MRCI Online
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| ScenarioSM Study for May 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 | 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 | 22 | 20 | 27 | 19 | 21 | 21 | 22 | 24 | 22 | 26 | 27 | |
| Exceeded High | 17 | 13 | 21 | 16 | 17 | 12 | 16 | 19 | 19 | 18 | 16 | |
| Scenario Percentage | 77% | 65% | 78% | 84% | 81% | 57% | 73% | 79% | 86% | 69% | 59% | |
| Avg Max Increase | 13.44% | 11.42% | 9.17% | 12.34% | 10.05% | 11.89% | 11.57% | 11.61% | 13.04% | 9.83% | 6.49% | |
| Max Increase | 37.18% | 23.73% | 31.71% | 22.51% | 40.91% | 46.01% | 47.72% | 31.15% | 36.71% | 29.02% | 21.87% | |
| Avg Days To Max Increase | 15 | 13 | 15 | 15 | 18 | 16 | 22 | 21 | 20 | 12 | 9 | |
| Avg Max Decline | -0.78% | -2.07% | -1.07% | -2.40% | -2.88% | -1.93% | -2.93% | -2.18% | -3.24% | -1.58% | -1.21% | |
| Max Decline | -11.10% | -12.10% | -3.43% | -6.65% | -9.93% | -5.80% | -9.58% | -8.08% | -19.93% | -5.37% | -3.67% | |
| Avg Days to Max Decline | 5 | 5 | 7 | 6 | 10 | 6 | 10 | 8 | 10 | 8 | 2 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | No | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
