MRCI Online
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| ScenarioSM Study for August Soybean Oil(CBOT) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 41 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 15 | 26 | 22 | 19 | 23 | 31 | 27 | 27 | 20 | 19 | 18 | |
| Exceeded High | 12 | 17 | 17 | 15 | 19 | 29 | 23 | 21 | 15 | 13 | 7 | |
| Scenario Percentage | 80% | 65% | 77% | 79% | 83% | 94% | 85% | 78% | 75% | 68% | 39% | |
| Avg Max Increase | 9.58% | 9.80% | 10.35% | 12.81% | 12.40% | 9.42% | 11.57% | 12.29% | 21.00% | 20.26% | 10.65% | |
| Max Increase | 22.69% | 19.05% | 41.11% | 52.91% | 38.42% | 32.20% | 38.21% | 44.01% | 74.39% | 59.87% | 24.41% | |
| Avg Days To Max Increase | 20 | 18 | 16 | 18 | 15 | 15 | 16 | 13 | 17 | 14 | 6 | |
| Avg Max Decline | -2.25% | -1.67% | -2.29% | -2.27% | -1.85% | -2.08% | -1.82% | -2.04% | -3.11% | -0.88% | -1.11% | |
| Max Decline | -8.77% | -6.54% | -8.55% | -5.74% | -6.83% | -16.60% | -7.63% | -7.97% | -8.97% | -3.76% | -6.24% | |
| Avg Days to Max Decline | 7 | 5 | 9 | 12 | 7 | 6 | 8 | 5 | 5 | 2 | 1 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
