MRCI Online
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| ScenarioSM Study for July Soybean Meal(CBOT) as of Dec 06, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 24 | 17 | 20 | 24 | 17 | 23 | 22 | 28 | 25 | 19 | 26 | |
| Exceeded High | 18 | 15 | 15 | 16 | 14 | 18 | 19 | 20 | 19 | 12 | 17 | |
| Scenario Percentage | 75% | 88% | 75% | 67% | 82% | 78% | 86% | 71% | 76% | 63% | 65% | |
| Avg Max Increase | 9.17% | 11.73% | 9.23% | 9.97% | 8.72% | 10.58% | 9.50% | 13.52% | 14.81% | 14.43% | 9.00% | |
| Max Increase | 29.23% | 21.52% | 21.36% | 26.78% | 21.15% | 29.48% | 24.47% | 53.72% | 65.68% | 39.51% | 27.23% | |
| Avg Days To Max Increase | 14 | 18 | 17 | 15 | 18 | 16 | 20 | 19 | 16 | 11 | 9 | |
| Avg Max Decline | -1.21% | -1.87% | -3.14% | -2.18% | -2.84% | -1.86% | -2.62% | -2.82% | -2.92% | -2.10% | -0.80% | |
| Max Decline | -5.74% | -6.07% | -10.74% | -5.56% | -9.52% | -7.64% | -7.96% | -8.68% | -10.86% | -6.22% | -4.93% | |
| Avg Days to Max Decline | 8 | 6 | 8 | 9 | 13 | 5 | 10 | 11 | 8 | 8 | 3 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
