Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for September Soybean Meal(CBOT) as of Jun 30, 2017
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   38 42 44 44 45 45 45 45 45 45 45
Closed Higher   17 20 21 21 25 25 24 23 24 18 27
Exceeded High   14 11 16 17 20 20 17 17 17 12 20
Scenario Percentage   82% 55% 76% 81% 80% 80% 71% 74% 71% 67% 74%
Avg Max Increase   7.86% 8.80% 11.58% 10.51% 9.73% 11.45% 21.57% 16.74% 13.03% 13.62% 5.66%
Max Increase   16.31% 33.81% 49.29% 29.94% 19.70% 40.06% 71.36% 35.87% 29.95% 32.53% 12.89%
Avg Days To Max Increase   15 18 23 22 21 16 19 16 16 15 9
Avg Max Decline   -1.93% -1.66% -1.98% -2.15% -3.00% -1.86% -2.02% -3.81% -1.64% -4.21% -1.68%
Max Decline   -10.00% -4.81% -9.94% -6.67% -19.11% -5.16% -10.17% -30.86% -9.96% -8.69% -4.53%
Avg Days to Max Decline   7 4 11 7 13 14 8 11 7 9 4
2017 Contract Condition   Yes Yes   Yes Yes   Yes   Yes    
Action   Yes Yes   Yes No   Yes   Not Yet    
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   38 42 44 44 45 45 45 45 45 45 45
Closed Lower   20 21 22 23 20 20 21 22 21 27 18
Penetrated Low   15 15 15 20 14 13 18 21 18 22 11
Scenario Percentage   75% 71% 68% 87% 70% 65% 86% 95% 86% 81% 61%
Avg Max Decline   5.62% 5.65% 8.42% 6.97% 7.95% 6.84% 6.89% 8.50% 10.43% 8.21% 5.22%
Max Decline   15.00% 10.98% 25.53% 19.72% 27.30% 24.52% 15.48% 34.20% 33.18% 43.49% 21.74%
Avg Days To Max Decline   13 14 17 15 13 19 17 18 14 9 11
Avg Max Increase   -1.51% -1.47% -1.82% -2.19% -1.93% -2.06% -3.49% -4.67% -2.79% -1.89% -1.56%
Max Increase   -4.58% -4.50% -7.89% -6.98% -8.16% -6.64% -9.68% -15.88% -13.58% -11.50% -5.37%
Avg Days to Max Increase   9 7 8 9 8 8 11 12 5 6 5
2017 Contract Condition       Yes     Yes   Yes      
Action       Yes     Yes   Yes      
High 317.10 328.50 331.60 329.30 345.40 349.70 339.00 323.60 325.60 312.50    
Low 302.00 302.70 311.10 313.90 313.40 331.60 311.40 310.60 299.40 294.40    
Close/Last 305.40 320.30 321.80 319.00 334.20 336.30 312.40 317.30 300.60 307.90    

Banner

Newsflash

How do you best get around MRCI's extensive website? Learn tips & tricks with our new Navigation Tutorial: http://www.mrci.com/tutorials/mrcionline/