MRCI Online
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| ScenarioSM Study for July Soybeans(CBOT) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 24 | 22 | 25 | 19 | 23 | 25 | 25 | 24 | 20 | 23 | |
| Exceeded High | 18 | 15 | 19 | 16 | 14 | 19 | 21 | 19 | 16 | 17 | 18 | |
| Scenario Percentage | 82% | 63% | 86% | 64% | 74% | 83% | 84% | 76% | 67% | 85% | 78% | |
| Avg Max Increase | 8.94% | 11.09% | 7.46% | 6.39% | 9.43% | 9.11% | 10.07% | 10.26% | 14.26% | 15.32% | 8.35% | |
| Max Increase | 27.34% | 20.42% | 21.20% | 24.23% | 23.64% | 30.26% | 35.97% | 26.33% | 57.41% | 37.78% | 15.90% | |
| Avg Days To Max Increase | 15 | 17 | 20 | 16 | 17 | 17 | 15 | 17 | 19 | 11 | 8 | |
| Avg Max Decline | -0.86% | -2.06% | -2.74% | -1.80% | -2.54% | -1.82% | -1.49% | -1.88% | -2.51% | -1.77% | -0.44% | |
| Max Decline | -3.69% | -5.58% | -10.49% | -4.68% | -9.44% | -7.11% | -5.31% | -6.33% | -12.49% | -4.60% | -1.68% | |
| Avg Days to Max Decline | 5 | 6 | 7 | 9 | 12 | 7 | 5 | 12 | 5 | 8 | 1 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | 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.
