MRCI Online
|
| ScenarioSM Study for March Soybeans(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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 22 | 20 | 18 | 24 | 19 | 28 | 24 | 21 | 22 | 24 | |
| Exceeded High | 17 | 21 | 17 | 12 | 19 | 14 | 21 | 14 | 19 | 15 | 15 | |
| Scenario Percentage | 81% | 95% | 85% | 67% | 79% | 74% | 75% | 58% | 90% | 68% | 63% | |
| Avg Max Increase | 16.10% | 15.34% | 14.69% | 10.84% | 9.33% | 11.25% | 7.50% | 8.63% | 9.24% | 11.08% | 6.00% | |
| Max Increase | 50.54% | 62.34% | 54.17% | 31.98% | 35.74% | 20.64% | 23.10% | 30.54% | 59.67% | 42.75% | 17.09% | |
| Avg Days To Max Increase | 16 | 15 | 15 | 17 | 17 | 18 | 19 | 16 | 17 | 10 | 7 | |
| Avg Max Decline | -1.75% | -2.66% | -0.46% | -4.13% | -1.34% | -2.65% | -2.82% | -2.25% | -2.08% | -1.06% | -0.30% | |
| Max Decline | -5.58% | -14.36% | -2.55% | -19.86% | -3.84% | -6.41% | -10.06% | -6.18% | -8.91% | -3.54% | -2.27% | |
| Avg Days to Max Decline | 7 | 7 | 3 | 10 | 7 | 6 | 8 | 12 | 9 | 4 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | No | 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.
