MRCI Online
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| ScenarioSM Study for October 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 23 | 22 | 24 | 23 | 23 | 22 | 20 | 17 | 25 | 18 | |
| Exceeded High | 14 | 19 | 18 | 19 | 18 | 17 | 16 | 15 | 11 | 21 | 13 | |
| Scenario Percentage | 67% | 83% | 82% | 79% | 78% | 74% | 73% | 75% | 65% | 84% | 72% | |
| Avg Max Increase | 8.89% | 8.03% | 9.29% | 7.48% | 11.40% | 14.75% | 14.27% | 12.31% | 12.74% | 8.96% | 7.59% | |
| Max Increase | 36.92% | 22.94% | 27.90% | 15.77% | 37.45% | 56.84% | 34.62% | 30.92% | 31.40% | 20.50% | 11.61% | |
| Avg Days To Max Increase | 18 | 19 | 21 | 17 | 14 | 16 | 15 | 16 | 19 | 13 | 9 | |
| Avg Max Decline | -2.32% | -1.93% | -1.73% | -2.15% | -2.36% | -2.09% | -1.91% | -1.92% | -4.56% | -1.76% | -1.33% | |
| Max Decline | -4.97% | -10.03% | -6.28% | -6.31% | -4.60% | -7.19% | -6.45% | -10.26% | -8.64% | -3.99% | -6.42% | |
| Avg Days to Max Decline | 13 | 12 | 7 | 13 | 15 | 7 | 5 | 9 | 9 | 9 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
