MRCI Online
|
| ScenarioSM Study for September Soybean Oil(CBOT) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 38 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 20 | 24 | 25 | 29 | 25 | 25 | 21 | 20 | 20 | 21 | |
| Exceeded High | 16 | 15 | 20 | 20 | 25 | 22 | 21 | 16 | 15 | 11 | 9 | |
| Scenario Percentage | 73% | 75% | 83% | 80% | 86% | 88% | 84% | 76% | 75% | 55% | 43% | |
| Avg Max Increase | 9.41% | 8.66% | 11.93% | 11.68% | 9.35% | 11.88% | 12.35% | 21.43% | 22.19% | 14.05% | 5.61% | |
| Max Increase | 18.48% | 22.21% | 48.88% | 39.19% | 27.07% | 38.29% | 43.95% | 72.36% | 81.17% | 52.27% | 12.56% | |
| Avg Days To Max Increase | 20 | 15 | 18 | 14 | 16 | 16 | 15 | 18 | 18 | 14 | 7 | |
| Avg Max Decline | -1.08% | -1.85% | -1.69% | -1.46% | -1.79% | -1.90% | -2.10% | -3.11% | -1.13% | -2.84% | -0.83% | |
| Max Decline | -6.64% | -8.22% | -5.70% | -6.71% | -5.99% | -6.90% | -7.70% | -9.75% | -3.74% | -10.83% | -3.72% | |
| Avg Days to Max Decline | 4 | 7 | 9 | 7 | 6 | 7 | 5 | 6 | 7 | 4 | 3 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
