MRCI Online
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| ScenarioSM Study for October Soybean Oil(CBOT) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 42 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 22 | 24 | 29 | 26 | 28 | 22 | 19 | 19 | 20 | 19 | |
| Exceeded High | 14 | 18 | 20 | 27 | 24 | 22 | 17 | 13 | 13 | 13 | 9 | |
| Scenario Percentage | 70% | 82% | 83% | 93% | 92% | 79% | 77% | 68% | 68% | 65% | 47% | |
| Avg Max Increase | 11.09% | 12.15% | 10.47% | 8.37% | 11.15% | 13.55% | 20.81% | 26.40% | 14.15% | 8.45% | 8.47% | |
| Max Increase | 33.13% | 45.66% | 34.75% | 20.76% | 43.93% | 44.18% | 78.88% | 81.32% | 55.19% | 31.18% | 26.45% | |
| Avg Days To Max Increase | 18 | 18 | 13 | 15 | 16 | 18 | 17 | 17 | 18 | 12 | 9 | |
| Avg Max Decline | -2.02% | -1.48% | -1.59% | -1.36% | -2.01% | -2.52% | -2.74% | -0.86% | -5.06% | -2.16% | -2.75% | |
| Max Decline | -7.76% | -5.76% | -6.77% | -5.94% | -6.59% | -8.59% | -10.54% | -3.24% | -22.53% | -10.43% | -11.18% | |
| Avg Days to Max Decline | 8 | 7 | 8 | 6 | 8 | 10 | 6 | 5 | 10 | 5 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | No | No | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
