MRCI Online
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| ScenarioSM Study for August Soybean Oil(CBOT) as of May 31, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 18 | 29 | 23 | 20 | 23 | 27 | 23 | 25 | 17 | 21 | 20 | |
| Exceeded High | 15 | 20 | 17 | 16 | 19 | 25 | 19 | 18 | 13 | 14 | 7 | |
| Scenario Percentage | 83% | 69% | 74% | 80% | 83% | 93% | 83% | 72% | 76% | 67% | 35% | |
| Avg Max Increase | 9.46% | 9.62% | 8.67% | 11.70% | 10.03% | 8.38% | 12.00% | 11.44% | 13.50% | 13.14% | 7.44% | |
| Max Increase | 22.69% | 19.05% | 22.56% | 35.25% | 32.99% | 24.04% | 35.89% | 44.01% | 32.58% | 49.85% | 25.43% | |
| Avg Days To Max Increase | 18 | 18 | 15 | 17 | 14 | 15 | 15 | 13 | 17 | 15 | 9 | |
| Avg Max Decline | -1.75% | -1.54% | -2.21% | -1.79% | -1.88% | -1.85% | -1.40% | -1.48% | -2.11% | -1.06% | -2.13% | |
| Max Decline | -5.26% | -6.54% | -8.55% | -5.74% | -6.83% | -6.34% | -4.25% | -4.75% | -5.91% | -3.17% | -6.71% | |
| Avg Days to Max Decline | 5 | 6 | 8 | 10 | 8 | 7 | 8 | 3 | 7 | 4 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | Not Yet | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
