MRCI Online
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| ScenarioSM Study for December Soybean Oil(CBOT) as of Jun 23, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 24 | 29 | 25 | 26 | 21 | 20 | 19 | 23 | 17 | 27 | 24 | |
| Exceeded High | 20 | 28 | 24 | 20 | 15 | 12 | 13 | 17 | 15 | 19 | 10 | |
| Scenario Percentage | 83% | 97% | 96% | 77% | 71% | 60% | 68% | 74% | 88% | 70% | 42% | |
| Avg Max Increase | 8.82% | 8.06% | 10.34% | 12.49% | 12.23% | 15.32% | 10.07% | 8.95% | 10.80% | 9.48% | 4.15% | |
| Max Increase | 34.01% | 22.12% | 32.52% | 42.59% | 29.93% | 76.98% | 54.52% | 31.26% | 22.27% | 18.39% | 9.83% | |
| Avg Days To Max Increase | 15 | 16 | 16 | 17 | 14 | 19 | 18 | 19 | 19 | 15 | 6 | |
| Avg Max Decline | -1.95% | -1.65% | -1.93% | -1.80% | -1.91% | -2.18% | -4.26% | -2.91% | -2.39% | -1.80% | -0.91% | |
| Max Decline | -6.55% | -6.13% | -6.20% | -5.83% | -6.18% | -6.99% | -11.28% | -9.97% | -6.47% | -5.25% | -2.77% | |
| Avg Days to Max Decline | 9 | 7 | 8 | 11 | 6 | 10 | 8 | 10 | 4 | 7 | 2 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
