MRCI Online
|
| ScenarioSM Study for May Soybeans(CBOT) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 18 | 18 | 23 | 20 | 22 | 25 | 20 | 22 | 25 | 27 | 27 | |
| Exceeded High | 14 | 13 | 19 | 13 | 18 | 16 | 16 | 18 | 21 | 20 | 15 | |
| Scenario Percentage | 78% | 72% | 83% | 65% | 82% | 64% | 80% | 82% | 84% | 74% | 56% | |
| Avg Max Increase | 13.39% | 11.07% | 8.87% | 11.80% | 8.12% | 7.81% | 11.43% | 11.41% | 10.91% | 8.63% | 6.22% | |
| 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 | 16 | 19 | 21 | 17 | 18 | 19 | 18 | 14 | 9 | |
| Avg Max Decline | -0.67% | -3.76% | -1.08% | -2.59% | -3.15% | -2.14% | -2.56% | -1.96% | -2.19% | -1.29% | -1.00% | |
| Max Decline | -3.82% | -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 | 4 | 7 | 6 | 8 | 7 | 11 | 11 | 7 | 7 | 8 | 2 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | Yes | Yes | No | No | ||||||
| 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.
