MRCI Online
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| ScenarioSM Study for January Soybeans(CBOT) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 40 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 22 | 23 | 19 | 23 | 23 | 17 | 23 | 19 | 25 | 26 | 20 |
| Exceeded High | 21 | 20 | 15 | 22 | 20 | 8 | 18 | 14 | 18 | 15 | 15 |
| Scenario Percentage | 95% | 87% | 79% | 96% | 87% | 47% | 78% | 74% | 72% | 58% | 75% |
| Avg Max Increase | 6.12% | 6.38% | 18.45% | 15.44% | 13.68% | 12.56% | 9.10% | 9.74% | 7.65% | 6.58% | 3.62% |
| Max Increase | 14.58% | 25.55% | 52.48% | 63.29% | 54.89% | 32.84% | 36.66% | 18.94% | 25.11% | 20.00% | 8.09% |
| Avg Days To Max Increase | 16 | 20 | 18 | 16 | 16 | 13 | 16 | 20 | 15 | 11 | 10 |
| Avg Max Decline | -1.76% | -1.74% | -1.86% | -2.53% | -0.85% | -3.02% | -1.28% | -2.23% | -2.00% | -1.93% | -0.69% |
| Max Decline | -7.51% | -6.19% | -5.13% | -12.08% | -3.63% | -10.01% | -4.05% | -6.79% | -9.38% | -6.24% | -3.30% |
| Avg Days to Max Decline | 10 | 14 | 9 | 8 | 5 | 5 | 6 | 8 | 6 | 6 | 4 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
