MRCI Online
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| ScenarioSM Study for July Soybeans(CBOT) as of Sep 16, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 24 | 23 | 26 | 21 | 23 | 26 | 24 | 24 | 19 | 22 | |
| Exceeded High | 18 | 16 | 19 | 17 | 16 | 20 | 21 | 19 | 17 | 16 | 17 | |
| Scenario Percentage | 82% | 67% | 83% | 65% | 76% | 87% | 81% | 79% | 71% | 84% | 77% | |
| Avg Max Increase | 8.88% | 11.20% | 8.61% | 7.29% | 9.90% | 8.67% | 8.98% | 10.16% | 11.95% | 14.57% | 7.63% | |
| Max Increase | 27.34% | 20.42% | 25.38% | 24.23% | 28.49% | 30.26% | 26.50% | 26.33% | 57.41% | 37.78% | 15.90% | |
| Avg Days To Max Increase | 16 | 19 | 20 | 16 | 16 | 17 | 15 | 17 | 18 | 12 | 8 | |
| Avg Max Decline | -0.89% | -1.93% | -2.30% | -1.83% | -2.19% | -1.78% | -1.58% | -2.17% | -2.80% | -1.82% | -0.33% | |
| Max Decline | -3.69% | -5.58% | -10.49% | -4.68% | -9.44% | -7.11% | -5.31% | -6.33% | -12.49% | -4.60% | -1.66% | |
| Avg Days to Max Decline | 5 | 6 | 6 | 8 | 12 | 7 | 7 | 12 | 5 | 8 | 1 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
