MRCI Online
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| ScenarioSM Study for March Soybeans(CBOT) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 21 | 20 | 18 | 23 | 20 | 27 | 26 | 19 | 21 | 27 | |
| Exceeded High | 17 | 20 | 15 | 11 | 20 | 16 | 22 | 17 | 16 | 17 | 18 | |
| Scenario Percentage | 81% | 95% | 75% | 61% | 87% | 80% | 81% | 65% | 84% | 81% | 67% | |
| Avg Max Increase | 13.42% | 11.64% | 12.64% | 11.93% | 9.26% | 10.76% | 7.69% | 6.91% | 7.32% | 8.01% | 4.96% | |
| Max Increase | 40.52% | 30.68% | 51.69% | 31.98% | 35.74% | 20.64% | 26.03% | 22.83% | 23.53% | 23.26% | 17.09% | |
| Avg Days To Max Increase | 17 | 14 | 14 | 16 | 16 | 18 | 20 | 14 | 16 | 7 | 6 | |
| Avg Max Decline | -2.13% | -1.90% | -0.55% | -2.23% | -1.31% | -2.28% | -3.08% | -2.12% | -2.11% | -1.31% | -0.57% | |
| Max Decline | -9.12% | -6.23% | -4.89% | -5.64% | -3.84% | -6.41% | -10.06% | -6.18% | -8.91% | -4.36% | -2.27% | |
| Avg Days to Max Decline | 7 | 5 | 3 | 9 | 5 | 6 | 8 | 10 | 11 | 4 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | Yes | 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.
