MRCI Online
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| ScenarioSM Study for January Soybeans(CBOT) as of May 09, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 24 | 22 | 22 | 19 | 21 | 19 | 22 | 17 | 25 | 28 | 19 | |
| Exceeded High | 21 | 20 | 17 | 19 | 15 | 12 | 16 | 13 | 21 | 16 | 13 | |
| Scenario Percentage | 88% | 91% | 77% | 100% | 71% | 63% | 73% | 76% | 84% | 57% | 68% | |
| Avg Max Increase | 5.66% | 7.54% | 12.47% | 11.65% | 12.87% | 11.03% | 9.62% | 9.95% | 7.55% | 6.27% | 3.60% | |
| Max Increase | 13.45% | 25.55% | 43.56% | 26.75% | 52.85% | 32.84% | 36.66% | 20.86% | 25.11% | 20.00% | 8.09% | |
| Avg Days To Max Increase | 16 | 18 | 16 | 15 | 15 | 14 | 16 | 17 | 17 | 11 | 6 | |
| Avg Max Decline | -1.61% | -1.82% | -2.06% | -2.09% | -0.67% | -2.95% | -1.19% | -2.33% | -2.16% | -1.83% | -0.19% | |
| Max Decline | -5.55% | -6.19% | -9.08% | -6.63% | -5.42% | -7.53% | -4.05% | -6.79% | -9.38% | -5.00% | -1.92% | |
| Avg Days to Max Decline | 11 | 12 | 9 | 6 | 5 | 8 | 4 | 5 | 7 | 5 | 3 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | No | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
