MRCI Online
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| ScenarioSM Study for May Soybeans(CBOT) as of Sep 22, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 19 | 22 | 20 | 23 | 26 | 21 | 23 | 25 | 26 | 25 | |
| Exceeded High | 14 | 12 | 18 | 14 | 18 | 18 | 18 | 20 | 21 | 20 | 14 | |
| Scenario Percentage | 70% | 63% | 82% | 70% | 78% | 69% | 86% | 87% | 84% | 77% | 56% | |
| Avg Max Increase | 11.70% | 10.95% | 9.06% | 10.78% | 8.02% | 7.04% | 9.08% | 8.38% | 7.68% | 8.35% | 4.36% | |
| Max Increase | 49.09% | 30.88% | 30.28% | 20.56% | 26.01% | 22.99% | 30.41% | 29.29% | 14.97% | 22.90% | 9.35% | |
| Avg Days To Max Increase | 15 | 15 | 16 | 19 | 21 | 14 | 17 | 16 | 16 | 14 | 8 | |
| Avg Max Decline | -0.50% | -2.39% | -1.06% | -1.86% | -2.70% | -2.01% | -2.31% | -1.86% | -1.72% | -1.57% | -1.14% | |
| Max Decline | -3.82% | -6.74% | -3.73% | -5.75% | -10.89% | -5.30% | -9.44% | -7.40% | -5.45% | -4.88% | -2.62% | |
| Avg Days to Max Decline | 5 | 6 | 4 | 5 | 8 | 8 | 11 | 7 | 7 | 9 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
