MRCI Online
|
| ScenarioSM Study for January Soybeans(CBOT) as of Sep 16, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 25 | 24 | 22 | 21 | 20 | 18 | 22 | 19 | 25 | 27 | 19 | |
| Exceeded High | 23 | 22 | 17 | 20 | 14 | 11 | 17 | 15 | 20 | 16 | 14 | |
| Scenario Percentage | 92% | 92% | 77% | 95% | 70% | 61% | 77% | 79% | 80% | 59% | 74% | |
| Avg Max Increase | 6.00% | 7.70% | 12.74% | 11.26% | 13.28% | 11.81% | 9.89% | 10.55% | 7.87% | 6.60% | 4.13% | |
| Max Increase | 13.45% | 25.55% | 43.56% | 26.75% | 52.85% | 32.84% | 36.66% | 20.86% | 25.11% | 22.38% | 8.72% | |
| Avg Days To Max Increase | 16 | 18 | 16 | 14 | 15 | 15 | 16 | 18 | 17 | 11 | 7 | |
| Avg Max Decline | -1.56% | -1.86% | -2.01% | -2.02% | -0.59% | -2.53% | -1.22% | -2.33% | -2.23% | -2.03% | -0.44% | |
| Max Decline | -5.55% | -6.19% | -9.08% | -6.63% | -5.42% | -6.01% | -4.05% | -6.79% | -9.38% | -6.24% | -3.21% | |
| Avg Days to Max Decline | 10 | 13 | 9 | 6 | 5 | 8 | 4 | 6 | 6 | 6 | 4 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | No | Yes | ||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
