MRCI Online
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| ScenarioSM Study for March Soybeans(CBOT) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 22 | 20 | 18 | 23 | 19 | 25 | 25 | 18 | 21 | 26 | |
| Exceeded High | 18 | 21 | 16 | 13 | 20 | 14 | 21 | 16 | 15 | 16 | 17 | |
| Scenario Percentage | 82% | 95% | 80% | 72% | 87% | 74% | 84% | 64% | 83% | 76% | 65% | |
| Avg Max Increase | 15.48% | 15.20% | 16.27% | 10.99% | 8.91% | 11.39% | 7.77% | 7.89% | 11.08% | 10.54% | 5.45% | |
| 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 | 16 | 17 | 16 | 18 | 20 | 17 | 17 | 9 | 7 | |
| Avg Max Decline | -2.19% | -2.68% | -0.65% | -4.04% | -1.36% | -2.88% | -3.17% | -2.35% | -2.30% | -1.30% | -0.48% | |
| Max Decline | -9.12% | -14.36% | -4.89% | -19.86% | -3.84% | -6.41% | -10.06% | -6.18% | -8.91% | -4.36% | -2.27% | |
| Avg Days to Max Decline | 8 | 7 | 4 | 10 | 7 | 7 | 8 | 12 | 10 | 3 | 2 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | No | Yes | Yes | Yes | Not Yet | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
