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ScenarioSM Study for November Soybeans(CBOT) as of Jan 01, 2019 | ||||||||||||
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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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 22 | 25 | 25 | 24 | 21 | 20 | 20 | 19 | 22 | 18 | 25 | |
Exceeded High | 17 | 23 | 21 | 21 | 16 | 19 | 16 | 12 | 17 | 14 | 16 | |
Scenario Percentage | 77% | 92% | 84% | 88% | 76% | 95% | 80% | 63% | 77% | 78% | 64% | |
Avg Max Increase | 8.31% | 6.43% | 6.13% | 7.52% | 14.94% | 13.29% | 17.61% | 10.32% | 9.80% | 9.18% | 4.49% | |
Max Increase | 28.07% | 21.06% | 11.12% | 25.93% | 46.60% | 31.40% | 56.14% | 33.40% | 36.42% | 20.87% | 9.76% | |
Avg Days To Max Increase | 19 | 18 | 14 | 18 | 18 | 14 | 13 | 14 | 15 | 12 | 8 | |
Avg Max Decline | -2.15% | -2.04% | -1.53% | -2.02% | -2.30% | -2.21% | -0.72% | -2.47% | -1.29% | -2.67% | -1.16% | |
Max Decline | -8.74% | -7.68% | -5.65% | -6.24% | -9.87% | -6.79% | -5.64% | -6.44% | -4.33% | -6.99% | -4.83% | |
Avg Days to Max Decline | 11 | 8 | 7 | 12 | 10 | 6 | 2 | 7 | 4 | 6 | 2 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.