MRCI Online
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| ScenarioSM Study for March Soybeans(CBOT) as of Aug 18, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 19 | 22 | 19 | 26 | 26 | 19 | 22 | 26 | |
| Exceeded High | 17 | 20 | 14 | 12 | 19 | 15 | 21 | 18 | 17 | 18 | 16 | |
| Scenario Percentage | 81% | 95% | 70% | 63% | 86% | 79% | 81% | 69% | 89% | 82% | 62% | |
| Avg Max Increase | 11.59% | 10.49% | 12.64% | 11.15% | 9.11% | 10.39% | 7.61% | 6.80% | 8.26% | 7.65% | 3.90% | |
| Max Increase | 40.52% | 25.31% | 51.69% | 31.98% | 35.74% | 20.64% | 26.03% | 22.83% | 31.79% | 23.26% | 8.98% | |
| Avg Days To Max Increase | 16 | 14 | 15 | 15 | 16 | 18 | 20 | 14 | 15 | 8 | 7 | |
| Avg Max Decline | -2.25% | -1.82% | -0.50% | -2.63% | -1.37% | -2.10% | -2.86% | -2.17% | -2.07% | -1.31% | -0.61% | |
| Max Decline | -9.12% | -6.23% | -4.89% | -7.06% | -3.84% | -6.41% | -10.06% | -6.18% | -8.91% | -4.36% | -2.27% | |
| Avg Days to Max Decline | 8 | 5 | 3 | 8 | 5 | 5 | 9 | 10 | 11 | 4 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | 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.
