|
ScenarioSM Study for August Soybean Meal(CBOT) as of Jan 01, 2018 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 41 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 18 | 19 | 21 | 19 | 23 | 24 | 25 | 25 | 22 | 25 | 20 | |
Exceeded High | 14 | 15 | 12 | 14 | 19 | 18 | 19 | 17 | 16 | 19 | 6 | |
Scenario Percentage | 78% | 79% | 57% | 74% | 83% | 75% | 76% | 68% | 73% | 76% | 30% | |
Avg Max Increase | 12.24% | 10.20% | 10.84% | 11.59% | 10.72% | 12.35% | 13.13% | 21.95% | 17.84% | 13.34% | 9.35% | |
Max Increase | 21.18% | 38.22% | 42.68% | 48.61% | 30.93% | 35.17% | 45.55% | 86.01% | 37.46% | 29.03% | 23.80% | |
Avg Days To Max Increase | 15 | 18 | 16 | 22 | 18 | 20 | 16 | 18 | 16 | 14 | 9 | |
Avg Max Decline | -1.80% | -2.73% | -1.88% | -2.92% | -1.91% | -2.86% | -1.78% | -2.41% | -1.70% | -2.30% | -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 | 7 | 10 | 8 | 13 | 6 | 9 | 10 | 8 | 8 | 5 | 4 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | No | Yes | Yes | Not Yet |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |