MRCI Online
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| ScenarioSM Study for July Soybean Meal(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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 42 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 25 | 17 | 20 | 23 | 18 | 22 | 23 | 25 | 25 | 22 | 25 | |
| Exceeded High | 18 | 15 | 15 | 12 | 14 | 18 | 19 | 18 | 18 | 16 | 17 | |
| Scenario Percentage | 72% | 88% | 75% | 52% | 78% | 82% | 83% | 72% | 72% | 73% | 68% | |
| Avg Max Increase | 9.52% | 12.13% | 10.11% | 12.13% | 11.93% | 11.96% | 12.66% | 12.03% | 21.91% | 16.05% | 9.81% | |
| Max Increase | 29.23% | 21.52% | 39.04% | 44.25% | 48.78% | 29.48% | 36.23% | 34.60% | 100.18% | 39.51% | 27.23% | |
| Avg Days To Max Increase | 14 | 16 | 17 | 17 | 21 | 18 | 20 | 17 | 18 | 12 | 9 | |
| Avg Max Decline | -0.94% | -2.24% | -3.29% | -2.13% | -2.85% | -1.81% | -3.04% | -1.95% | -2.67% | -1.64% | -0.71% | |
| Max Decline | -3.38% | -6.07% | -10.74% | -5.56% | -9.52% | -7.64% | -19.80% | -5.30% | -10.86% | -6.22% | -4.93% | |
| Avg Days to Max Decline | 6 | 6 | 9 | 6 | 11 | 6 | 9 | 9 | 9 | 7 | 3 | |
| 2015 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | No | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
