MRCI Online
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| ScenarioSM Study for March Soybean Oil(CBOT) as of Aug 18, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 24 | 22 | 20 | 18 | 24 | 18 | 26 | 23 | 16 | 18 | 26 | |
| Exceeded High | 18 | 17 | 13 | 13 | 19 | 16 | 19 | 16 | 12 | 14 | 19 | |
| Scenario Percentage | 75% | 77% | 65% | 72% | 79% | 89% | 73% | 70% | 75% | 78% | 73% | |
| Avg Max Increase | 11.44% | 10.48% | 13.31% | 9.76% | 7.45% | 10.16% | 10.00% | 9.76% | 13.52% | 12.76% | 6.05% | |
| Max Increase | 39.42% | 27.83% | 69.44% | 51.45% | 28.43% | 22.17% | 18.98% | 24.14% | 34.27% | 32.65% | 14.61% | |
| Avg Days To Max Increase | 17 | 13 | 16 | 15 | 17 | 19 | 17 | 14 | 18 | 9 | 7 | |
| Avg Max Decline | -1.62% | -1.98% | -1.55% | -3.85% | -1.99% | -2.26% | -1.92% | -2.44% | -2.43% | -1.81% | -0.70% | |
| Max Decline | -5.02% | -6.38% | -3.74% | -10.77% | -9.39% | -5.59% | -5.22% | -9.47% | -6.21% | -3.28% | -3.60% | |
| Avg Days to Max Decline | 13 | 7 | 9 | 9 | 7 | 7 | 8 | 12 | 10 | 5 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | No | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
