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ScenarioSM Study for December Soybean Oil(CBOT) as of Jan 01, 2015 | ||||||||||||
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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 | Nov |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 23 | 29 | 29 | 28 | 22 | 20 | 20 | 21 | 18 | 23 | 23 | |
Exceeded High | 19 | 28 | 28 | 22 | 17 | 14 | 15 | 14 | 15 | 14 | 9 | |
Scenario Percentage | 83% | 97% | 97% | 79% | 77% | 70% | 75% | 67% | 83% | 61% | 39% | |
Avg Max Increase | 8.84% | 7.94% | 10.12% | 13.34% | 20.06% | 23.05% | 12.28% | 9.06% | 11.83% | 9.06% | 6.98% | |
Max Increase | 34.01% | 19.98% | 36.60% | 42.59% | 76.62% | 76.98% | 54.52% | 31.26% | 23.45% | 15.94% | 24.21% | |
Avg Days To Max Increase | 15 | 16 | 17 | 19 | 16 | 18 | 19 | 17 | 19 | 16 | 7 | |
Avg Max Decline | -1.99% | -1.52% | -2.03% | -2.63% | -2.75% | -1.78% | -4.97% | -2.39% | -3.32% | -1.35% | -0.66% | |
Max Decline | -6.55% | -6.13% | -6.20% | -8.20% | -8.54% | -6.99% | -19.47% | -7.72% | -10.63% | -5.25% | -2.06% | |
Avg Days to Max Decline | 8 | 6 | 7 | 12 | 5 | 10 | 10 | 9 | 5 | 4 | 2 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | No | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.