MRCI Online
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| ScenarioSM Study for August Soybean Meal(CBOT) as of Nov 09, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 20 | 21 | 19 | 23 | 25 | 25 | 25 | 22 | 25 | 20 | |
| Exceeded High | 16 | 15 | 13 | 14 | 19 | 19 | 19 | 17 | 15 | 18 | 5 | |
| Scenario Percentage | 80% | 75% | 62% | 74% | 83% | 76% | 76% | 68% | 68% | 72% | 25% | |
| Avg Max Increase | 11.17% | 7.96% | 7.42% | 8.20% | 10.02% | 11.21% | 13.13% | 17.05% | 18.21% | 12.57% | 9.39% | |
| Max Increase | 21.18% | 16.61% | 29.40% | 17.42% | 30.93% | 35.17% | 45.55% | 61.84% | 37.46% | 29.03% | 23.80% | |
| Avg Days To Max Increase | 16 | 18 | 14 | 21 | 18 | 20 | 16 | 18 | 17 | 12 | 7 | |
| Avg Max Decline | -1.69% | -2.74% | -2.03% | -2.65% | -2.03% | -2.28% | -1.78% | -2.58% | -1.98% | -1.41% | -1.18% | |
| Max Decline | -5.58% | -9.99% | -5.09% | -9.97% | -7.12% | -7.02% | -4.98% | -14.56% | -6.22% | -9.50% | -2.85% | |
| Avg Days to Max Decline | 7 | 9 | 9 | 13 | 6 | 9 | 10 | 8 | 9 | 5 | 2 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | No | Yes | 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.
