MRCI Online
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| ScenarioSM Study for August 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 38 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 18 | 21 | 21 | 22 | 23 | 23 | 25 | 26 | 23 | 25 | 19 | |
| Exceeded High | 14 | 17 | 11 | 16 | 19 | 19 | 19 | 18 | 17 | 20 | 6 | |
| Scenario Percentage | 78% | 81% | 52% | 73% | 83% | 83% | 76% | 69% | 74% | 80% | 32% | |
| Avg Max Increase | 11.96% | 9.04% | 11.20% | 10.69% | 10.97% | 11.85% | 10.97% | 20.81% | 17.27% | 12.65% | 9.35% | |
| Max Increase | 21.18% | 38.22% | 42.68% | 48.61% | 30.93% | 35.17% | 31.55% | 86.01% | 37.46% | 29.03% | 23.80% | |
| Avg Days To Max Increase | 15 | 18 | 16 | 22 | 19 | 19 | 16 | 20 | 15 | 14 | 9 | |
| Avg Max Decline | -1.74% | -2.33% | -1.79% | -2.80% | -1.93% | -2.73% | -1.67% | -2.21% | -1.64% | -2.10% | -6.16% | |
| Max Decline | -5.58% | -9.99% | -5.09% | -9.97% | -7.12% | -19.86% | -4.98% | -14.56% | -6.22% | -18.14% | -31.03% | |
| Avg Days to Max Decline | 6 | 10 | 5 | 13 | 6 | 10 | 9 | 9 | 8 | 5 | 4 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | No | Yes | Yes | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
