MRCI Online
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| ScenarioSM Study for October Soybean Meal(CBOT) as of Dec 06, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 22 | 23 | 21 | 23 | 25 | 23 | 21 | 21 | 19 | 25 | 17 | |
| Exceeded High | 15 | 19 | 17 | 18 | 18 | 18 | 15 | 16 | 12 | 20 | 12 | |
| Scenario Percentage | 68% | 83% | 81% | 78% | 72% | 78% | 71% | 76% | 63% | 80% | 71% | |
| Avg Max Increase | 8.78% | 7.98% | 9.95% | 6.97% | 11.56% | 14.39% | 14.09% | 12.09% | 12.53% | 9.05% | 7.52% | |
| 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 | 17 | 18 | 22 | 17 | 13 | 15 | 14 | 17 | 19 | 13 | 9 | |
| Avg Max Decline | -2.32% | -2.35% | -1.69% | -1.93% | -2.33% | -2.06% | -1.97% | -2.28% | -4.63% | -1.70% | -1.48% | |
| Max Decline | -4.97% | -10.03% | -6.28% | -5.31% | -4.60% | -7.19% | -6.45% | -10.26% | -8.64% | -3.99% | -6.42% | |
| Avg Days to Max Decline | 12 | 14 | 8 | 12 | 13 | 6 | 6 | 9 | 8 | 9 | 3 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | Yes | No | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
