MRCI Online
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| ScenarioSM Study for March Soybean Meal(CBOT) as of May 09, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 21 | 22 | 19 | 24 | 17 | 20 | 23 | 18 | 24 | 19 | |
| Exceeded High | 16 | 18 | 16 | 13 | 20 | 14 | 15 | 16 | 13 | 14 | 13 | |
| Scenario Percentage | 73% | 86% | 73% | 68% | 83% | 82% | 75% | 70% | 72% | 58% | 68% | |
| Avg Max Increase | 14.26% | 12.18% | 11.19% | 11.01% | 10.16% | 12.87% | 10.22% | 10.51% | 9.86% | 11.47% | 4.92% | |
| Max Increase | 45.63% | 28.87% | 29.17% | 25.47% | 36.86% | 26.00% | 20.59% | 26.59% | 23.55% | 21.29% | 11.69% | |
| Avg Days To Max Increase | 16 | 15 | 17 | 16 | 16 | 16 | 17 | 14 | 19 | 12 | 8 | |
| Avg Max Decline | -1.91% | -1.99% | -1.62% | -2.42% | -1.64% | -2.03% | -2.44% | -2.37% | -3.35% | -2.01% | -0.72% | |
| Max Decline | -7.01% | -6.47% | -10.55% | -6.09% | -7.78% | -6.98% | -8.91% | -6.22% | -9.14% | -5.56% | -2.51% | |
| Avg Days to Max Decline | 9 | 6 | 8 | 7 | 7 | 4 | 6 | 9 | 15 | 5 | 3 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | Yes | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
