
Avg Max Decline | -2.06% | -2.32% | -1.81% | -2.10% | -1.59% | -2.00% | -1.77% | -1.43% | -3.21% | -2.21% | -0.98% | |
Max Decline | -6.29% | -10.02% | -4.62% | -9.43% | -6.93% | -12.65% | -5.97% | -5.37% | -27.06% | -27.86% | -4.85% | |
Avg Days to Max Decline | 8 | 7 | 11 | 11 | 6 | 7 | 12 | 4 | 9 | 2 | 4 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | No | No | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.