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| ScenarioSM Study for July Soybean Meal(CBOT) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 36 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 19 | 21 | 24 | 19 | 22 | 19 | 23 | 23 | 24 | 26 | |
| Exceeded High | 16 | 16 | 17 | 12 | 14 | 16 | 17 | 16 | 16 | 17 | 15 | |
| Scenario Percentage | 73% | 84% | 81% | 50% | 74% | 73% | 89% | 70% | 70% | 71% | 58% | |
| Avg Max Increase | 9.34% | 10.67% | 8.37% | 12.17% | 11.02% | 11.81% | 11.70% | 10.47% | 24.24% | 15.74% | 9.09% | |
| Max Increase | 29.23% | 21.52% | 39.04% | 44.25% | 48.78% | 29.48% | 36.23% | 25.04% | 100.18% | 39.51% | 27.23% | |
| Avg Days To Max Increase | 15 | 16 | 17 | 19 | 21 | 18 | 19 | 18 | 21 | 14 | 9 | |
| Avg Max Decline | -1.06% | -1.74% | -2.80% | -1.82% | -2.24% | -2.01% | -2.91% | -2.06% | -1.65% | -1.54% | -0.78% | |
| Max Decline | -3.38% | -6.06% | -10.74% | -5.56% | -9.52% | -7.64% | -19.80% | -5.30% | -5.84% | -6.22% | -4.93% | |
| Avg Days to Max Decline | 6 | 6 | 10 | 7 | 9 | 6 | 11 | 9 | 7 | 6 | 3 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
