MRCI Online
|
| ScenarioSM Study for August 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 40 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 17 | 19 | 20 | 20 | 23 | 24 | 26 | 25 | 23 | 25 | 19 | |
| Exceeded High | 13 | 15 | 11 | 15 | 19 | 19 | 20 | 17 | 17 | 18 | 4 | |
| Scenario Percentage | 76% | 79% | 55% | 75% | 83% | 79% | 77% | 68% | 74% | 72% | 21% | |
| Avg Max Increase | 12.47% | 10.12% | 11.10% | 11.30% | 10.97% | 12.17% | 12.81% | 22.25% | 17.34% | 12.56% | 7.87% | |
| Max Increase | 21.18% | 38.22% | 42.68% | 48.61% | 30.93% | 35.17% | 45.55% | 86.01% | 37.46% | 29.03% | 20.76% | |
| Avg Days To Max Increase | 14 | 17 | 16 | 22 | 19 | 19 | 16 | 19 | 15 | 14 | 6 | |
| Avg Max Decline | -1.87% | -2.70% | -1.81% | -2.85% | -1.93% | -2.80% | -1.70% | -2.36% | -1.65% | -1.24% | -0.77% | |
| Max Decline | -5.58% | -9.99% | -5.09% | -9.97% | -7.12% | -19.86% | -4.98% | -14.56% | -6.22% | -9.50% | -1.61% | |
| Avg Days to Max Decline | 7 | 10 | 5 | 13 | 6 | 9 | 9 | 8 | 8 | 3 | 2 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | Yes | 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.
