MRCI Online
|
| ScenarioSM Study for May Soybean Meal(CBOT) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 22 | 18 | 25 | 20 | 21 | 23 | 20 | 25 | 23 | 28 | 26 | |
| Exceeded High | 17 | 11 | 21 | 17 | 15 | 15 | 15 | 18 | 19 | 18 | 14 | |
| Scenario Percentage | 77% | 61% | 84% | 85% | 71% | 65% | 75% | 72% | 83% | 64% | 54% | |
| Avg Max Increase | 12.42% | 11.89% | 9.61% | 12.12% | 10.02% | 9.22% | 8.99% | 11.67% | 12.07% | 11.42% | 5.29% | |
| Max Increase | 37.18% | 23.73% | 31.71% | 22.51% | 21.50% | 25.29% | 17.19% | 28.27% | 36.71% | 36.15% | 10.81% | |
| Avg Days To Max Increase | 15 | 13 | 14 | 16 | 19 | 15 | 19 | 20 | 19 | 13 | 8 | |
| Avg Max Decline | -0.93% | -1.62% | -1.07% | -2.04% | -3.26% | -2.23% | -2.62% | -2.30% | -2.35% | -1.88% | -1.46% | |
| Max Decline | -11.10% | -5.49% | -3.43% | -6.65% | -9.93% | -5.80% | -9.58% | -8.08% | -7.04% | -6.81% | -3.67% | |
| Avg Days to Max Decline | 8 | 6 | 6 | 5 | 10 | 9 | 9 | 7 | 9 | 9 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | ||
| 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.
