MRCI Online
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| ScenarioSM Study for September Soybean Oil(CBOT) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 25 | 21 | 21 | 23 | 28 | 25 | 24 | 20 | 21 | 16 | 21 | |
| Exceeded High | 18 | 16 | 16 | 18 | 26 | 21 | 20 | 14 | 14 | 9 | 8 | |
| Scenario Percentage | 72% | 76% | 76% | 78% | 93% | 84% | 83% | 70% | 67% | 56% | 38% | |
| Avg Max Increase | 9.22% | 8.49% | 10.05% | 9.47% | 8.30% | 10.46% | 11.04% | 14.38% | 18.34% | 11.67% | 4.90% | |
| Max Increase | 18.48% | 22.21% | 35.68% | 31.77% | 27.07% | 30.51% | 43.95% | 39.26% | 81.17% | 52.27% | 12.56% | |
| Avg Days To Max Increase | 18 | 14 | 18 | 14 | 15 | 16 | 13 | 15 | 17 | 14 | 6 | |
| Avg Max Decline | -1.42% | -1.70% | -1.71% | -1.72% | -1.45% | -1.95% | -1.64% | -2.24% | -1.64% | -2.70% | -0.46% | |
| Max Decline | -6.64% | -8.22% | -5.70% | -6.71% | -5.99% | -6.90% | -4.26% | -5.72% | -3.74% | -6.29% | -2.11% | |
| Avg Days to Max Decline | 5 | 6 | 9 | 8 | 5 | 8 | 5 | 5 | 10 | 4 | 2 | |
| 2019 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | Not Yet | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
