MRCI Online
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| ScenarioSM Study for January Soybean Oil(CBOT) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 28 | 25 | 26 | 22 | 20 | 17 | 23 | 19 | 26 | 24 | 16 | |
| Exceeded High | 28 | 24 | 20 | 17 | 14 | 12 | 17 | 17 | 19 | 17 | 11 | |
| Scenario Percentage | 100% | 96% | 77% | 77% | 70% | 71% | 74% | 89% | 73% | 71% | 69% | |
| Avg Max Increase | 6.56% | 9.01% | 12.13% | 11.96% | 14.29% | 10.37% | 8.82% | 10.65% | 11.49% | 9.22% | 5.63% | |
| Max Increase | 14.70% | 19.91% | 41.28% | 37.00% | 73.84% | 53.60% | 29.96% | 22.12% | 30.16% | 21.47% | 11.75% | |
| Avg Days To Max Increase | 15 | 17 | 17 | 14 | 17 | 17 | 17 | 19 | 17 | 9 | 7 | |
| Avg Max Decline | -1.01% | -1.79% | -1.49% | -2.13% | -1.77% | -3.65% | -1.77% | -2.74% | -1.87% | -1.90% | -1.02% | |
| Max Decline | -5.62% | -6.08% | -4.75% | -6.59% | -5.39% | -10.70% | -7.29% | -9.37% | -5.26% | -7.20% | -6.09% | |
| Avg Days to Max Decline | 6 | 9 | 9 | 8 | 8 | 9 | 6 | 5 | 7 | 8 | 4 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
