MRCI Online
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| ScenarioSM Study for August Soybean Oil(CBOT) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 42 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 16 | 26 | 23 | 19 | 22 | 29 | 25 | 26 | 19 | 20 | 18 | |
| Exceeded High | 13 | 18 | 18 | 15 | 18 | 27 | 21 | 20 | 14 | 14 | 6 | |
| Scenario Percentage | 81% | 69% | 78% | 79% | 82% | 93% | 84% | 77% | 74% | 70% | 33% | |
| Avg Max Increase | 9.66% | 9.54% | 9.96% | 12.81% | 10.96% | 8.95% | 10.60% | 11.44% | 18.91% | 19.71% | 9.51% | |
| Max Increase | 22.69% | 19.05% | 41.11% | 52.91% | 32.99% | 32.20% | 33.74% | 44.01% | 74.39% | 59.87% | 25.43% | |
| Avg Days To Max Increase | 21 | 18 | 15 | 18 | 15 | 15 | 15 | 14 | 16 | 15 | 8 | |
| Avg Max Decline | -2.25% | -1.56% | -2.19% | -2.27% | -1.91% | -2.17% | -1.75% | -1.98% | -2.69% | -1.04% | -1.56% | |
| Max Decline | -8.77% | -6.54% | -8.55% | -5.74% | -6.83% | -16.60% | -7.63% | -7.97% | -6.92% | -3.76% | -6.24% | |
| Avg Days to Max Decline | 7 | 5 | 9 | 12 | 8 | 6 | 8 | 4 | 5 | 2 | 2 | |
| 2018 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | No | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
