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ScenarioSM Study for July Soybeans(CBOT) as of Jan 01, 2013 | ||||||||||||
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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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 40 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 23 | 24 | 25 | 22 | 24 | 25 | 24 | 25 | 20 | 21 | |
Exceeded High | 17 | 14 | 19 | 15 | 18 | 20 | 22 | 18 | 16 | 17 | 17 | |
Scenario Percentage | 81% | 61% | 79% | 60% | 82% | 83% | 88% | 75% | 64% | 85% | 81% | |
Avg Max Increase | 9.40% | 11.70% | 7.12% | 7.96% | 10.21% | 10.46% | 10.39% | 9.62% | 18.69% | 16.17% | 9.11% | |
Max Increase | 27.34% | 20.42% | 21.20% | 24.23% | 42.65% | 40.03% | 35.97% | 26.33% | 90.20% | 37.78% | 15.90% | |
Avg Days To Max Increase | 16 | 19 | 20 | 19 | 19 | 18 | 18 | 17 | 18 | 11 | 8 | |
Avg Max Decline | -0.87% | -2.23% | -2.32% | -1.78% | -2.35% | -1.42% | -1.84% | -1.95% | -1.85% | -1.34% | -0.34% | |
Max Decline | -3.69% | -5.58% | -10.49% | -4.68% | -9.44% | -7.11% | -11.62% | -6.33% | -12.49% | -4.60% | -1.68% | |
Avg Days to Max Decline | 4 | 7 | 6 | 9 | 11 | 6 | 8 | 12 | 5 | 6 | 1 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | No | No | 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.