MRCI Online
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| ScenarioSM Study for September 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 38 | 42 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 17 | 21 | 22 | 20 | 25 | 24 | 24 | 23 | 24 | 19 | 27 | |
| Exceeded High | 14 | 12 | 17 | 17 | 20 | 19 | 17 | 17 | 18 | 12 | 20 | |
| Scenario Percentage | 82% | 57% | 77% | 85% | 80% | 79% | 71% | 74% | 75% | 63% | 74% | |
| Avg Max Increase | 7.86% | 8.25% | 10.94% | 10.51% | 9.73% | 9.95% | 20.45% | 16.58% | 12.62% | 13.62% | 5.66% | |
| Max Increase | 16.31% | 33.81% | 49.29% | 29.94% | 19.70% | 32.85% | 71.36% | 35.87% | 29.95% | 32.53% | 12.89% | |
| Avg Days To Max Increase | 15 | 17 | 21 | 22 | 21 | 15 | 20 | 16 | 16 | 15 | 9 | |
| Avg Max Decline | -1.93% | -1.61% | -1.88% | -2.15% | -3.00% | -1.88% | -2.01% | -3.81% | -1.55% | -4.21% | -1.68% | |
| Max Decline | -10.00% | -4.81% | -9.94% | -6.67% | -19.11% | -5.16% | -10.17% | -30.86% | -9.96% | -8.69% | -4.53% | |
| Avg Days to Max Decline | 7 | 4 | 10 | 7 | 13 | 14 | 9 | 11 | 7 | 9 | 4 | |
| 2015 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | No | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
