MRCI Online
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| ScenarioSM Study for August 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 20 | 25 | 19 | 23 | 25 | 25 | 21 | 21 | 22 | 18 | |
| Exceeded High | 16 | 17 | 16 | 15 | 19 | 21 | 18 | 14 | 17 | 16 | 5 | |
| Scenario Percentage | 70% | 85% | 64% | 79% | 83% | 84% | 72% | 67% | 81% | 73% | 28% | |
| Avg Max Increase | 10.00% | 7.69% | 6.21% | 8.75% | 8.86% | 9.61% | 10.00% | 14.25% | 16.28% | 13.66% | 11.18% | |
| Max Increase | 19.29% | 19.06% | 25.39% | 26.08% | 31.20% | 33.40% | 24.07% | 55.66% | 36.05% | 40.94% | 23.84% | |
| Avg Days To Max Increase | 16 | 20 | 16 | 17 | 16 | 17 | 17 | 16 | 15 | 12 | 10 | |
| Avg Max Decline | -1.89% | -2.27% | -1.61% | -2.07% | -1.51% | -1.41% | -1.77% | -1.61% | -1.82% | -0.82% | -0.98% | |
| Max Decline | -6.29% | -10.02% | -4.62% | -9.43% | -6.93% | -5.82% | -5.97% | -5.37% | -4.69% | -3.36% | -4.85% | |
| Avg Days to Max Decline | 7 | 8 | 9 | 11 | 6 | 5 | 12 | 4 | 7 | 2 | 4 | |
| 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.
