MRCI Online
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| ScenarioSM Study for August 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 37 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 18 | 22 | 22 | 22 | 23 | 22 | 26 | 25 | 23 | 25 | 19 | |
| Exceeded High | 14 | 18 | 12 | 16 | 18 | 19 | 20 | 17 | 17 | 20 | 7 | |
| Scenario Percentage | 78% | 82% | 55% | 73% | 78% | 86% | 77% | 68% | 74% | 80% | 37% | |
| Avg Max Increase | 11.96% | 8.68% | 10.49% | 10.47% | 11.37% | 11.85% | 10.48% | 21.22% | 16.46% | 11.90% | 8.29% | |
| Max Increase | 21.18% | 38.22% | 42.68% | 48.61% | 30.93% | 35.17% | 31.55% | 86.01% | 37.46% | 29.03% | 23.80% | |
| Avg Days To Max Increase | 15 | 19 | 17 | 22 | 19 | 19 | 16 | 20 | 15 | 14 | 10 | |
| Avg Max Decline | -1.74% | -2.24% | -1.69% | -2.48% | -1.75% | -2.73% | -1.65% | -2.22% | -1.50% | -2.12% | -5.52% | |
| Max Decline | -5.58% | -9.99% | -5.09% | -9.97% | -7.12% | -19.86% | -4.98% | -14.56% | -6.22% | -18.14% | -31.03% | |
| Avg Days to Max Decline | 6 | 10 | 5 | 12 | 6 | 10 | 9 | 9 | 7 | 5 | 4 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | No | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
