MRCI Online
|
| ScenarioSM Study for January Soybeans(CBOT) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 24 | 20 | 23 | 22 | 18 | 22 | 18 | 25 | 26 | 20 | |
| Exceeded High | 21 | 21 | 16 | 22 | 19 | 9 | 17 | 13 | 18 | 15 | 15 | |
| Scenario Percentage | 95% | 88% | 80% | 96% | 86% | 50% | 77% | 72% | 72% | 58% | 75% | |
| Avg Max Increase | 6.12% | 6.94% | 18.34% | 15.51% | 14.12% | 12.10% | 9.02% | 9.85% | 7.71% | 6.52% | 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 | 15 | 16 | 13 | 17 | 20 | 15 | 10 | 10 | |
| Avg Max Decline | -1.76% | -1.71% | -1.74% | -2.57% | -0.74% | -2.61% | -1.29% | -2.31% | -2.12% | -1.90% | -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 | 15 | 8 | 8 | 4 | 5 | 6 | 6 | 6 | 6 | 4 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
