MRCI Online
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| ScenarioSM Study for July 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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 41 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 25 | 18 | 21 | 22 | 19 | 23 | 22 | 25 | 26 | 22 | 25 | |
| Exceeded High | 18 | 16 | 16 | 11 | 15 | 18 | 19 | 18 | 19 | 15 | 16 | |
| Scenario Percentage | 72% | 89% | 76% | 50% | 79% | 78% | 86% | 72% | 73% | 68% | 64% | |
| Avg Max Increase | 9.47% | 11.55% | 9.35% | 12.91% | 11.25% | 11.96% | 12.28% | 11.92% | 21.49% | 16.53% | 9.53% | |
| 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 | 17 | 21 | 18 | 20 | 17 | 20 | 12 | 8 | |
| Avg Max Decline | -1.08% | -2.08% | -3.08% | -2.15% | -2.80% | -1.81% | -2.98% | -1.94% | -2.52% | -1.66% | -0.57% | |
| 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 | 8 | 6 | 9 | 6 | 11 | 6 | 10 | 9 | 9 | 7 | 2 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
