MRCI Online
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| ScenarioSM Study for May Soybean Meal(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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 19 | 27 | 19 | 22 | 22 | 23 | 24 | 21 | 26 | 27 | |
| Exceeded High | 16 | 12 | 21 | 16 | 18 | 13 | 17 | 18 | 19 | 18 | 15 | |
| Scenario Percentage | 76% | 63% | 78% | 84% | 82% | 59% | 74% | 75% | 90% | 69% | 56% | |
| Avg Max Increase | 12.82% | 10.99% | 9.06% | 12.34% | 9.62% | 11.18% | 11.02% | 11.98% | 13.04% | 9.83% | 6.45% | |
| Max Increase | 37.18% | 23.73% | 31.71% | 22.51% | 40.91% | 46.01% | 47.72% | 31.15% | 36.71% | 29.02% | 21.87% | |
| Avg Days To Max Increase | 14 | 13 | 16 | 15 | 18 | 17 | 22 | 20 | 20 | 12 | 8 | |
| Avg Max Decline | -0.80% | -2.10% | -1.04% | -2.40% | -2.76% | -1.82% | -2.78% | -2.03% | -3.24% | -1.58% | -1.05% | |
| Max Decline | -11.10% | -12.10% | -3.43% | -6.65% | -9.93% | -5.80% | -9.58% | -8.08% | -19.93% | -5.37% | -3.34% | |
| Avg Days to Max Decline | 4 | 6 | 8 | 6 | 10 | 5 | 9 | 7 | 10 | 8 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | No | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
