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ScenarioSM Study for August 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
Tested Years | 39 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 20 | 22 | 24 | 23 | 24 | 25 | 24 | 23 | 22 | 22 | 21 | |
Exceeded High | 13 | 18 | 15 | 20 | 20 | 22 | 17 | 15 | 18 | 17 | 7 | |
Scenario Percentage | 65% | 82% | 63% | 87% | 83% | 88% | 71% | 65% | 82% | 77% | 33% | |
Avg Max Increase | 11.16% | 7.07% | 7.74% | 9.06% | 10.17% | 10.11% | 9.35% | 17.86% | 20.00% | 17.16% | 8.85% | |
Max Increase | 19.29% | 19.06% | 25.39% | 39.61% | 37.25% | 33.40% | 24.07% | 74.19% | 63.40% | 56.88% | 23.84% | |
Avg Days To Max Increase | 15 | 21 | 19 | 19 | 18 | 19 | 17 | 15 | 18 | 13 | 9 | |
Avg Max Decline | -1.99% | -1.78% | -1.62% | -1.94% | -1.37% | -1.86% | -1.84% | -1.16% | -3.06% | -2.32% | -0.83% | |
Max Decline | -6.29% | -10.02% | -4.62% | -9.43% | -6.93% | -12.65% | -5.97% | -5.37% | -27.06% | -27.86% | -4.85% | |
Avg Days to Max Decline | 8 | 6 | 9 | 10 | 5 | 8 | 13 | 3 | 8 | 2 | 3 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | No | Yes | Yes | 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.