MRCI Online
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| ScenarioSM Study for September Soybean Oil(CBOT) as of Dec 06, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 28 | 23 | 21 | 23 | 26 | 23 | 23 | 19 | 21 | 19 | 21 | |
| Exceeded High | 20 | 16 | 17 | 18 | 25 | 20 | 18 | 14 | 13 | 11 | 8 | |
| Scenario Percentage | 71% | 70% | 81% | 78% | 96% | 87% | 78% | 74% | 62% | 58% | 38% | |
| Avg Max Increase | 9.34% | 8.93% | 10.64% | 9.64% | 8.24% | 11.37% | 11.04% | 12.88% | 16.50% | 11.23% | 3.41% | |
| Max Increase | 18.48% | 22.21% | 35.68% | 31.77% | 21.97% | 34.86% | 43.95% | 32.35% | 81.17% | 52.27% | 5.24% | |
| Avg Days To Max Increase | 18 | 13 | 17 | 14 | 16 | 15 | 12 | 15 | 18 | 15 | 6 | |
| Avg Max Decline | -1.40% | -1.83% | -1.51% | -1.88% | -1.67% | -1.49% | -1.27% | -2.38% | -1.22% | -3.02% | -1.16% | |
| Max Decline | -6.64% | -8.22% | -5.70% | -6.71% | -5.99% | -4.32% | -4.26% | -6.65% | -3.37% | -8.23% | -6.01% | |
| Avg Days to Max Decline | 6 | 6 | 9 | 9 | 8 | 7 | 3 | 8 | 9 | 5 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
