MRCI Online
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| ScenarioSM Study for May Soybeans(CBOT) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 19 | 19 | 24 | 20 | 24 | 24 | 22 | 23 | 24 | 26 | 27 | |
| Exceeded High | 16 | 13 | 20 | 13 | 18 | 15 | 19 | 18 | 21 | 19 | 14 | |
| Scenario Percentage | 84% | 68% | 83% | 65% | 75% | 63% | 86% | 78% | 88% | 73% | 52% | |
| Avg Max Increase | 12.32% | 11.07% | 8.56% | 11.67% | 7.84% | 8.00% | 10.06% | 11.32% | 10.96% | 8.17% | 6.62% | |
| Max Increase | 49.09% | 30.88% | 30.28% | 20.56% | 21.53% | 22.99% | 50.30% | 42.93% | 37.62% | 22.90% | 30.26% | |
| Avg Days To Max Increase | 14 | 17 | 18 | 19 | 20 | 16 | 19 | 18 | 18 | 14 | 10 | |
| Avg Max Decline | -0.53% | -3.76% | -1.18% | -2.37% | -2.76% | -1.97% | -2.41% | -1.79% | -2.01% | -1.30% | -0.83% | |
| Max Decline | -2.63% | -18.59% | -3.73% | -5.75% | -10.89% | -5.30% | -9.44% | -7.40% | -13.01% | -4.88% | -2.62% | |
| Avg Days to Max Decline | 3 | 7 | 7 | 7 | 7 | 9 | 10 | 6 | 6 | 8 | 2 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | 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.
