MRCI Online
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| ScenarioSM Study for December Soybean Meal(CBOT) as of Jun 23, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 24 | 22 | 22 | 21 | 18 | 26 | 18 | 24 | 24 | |
| Exceeded High | 19 | 18 | 19 | 18 | 17 | 16 | 12 | 23 | 15 | 16 | 10 | |
| Scenario Percentage | 83% | 72% | 79% | 82% | 77% | 76% | 67% | 88% | 83% | 67% | 42% | |
| Avg Max Increase | 8.30% | 7.37% | 10.66% | 14.52% | 13.73% | 12.04% | 11.64% | 11.16% | 13.86% | 9.79% | 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 | 20 | 19 | 15 | 15 | 16 | 17 | 19 | 16 | 15 | 12 | 9 | |
| Avg Max Decline | -2.10% | -1.94% | -2.60% | -2.06% | -2.13% | -2.15% | -4.72% | -2.10% | -2.07% | -2.25% | -0.83% | |
| Max Decline | -7.74% | -5.44% | -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 | 9 | 8 | 6 | 6 | 1 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
