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ScenarioSM Study for November Soybeans(CBOT) as of Jan 01, 2010 | |||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
Tested Years | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
Closed Higher | 22 | 26 | 25 | 24 | 22 | 22 | 22 | 19 | 22 | 16 | 26 |
Exceeded High | 17 | 22 | 22 | 21 | 18 | 21 | 19 | 11 | 17 | 11 | 17 |
Scenario Percentage | 77% | 85% | 88% | 88% | 82% | 95% | 86% | 58% | 77% | 69% | 65% |
Avg Max Increase | 8.91% | 7.09% | 6.36% | 7.16% | 16.68% | 13.71% | 14.46% | 9.97% | 9.04% | 8.88% | 3.57% |
Max Increase | 28.07% | 21.06% | 13.83% | 25.93% | 56.55% | 31.40% | 56.14% | 33.40% | 36.42% | 18.64% | 9.76% |
Avg Days To Max Increase | 20 | 15 | 16 | 20 | 17 | 14 | 14 | 12 | 17 | 10 | 8 |
Avg Max Decline | -1.96% | -1.65% | -1.51% | -1.80% | -1.74% | -2.63% | -0.93% | -2.51% | -1.37% | -2.77% | -0.83% |
Max Decline | -8.74% | -5.81% | -6.96% | -6.24% | -4.96% | -11.83% | -3.53% | -9.48% | -4.33% | -6.99% | -4.53% |
Avg Days to Max Decline | 11 | 7 | 7 | 15 | 9 | 8 | 4 | 6 | 6 | 7 | 2 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Not Yet |
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