MRCI Online
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| ScenarioSM Study for August Soybean Meal(CBOT) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 21 | 21 | 21 | 20 | 23 | 24 | 26 | 25 | 21 | 24 | 20 | |
| Exceeded High | 17 | 16 | 13 | 15 | 19 | 19 | 20 | 17 | 14 | 17 | 4 | |
| Scenario Percentage | 81% | 76% | 62% | 75% | 83% | 79% | 77% | 68% | 67% | 71% | 20% | |
| Avg Max Increase | 11.46% | 8.69% | 8.49% | 8.25% | 10.02% | 11.21% | 12.83% | 14.51% | 17.25% | 12.07% | 7.87% | |
| Max Increase | 21.18% | 19.54% | 29.40% | 17.42% | 30.93% | 35.17% | 45.55% | 61.84% | 37.46% | 29.03% | 20.76% | |
| Avg Days To Max Increase | 16 | 19 | 15 | 21 | 18 | 20 | 16 | 17 | 18 | 13 | 6 | |
| Avg Max Decline | -1.59% | -2.60% | -2.16% | -2.54% | -2.03% | -2.28% | -1.96% | -2.70% | -2.05% | -1.20% | -0.77% | |
| Max Decline | -5.58% | -9.99% | -5.09% | -9.97% | -7.12% | -7.02% | -5.39% | -14.56% | -6.22% | -9.50% | -1.61% | |
| Avg Days to Max Decline | 7 | 9 | 10 | 12 | 6 | 9 | 10 | 8 | 9 | 4 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | No | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
