MRCI Online
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| ScenarioSM Study for March Soybean Meal(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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 25 | 23 | 20 | 27 | 18 | 21 | 20 | 21 | 24 | 19 | |
| Exceeded High | 16 | 22 | 18 | 14 | 21 | 15 | 17 | 12 | 16 | 16 | 12 | |
| Scenario Percentage | 76% | 88% | 78% | 70% | 78% | 83% | 81% | 60% | 76% | 67% | 63% | |
| Avg Max Increase | 20.30% | 13.37% | 12.10% | 11.07% | 10.26% | 14.28% | 10.53% | 11.84% | 11.06% | 11.47% | 5.62% | |
| Max Increase | 62.28% | 33.81% | 31.78% | 25.47% | 36.86% | 26.00% | 44.67% | 50.62% | 49.11% | 32.02% | 11.90% | |
| Avg Days To Max Increase | 18 | 14 | 16 | 16 | 16 | 16 | 16 | 15 | 21 | 13 | 9 | |
| Avg Max Decline | -1.97% | -2.40% | -1.45% | -2.51% | -1.31% | -2.47% | -2.39% | -2.24% | -2.93% | -1.81% | -0.78% | |
| Max Decline | -7.01% | -16.45% | -10.55% | -12.35% | -3.76% | -6.98% | -8.91% | -6.22% | -9.14% | -5.56% | -2.51% | |
| Avg Days to Max Decline | 8 | 7 | 7 | 5 | 7 | 5 | 7 | 6 | 15 | 6 | 3 | |
| 2013 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.
