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ScenarioSM Study for March Soybean Meal(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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 24 | 21 | 18 | 25 | 18 | 20 | 22 | 18 | 24 | 20 | |
Exceeded High | 16 | 20 | 16 | 12 | 20 | 15 | 14 | 14 | 12 | 15 | 11 | |
Scenario Percentage | 76% | 83% | 76% | 67% | 80% | 83% | 70% | 64% | 67% | 63% | 55% | |
Avg Max Increase | 16.49% | 12.96% | 13.29% | 11.75% | 10.43% | 13.23% | 9.29% | 8.12% | 8.57% | 10.67% | 4.57% | |
Max Increase | 45.63% | 33.81% | 31.78% | 25.47% | 36.86% | 26.00% | 20.59% | 23.98% | 16.22% | 19.25% | 9.01% | |
Avg Days To Max Increase | 17 | 14 | 15 | 16 | 15 | 17 | 16 | 14 | 21 | 13 | 6 | |
Avg Max Decline | -1.80% | -1.82% | -1.14% | -1.87% | -1.30% | -2.01% | -2.76% | -2.45% | -3.25% | -1.92% | -0.76% | |
Max Decline | -7.01% | -6.47% | -10.55% | -5.04% | -3.76% | -6.98% | -8.91% | -6.22% | -9.14% | -5.56% | -2.51% | |
Avg Days to Max Decline | 9 | 5 | 5 | 5 | 6 | 4 | 7 | 10 | 17 | 5 | 2 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | No | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.