MRCI Online
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| ScenarioSM Study for May Soybeans(CBOT) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 18 | 19 | 23 | 19 | 23 | 24 | 21 | 21 | 25 | 27 | 27 | |
| Exceeded High | 15 | 13 | 19 | 12 | 17 | 15 | 17 | 17 | 22 | 20 | 14 | |
| Scenario Percentage | 83% | 68% | 83% | 63% | 74% | 63% | 81% | 81% | 88% | 74% | 52% | |
| Avg Max Increase | 13.03% | 11.07% | 8.87% | 12.23% | 8.28% | 8.08% | 11.03% | 11.86% | 10.77% | 8.00% | 6.70% | |
| Max Increase | 49.09% | 30.88% | 30.28% | 20.56% | 21.53% | 22.99% | 50.30% | 42.93% | 37.62% | 22.90% | 30.26% | |
| Avg Days To Max Increase | 14 | 17 | 16 | 19 | 20 | 17 | 18 | 18 | 18 | 15 | 9 | |
| Avg Max Decline | -0.56% | -3.76% | -1.08% | -2.55% | -3.14% | -1.97% | -2.62% | -1.88% | -2.12% | -1.26% | -0.92% | |
| Max Decline | -2.63% | -18.59% | -3.73% | -5.75% | -10.89% | -5.30% | -9.44% | -7.40% | -13.01% | -4.88% | -2.62% | |
| Avg Days to Max Decline | 3 | 7 | 6 | 8 | 7 | 9 | 11 | 6 | 6 | 8 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | No | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
