MRCI Online
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| ScenarioSM Study for September Soybean Oil(CBOT) as of Dec 07, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 27 | 22 | 23 | 24 | 28 | 24 | 24 | 20 | 21 | 18 | 22 | |
| Exceeded High | 19 | 17 | 18 | 19 | 26 | 20 | 19 | 14 | 13 | 11 | 11 | |
| Scenario Percentage | 70% | 77% | 78% | 79% | 93% | 83% | 79% | 70% | 62% | 61% | 50% | |
| Avg Max Increase | 9.42% | 8.96% | 10.82% | 9.68% | 8.76% | 12.04% | 11.27% | 13.15% | 16.08% | 11.18% | 4.78% | |
| Max Increase | 18.48% | 22.21% | 35.68% | 31.77% | 21.97% | 34.86% | 43.95% | 32.35% | 81.17% | 59.11% | 11.21% | |
| Avg Days To Max Increase | 19 | 14 | 17 | 14 | 16 | 16 | 13 | 16 | 19 | 13 | 8 | |
| Avg Max Decline | -1.46% | -1.69% | -1.52% | -1.77% | -1.58% | -1.85% | -1.38% | -2.03% | -1.44% | -3.86% | -1.94% | |
| Max Decline | -6.64% | -8.22% | -5.70% | -6.71% | -5.99% | -6.90% | -4.26% | -5.72% | -3.37% | -10.83% | -6.01% | |
| Avg Days to Max Decline | 6 | 6 | 9 | 8 | 7 | 7 | 4 | 7 | 11 | 6 | 3 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | 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.
