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ScenarioSM Study for October Soybean Oil(CBOT) as of Jun 08, 2020 | ||||||||||||
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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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 20 | 23 | 29 | 23 | 26 | 21 | 19 | 16 | 21 | 19 | |
Exceeded High | 15 | 16 | 19 | 27 | 21 | 20 | 15 | 12 | 11 | 14 | 7 | |
Scenario Percentage | 71% | 80% | 83% | 93% | 91% | 77% | 71% | 63% | 69% | 67% | 37% | |
Avg Max Increase | 8.92% | 9.76% | 8.33% | 7.57% | 9.58% | 12.55% | 13.51% | 16.57% | 11.28% | 8.25% | 5.15% | |
Max Increase | 21.91% | 37.89% | 33.43% | 20.76% | 22.86% | 44.18% | 39.41% | 79.29% | 55.19% | 31.18% | 10.68% | |
Avg Days To Max Increase | 16 | 18 | 14 | 14 | 15 | 17 | 14 | 16 | 16 | 13 | 9 | |
Avg Max Decline | -1.70% | -1.60% | -1.74% | -1.26% | -1.86% | -1.75% | -1.99% | -1.30% | -3.81% | -2.16% | -1.11% | |
Max Decline | -7.76% | -5.76% | -6.77% | -5.94% | -6.59% | -4.24% | -5.65% | -3.32% | -11.00% | -10.43% | -3.58% | |
Avg Days to Max Decline | 7 | 7 | 9 | 5 | 7 | 10 | 5 | 8 | 8 | 5 | 2 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.