|
ScenarioSM Study for September Soybeans(CBOT) as of Jan 01, 2013 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | Aug |
Tested Years | 39 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 18 | 24 | 24 | 24 | 25 | 26 | 24 | 21 | 22 | 20 | 22 | |
Exceeded High | 15 | 15 | 20 | 20 | 22 | 19 | 16 | 17 | 19 | 12 | 11 | |
Scenario Percentage | 83% | 63% | 83% | 83% | 88% | 73% | 67% | 81% | 86% | 60% | 50% | |
Avg Max Increase | 7.65% | 7.31% | 8.18% | 8.56% | 8.42% | 8.64% | 18.88% | 19.50% | 16.10% | 9.21% | 5.24% | |
Max Increase | 17.59% | 27.24% | 31.20% | 24.92% | 19.61% | 23.39% | 72.72% | 63.92% | 57.58% | 34.02% | 12.43% | |
Avg Days To Max Increase | 23 | 17 | 20 | 17 | 18 | 19 | 21 | 16 | 14 | 13 | 7 | |
Avg Max Decline | -1.83% | -1.72% | -1.96% | -1.34% | -1.58% | -1.85% | -1.87% | -3.30% | -2.21% | -3.37% | -0.74% | |
Max Decline | -5.12% | -3.61% | -9.46% | -6.46% | -8.16% | -5.66% | -10.71% | -27.40% | -30.23% | -8.05% | -3.28% | |
Avg Days to Max Decline | 7 | 8 | 10 | 6 | 9 | 15 | 8 | 8 | 4 | 7 | 2 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | No | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |