MRCI Online
|
| ScenarioSM Study for January Soybean Oil(CBOT) as of Sep 16, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 29 | 26 | 26 | 22 | 20 | 18 | 22 | 19 | 26 | 24 | 17 | |
| Exceeded High | 29 | 25 | 20 | 17 | 13 | 12 | 16 | 17 | 18 | 17 | 11 | |
| Scenario Percentage | 100% | 96% | 77% | 77% | 65% | 67% | 73% | 89% | 69% | 71% | 65% | |
| Avg Max Increase | 7.02% | 9.87% | 12.24% | 10.62% | 13.78% | 10.37% | 8.61% | 10.65% | 12.06% | 8.91% | 5.79% | |
| Max Increase | 19.78% | 30.45% | 41.28% | 29.07% | 73.84% | 53.60% | 29.96% | 22.12% | 30.16% | 20.75% | 11.75% | |
| Avg Days To Max Increase | 15 | 17 | 16 | 13 | 17 | 17 | 18 | 19 | 18 | 9 | 6 | |
| Avg Max Decline | -1.04% | -1.76% | -1.31% | -1.95% | -1.75% | -3.65% | -1.88% | -2.74% | -1.88% | -1.90% | -0.65% | |
| 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 | 7 | 9 | 8 | 8 | 9 | 9 | 7 | 5 | 8 | 8 | 3 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | No | No | No | Yes | ||||
| 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.
