MRCI Online
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| ScenarioSM Study for May Soybean Oil(CBOT) as of Sep 22, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 18 | 24 | 18 | 26 | 23 | 20 | 19 | 26 | 22 | 25 | |
| Exceeded High | 14 | 13 | 18 | 16 | 18 | 16 | 16 | 17 | 24 | 18 | 14 | |
| Scenario Percentage | 64% | 72% | 75% | 89% | 69% | 70% | 80% | 89% | 92% | 82% | 56% | |
| Avg Max Increase | 12.29% | 9.29% | 7.43% | 10.01% | 10.05% | 9.55% | 12.77% | 11.94% | 9.46% | 10.07% | 5.77% | |
| Max Increase | 63.86% | 47.53% | 25.97% | 22.49% | 19.19% | 22.80% | 34.54% | 33.72% | 41.95% | 35.28% | 19.49% | |
| Avg Days To Max Increase | 17 | 16 | 18 | 19 | 18 | 14 | 18 | 14 | 16 | 10 | 6 | |
| Avg Max Decline | -1.77% | -3.47% | -1.91% | -2.23% | -1.70% | -2.26% | -2.74% | -2.42% | -2.25% | -1.81% | -1.01% | |
| Max Decline | -6.51% | -10.23% | -9.28% | -5.38% | -5.15% | -8.98% | -9.56% | -7.42% | -7.18% | -4.92% | -3.62% | |
| Avg Days to Max Decline | 11 | 9 | 7 | 5 | 8 | 10 | 11 | 10 | 6 | 6 | 1 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
