MRCI Online
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| ScenarioSM Study for May Soybean Meal(CBOT) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 36 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 18 | 18 | 28 | 20 | 22 | 23 | 22 | 23 | 18 | 23 | 24 |
| Exceeded High | 13 | 10 | 21 | 16 | 18 | 14 | 15 | 16 | 16 | 16 | 12 |
| Scenario Percentage | 72% | 56% | 75% | 80% | 82% | 61% | 68% | 70% | 89% | 70% | 50% |
| Avg Max Increase | 13.42% | 11.34% | 8.86% | 11.58% | 9.12% | 9.81% | 11.10% | 11.25% | 13.13% | 8.48% | 6.90% |
| Max Increase | 37.18% | 23.73% | 31.71% | 22.51% | 40.91% | 46.01% | 47.72% | 31.15% | 36.71% | 23.38% | 21.87% |
| Avg Days To Max Increase | 13 | 15 | 16 | 15 | 18 | 18 | 22 | 21 | 20 | 13 | 9 |
| Avg Max Decline | -0.50% | -2.26% | -1.12% | -1.74% | -2.63% | -1.41% | -2.36% | -2.31% | -3.39% | -1.66% | -0.87% |
| Max Decline | -11.10% | -12.10% | -3.43% | -5.13% | -9.93% | -5.80% | -9.58% | -8.08% | -19.93% | -5.37% | -3.34% |
| Avg Days to Max Decline | 4 | 7 | 7 | 6 | 10 | 6 | 8 | 8 | 11 | 9 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | Yes | Yes | Yes | No | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
