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| ScenarioSM Study for September Soybeans(CBOT) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 18 | 24 | 23 | 23 | 26 | 27 | 24 | 22 | 21 | 19 | 22 | |
| Exceeded High | 15 | 16 | 19 | 20 | 23 | 20 | 16 | 18 | 18 | 11 | 12 | |
| Scenario Percentage | 83% | 67% | 83% | 87% | 88% | 74% | 67% | 82% | 86% | 58% | 55% | |
| Avg Max Increase | 7.65% | 6.95% | 8.56% | 8.63% | 8.34% | 8.56% | 18.94% | 18.54% | 16.92% | 9.76% | 4.58% | |
| 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 | 18 | 20 | 17 | 18 | 19 | 22 | 16 | 14 | 13 | 7 | |
| Avg Max Decline | -1.83% | -1.66% | -2.05% | -1.34% | -1.54% | -1.78% | -2.09% | -3.14% | -2.30% | -3.65% | -0.68% | |
| 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 | 5 | 10 | 15 | 9 | 8 | 4 | 7 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
