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| ScenarioSM Study for November Soybeans(CBOT) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 24 | 25 | 24 | 24 | 23 | 22 | 21 | 20 | 24 | 16 | 26 | |
| Exceeded High | 19 | 22 | 21 | 21 | 18 | 21 | 18 | 14 | 19 | 12 | 16 | |
| Scenario Percentage | 79% | 88% | 88% | 88% | 78% | 95% | 86% | 70% | 79% | 75% | 62% | |
| Avg Max Increase | 8.73% | 7.26% | 6.84% | 6.97% | 16.29% | 13.66% | 16.02% | 10.03% | 9.36% | 10.28% | 4.47% | |
| Max Increase | 28.07% | 21.06% | 13.83% | 25.93% | 56.55% | 31.40% | 56.14% | 33.40% | 36.42% | 20.87% | 9.76% | |
| Avg Days To Max Increase | 20 | 16 | 15 | 18 | 17 | 14 | 14 | 14 | 17 | 11 | 9 | |
| Avg Max Decline | -2.09% | -1.99% | -1.70% | -1.87% | -2.17% | -2.67% | -0.64% | -2.82% | -1.28% | -3.02% | -0.91% | |
| Max Decline | -8.74% | -7.68% | -6.96% | -6.24% | -9.87% | -11.83% | -2.43% | -9.48% | -4.33% | -6.99% | -4.53% | |
| Avg Days to Max Decline | 11 | 7 | 7 | 13 | 10 | 8 | 3 | 7 | 6 | 7 | 2 | |
| 2013 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | No | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
