MRCI Online
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| ScenarioSM Study for August Soybeans(CBOT) as of Oct 06, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 22 | 26 | 21 | 23 | 24 | 23 | 21 | 20 | 22 | 20 | |
| Exceeded High | 16 | 18 | 18 | 17 | 20 | 20 | 17 | 15 | 16 | 16 | 7 | |
| Scenario Percentage | 73% | 82% | 69% | 81% | 87% | 83% | 74% | 71% | 80% | 73% | 35% | |
| Avg Max Increase | 9.82% | 8.24% | 6.78% | 9.11% | 8.43% | 7.88% | 9.99% | 11.50% | 15.40% | 12.02% | 9.07% | |
| Max Increase | 19.29% | 22.69% | 25.39% | 26.55% | 31.20% | 16.79% | 24.07% | 55.66% | 36.05% | 40.94% | 23.84% | |
| Avg Days To Max Increase | 17 | 21 | 17 | 16 | 15 | 17 | 16 | 15 | 16 | 12 | 10 | |
| Avg Max Decline | -1.56% | -2.21% | -1.70% | -1.84% | -1.47% | -1.60% | -1.82% | -2.00% | -1.87% | -0.78% | -1.94% | |
| Max Decline | -6.29% | -10.02% | -4.62% | -9.43% | -6.93% | -5.82% | -5.31% | -6.43% | -4.69% | -3.36% | -5.57% | |
| Avg Days to Max Decline | 6 | 8 | 8 | 11 | 6 | 7 | 14 | 4 | 8 | 5 | 4 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | Yes | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
