MRCI Online
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| ScenarioSM Study for December Soybean Oil(CBOT) as of Sep 30, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 28 | 24 | 25 | 20 | 21 | 20 | 23 | 16 | 26 | 25 | |
| Exceeded High | 20 | 27 | 23 | 19 | 15 | 13 | 13 | 16 | 14 | 19 | 10 | |
| Scenario Percentage | 83% | 96% | 96% | 76% | 75% | 62% | 65% | 70% | 88% | 73% | 40% | |
| Avg Max Increase | 8.82% | 7.79% | 10.01% | 12.27% | 12.23% | 15.00% | 10.07% | 8.69% | 10.93% | 9.42% | 4.13% | |
| 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 | 15 | 16 | 14 | 19 | 18 | 19 | 18 | 14 | 6 | |
| Avg Max Decline | -1.95% | -1.73% | -1.81% | -1.83% | -1.91% | -2.11% | -4.26% | -3.06% | -2.49% | -1.67% | -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 | 9 | 8 | 10 | 4 | 5 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | Not Yet | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
