MRCI Online
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| ScenarioSM Study for December Soybean Meal(CBOT) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 24 | 25 | 22 | 23 | 24 | 21 | 17 | 27 | 19 | 24 | 25 | |
| Exceeded High | 20 | 18 | 18 | 19 | 19 | 16 | 11 | 24 | 16 | 16 | 10 | |
| Scenario Percentage | 83% | 72% | 82% | 83% | 79% | 76% | 65% | 89% | 84% | 67% | 40% | |
| Avg Max Increase | 7.77% | 7.02% | 10.81% | 16.15% | 14.37% | 12.44% | 12.15% | 11.19% | 14.59% | 9.57% | 7.54% | |
| Max Increase | 25.95% | 14.06% | 36.01% | 52.81% | 33.54% | 30.45% | 29.58% | 39.86% | 31.35% | 22.70% | 14.09% | |
| Avg Days To Max Increase | 19 | 18 | 15 | 15 | 15 | 15 | 18 | 16 | 15 | 12 | 9 | |
| Avg Max Decline | -2.02% | -2.14% | -2.61% | -2.12% | -1.99% | -1.77% | -4.65% | -2.04% | -2.06% | -2.26% | -0.77% | |
| Max Decline | -7.74% | -6.87% | -7.95% | -7.71% | -6.58% | -10.98% | -8.86% | -15.85% | -7.84% | -7.05% | -3.44% | |
| Avg Days to Max Decline | 9 | 12 | 15 | 7 | 6 | 7 | 10 | 8 | 7 | 6 | 1 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
