MRCI Online
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| ScenarioSM Study for July Soybean Meal(CBOT) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 40 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 24 | 18 | 22 | 23 | 20 | 23 | 21 | 26 | 25 | 22 | 25 | |
| Exceeded High | 17 | 16 | 17 | 12 | 16 | 17 | 19 | 18 | 18 | 15 | 16 | |
| Scenario Percentage | 71% | 89% | 77% | 52% | 80% | 74% | 90% | 69% | 72% | 68% | 64% | |
| Avg Max Increase | 9.78% | 11.55% | 8.92% | 12.07% | 10.68% | 12.37% | 12.28% | 11.92% | 21.65% | 15.74% | 9.02% | |
| Max Increase | 29.23% | 21.52% | 39.04% | 44.25% | 48.78% | 29.48% | 36.23% | 34.60% | 100.18% | 39.51% | 27.23% | |
| Avg Days To Max Increase | 15 | 16 | 18 | 18 | 21 | 19 | 20 | 17 | 19 | 12 | 8 | |
| Avg Max Decline | -1.05% | -2.08% | -2.95% | -2.03% | -2.65% | -1.90% | -2.98% | -1.94% | -2.47% | -1.62% | -0.59% | |
| Max Decline | -3.38% | -6.07% | -10.74% | -5.56% | -9.52% | -7.64% | -19.80% | -5.30% | -10.86% | -6.22% | -4.93% | |
| Avg Days to Max Decline | 7 | 6 | 9 | 6 | 10 | 6 | 10 | 9 | 9 | 6 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | No | No | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
