MRCI Online
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| ScenarioSM Study for August Soybean Oil(CBOT) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 19 | 27 | 23 | 20 | 23 | 28 | 25 | 26 | 19 | 20 | 18 | |
| Exceeded High | 16 | 19 | 18 | 16 | 19 | 26 | 21 | 20 | 14 | 13 | 6 | |
| Scenario Percentage | 84% | 70% | 78% | 80% | 83% | 93% | 84% | 77% | 74% | 65% | 33% | |
| Avg Max Increase | 9.35% | 9.73% | 8.62% | 10.15% | 10.76% | 9.44% | 12.28% | 11.39% | 12.61% | 12.24% | 6.64% | |
| Max Increase | 22.69% | 19.05% | 22.56% | 35.25% | 32.99% | 32.20% | 35.89% | 44.01% | 32.58% | 44.21% | 20.71% | |
| Avg Days To Max Increase | 19 | 19 | 15 | 17 | 14 | 15 | 16 | 13 | 15 | 13 | 5 | |
| Avg Max Decline | -2.18% | -1.60% | -2.10% | -2.09% | -1.90% | -1.63% | -1.71% | -1.58% | -2.05% | -1.12% | -1.16% | |
| Max Decline | -8.77% | -6.54% | -8.55% | -5.74% | -6.83% | -6.34% | -7.63% | -4.75% | -5.91% | -3.17% | -6.24% | |
| Avg Days to Max Decline | 6 | 7 | 8 | 12 | 7 | 6 | 8 | 4 | 7 | 5 | 1 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | Not Yet | ||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
