|
ScenarioSM Study for August Soybeans(CBOT) as of Oct 06, 2023 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 22 | 22 | 26 | 21 | 23 | 24 | 23 | 21 | 20 | 22 | 20 | |
Exceeded High | 16 | 18 | 18 | 17 | 20 | 20 | 17 | 15 | 16 | 16 | 7 | |
Scenario Percentage | 73% | 82% | 69% | 81% | 87% | 83% | 74% | 71% | 80% | 73% | 35% | |
Avg Max Increase | 9.82% | 8.24% | 6.78% | 9.11% | 8.43% | 7.88% | 9.99% | 11.50% | 15.40% | 12.02% | 9.07% | |
Max Increase | 19.29% | 22.69% | 25.39% | 26.55% | 31.20% | 16.79% | 24.07% | 55.66% | 36.05% | 40.94% | 23.84% | |
Avg Days To Max Increase | 17 | 21 | 17 | 16 | 15 | 17 | 16 | 15 | 16 | 12 | 10 | |
Avg Max Decline | -1.56% | -2.21% | -1.70% | -1.84% | -1.47% | -1.60% | -1.82% | -2.00% | -1.87% | -0.78% | -1.94% | |
Max Decline | -6.29% | -10.02% | -4.62% | -9.43% | -6.93% | -5.82% | -5.31% | -6.43% | -4.69% | -3.36% | -5.57% | |
Avg Days to Max Decline | 6 | 8 | 8 | 11 | 6 | 7 | 14 | 4 | 8 | 5 | 4 | |
2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | No | Yes | Not Yet |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |