MRCI Online
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| ScenarioSM Study for July Soybeans(CBOT) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 23 | 21 | 25 | 20 | 23 | 25 | 25 | 25 | 20 | 23 | |
| Exceeded High | 18 | 14 | 18 | 16 | 15 | 19 | 21 | 19 | 17 | 17 | 19 | |
| Scenario Percentage | 82% | 61% | 86% | 64% | 75% | 83% | 84% | 76% | 68% | 85% | 83% | |
| Avg Max Increase | 8.94% | 11.84% | 7.70% | 7.71% | 11.65% | 11.12% | 10.83% | 10.26% | 18.73% | 16.45% | 8.83% | |
| Max Increase | 27.34% | 20.42% | 21.20% | 24.23% | 42.65% | 40.03% | 35.97% | 26.33% | 90.20% | 37.78% | 15.90% | |
| Avg Days To Max Increase | 15 | 19 | 21 | 18 | 18 | 19 | 16 | 17 | 18 | 11 | 8 | |
| Avg Max Decline | -0.86% | -2.42% | -2.80% | -2.00% | -2.52% | -1.86% | -2.02% | -1.88% | -2.23% | -1.45% | -0.37% | |
| Max Decline | -3.69% | -5.58% | -10.49% | -4.68% | -9.44% | -7.11% | -11.62% | -6.33% | -12.49% | -4.60% | -1.68% | |
| Avg Days to Max Decline | 5 | 8 | 6 | 10 | 12 | 7 | 6 | 12 | 5 | 7 | 1 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | No | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
