MRCI Online
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| ScenarioSM Study for December 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 | 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 | 23 | 25 | 23 | 23 | 23 | 20 | 17 | 26 | 19 | 24 | 25 | |
| Exceeded High | 19 | 19 | 19 | 19 | 18 | 15 | 11 | 23 | 16 | 16 | 10 | |
| Scenario Percentage | 83% | 76% | 83% | 83% | 78% | 75% | 65% | 88% | 84% | 67% | 40% | |
| Avg Max Increase | 7.91% | 7.20% | 10.66% | 14.25% | 13.30% | 12.35% | 12.15% | 11.16% | 14.59% | 10.10% | 8.09% | |
| Max Increase | 25.95% | 14.06% | 36.01% | 52.81% | 32.39% | 30.45% | 29.58% | 39.86% | 31.35% | 22.70% | 14.09% | |
| Avg Days To Max Increase | 19 | 19 | 15 | 15 | 15 | 16 | 18 | 16 | 15 | 12 | 9 | |
| Avg Max Decline | -2.17% | -2.20% | -2.60% | -2.18% | -2.06% | -1.78% | -4.65% | -2.10% | -2.06% | -1.89% | -0.83% | |
| Max Decline | -7.74% | -6.87% | -7.95% | -7.71% | -6.58% | -10.98% | -8.86% | -15.85% | -7.84% | -6.35% | -3.44% | |
| Avg Days to Max Decline | 8 | 12 | 14 | 7 | 7 | 8 | 10 | 8 | 7 | 5 | 1 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | 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.
