MRCI Online
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| ScenarioSM Study for December Soybean Oil(CBOT) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 29 | 28 | 27 | 22 | 20 | 21 | 21 | 18 | 23 | 24 | |
| Exceeded High | 18 | 27 | 28 | 22 | 17 | 15 | 16 | 15 | 15 | 16 | 10 | |
| Scenario Percentage | 82% | 93% | 100% | 81% | 77% | 75% | 76% | 71% | 83% | 70% | 42% | |
| Avg Max Increase | 9.24% | 7.95% | 10.12% | 13.34% | 20.06% | 21.88% | 12.39% | 10.65% | 13.74% | 9.92% | 7.40% | |
| Max Increase | 34.01% | 19.98% | 36.60% | 42.59% | 76.62% | 76.98% | 54.52% | 33.02% | 36.63% | 18.53% | 24.21% | |
| Avg Days To Max Increase | 15 | 17 | 17 | 19 | 16 | 18 | 20 | 18 | 18 | 15 | 7 | |
| Avg Max Decline | -2.07% | -1.58% | -2.03% | -2.63% | -2.75% | -1.69% | -4.72% | -2.31% | -3.28% | -1.28% | -0.71% | |
| Max Decline | -6.55% | -6.13% | -6.20% | -8.20% | -8.54% | -6.99% | -19.47% | -7.72% | -10.63% | -5.25% | -2.06% | |
| Avg Days to Max Decline | 8 | 6 | 7 | 12 | 5 | 10 | 11 | 8 | 4 | 4 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
