MRCI Online
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| ScenarioSM Study for October 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 20 | 23 | 27 | 21 | 25 | 20 | 20 | 19 | 21 | 18 | |
| Exceeded High | 15 | 17 | 19 | 25 | 20 | 19 | 15 | 13 | 13 | 13 | 7 | |
| Scenario Percentage | 65% | 85% | 83% | 93% | 95% | 76% | 75% | 65% | 68% | 62% | 39% | |
| Avg Max Increase | 9.42% | 10.42% | 8.81% | 8.04% | 10.42% | 12.31% | 12.01% | 15.97% | 10.90% | 7.65% | 5.15% | |
| Max Increase | 21.91% | 37.89% | 33.43% | 21.97% | 33.78% | 44.18% | 31.65% | 79.29% | 55.19% | 31.18% | 10.68% | |
| Avg Days To Max Increase | 16 | 17 | 13 | 15 | 14 | 15 | 14 | 18 | 17 | 12 | 9 | |
| Avg Max Decline | -1.81% | -1.42% | -1.83% | -1.42% | -1.34% | -1.57% | -2.16% | -1.28% | -4.10% | -2.55% | -1.11% | |
| Max Decline | -7.76% | -5.76% | -6.77% | -5.94% | -5.71% | -4.24% | -7.02% | -3.32% | -11.00% | -10.43% | -3.58% | |
| Avg Days to Max Decline | 7 | 7 | 10 | 7 | 8 | 9 | 8 | 9 | 9 | 5 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
