MRCI Online
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| ScenarioSM Study for August Soybean Meal(CBOT) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 40 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 18 | 20 | 21 | 21 | 22 | 24 | 25 | 25 | 23 | 25 | 19 | |
| Exceeded High | 14 | 16 | 11 | 15 | 19 | 19 | 19 | 17 | 17 | 19 | 5 | |
| Scenario Percentage | 78% | 80% | 52% | 71% | 86% | 79% | 76% | 68% | 74% | 76% | 26% | |
| Avg Max Increase | 11.96% | 9.71% | 11.10% | 11.30% | 10.97% | 12.17% | 11.08% | 21.14% | 17.27% | 12.54% | 9.39% | |
| 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 | 13 | 7 | |
| Avg Max Decline | -1.74% | -2.53% | -1.81% | -2.85% | -1.93% | -2.80% | -1.71% | -2.38% | -1.64% | -1.33% | -1.18% | |
| Max Decline | -5.58% | -9.99% | -5.09% | -9.97% | -7.12% | -19.86% | -4.98% | -14.56% | -6.22% | -9.50% | -2.85% | |
| Avg Days to Max Decline | 6 | 10 | 5 | 13 | 6 | 9 | 10 | 8 | 8 | 5 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | No | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
