MRCI Online
|
| ScenarioSM Study for March Soybean Meal(CBOT) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 20 | 25 | 21 | 19 | 26 | 18 | 19 | 21 | 19 | 24 | 20 | |
| Exceeded High | 15 | 21 | 17 | 13 | 21 | 15 | 15 | 12 | 14 | 16 | 12 | |
| Scenario Percentage | 75% | 84% | 81% | 68% | 81% | 83% | 79% | 57% | 74% | 67% | 60% | |
| Avg Max Increase | 20.56% | 13.99% | 12.57% | 11.83% | 10.30% | 14.28% | 11.59% | 12.00% | 11.42% | 11.58% | 5.62% | |
| Max Increase | 62.28% | 33.81% | 31.78% | 25.47% | 36.86% | 26.00% | 44.67% | 50.62% | 49.11% | 32.02% | 11.90% | |
| Avg Days To Max Increase | 18 | 14 | 15 | 15 | 16 | 16 | 15 | 16 | 22 | 14 | 9 | |
| Avg Max Decline | -2.24% | -2.56% | -1.37% | -2.68% | -1.28% | -2.47% | -2.63% | -2.30% | -3.17% | -1.83% | -0.78% | |
| Max Decline | -7.01% | -16.45% | -10.55% | -12.35% | -3.76% | -6.98% | -8.91% | -6.22% | -9.14% | -5.56% | -2.51% | |
| Avg Days to Max Decline | 9 | 7 | 5 | 5 | 6 | 5 | 7 | 6 | 16 | 5 | 3 | |
| 2016 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | Not Yet | ||||||||||
| 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.
