MRCI Online
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| ScenarioSM Study for September Soybeans(CBOT) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 18 | 24 | 23 | 22 | 26 | 26 | 24 | 22 | 21 | 18 | 22 | |
| Exceeded High | 15 | 16 | 18 | 20 | 22 | 19 | 16 | 18 | 17 | 11 | 13 | |
| Scenario Percentage | 83% | 67% | 78% | 91% | 85% | 73% | 67% | 82% | 81% | 61% | 59% | |
| Avg Max Increase | 7.64% | 6.84% | 8.85% | 8.74% | 8.52% | 9.47% | 19.26% | 18.43% | 17.25% | 10.09% | 5.36% | |
| Max Increase | 17.59% | 27.24% | 31.20% | 24.92% | 19.61% | 23.39% | 72.72% | 63.92% | 57.58% | 35.50% | 12.43% | |
| Avg Days To Max Increase | 22 | 17 | 20 | 18 | 18 | 18 | 21 | 15 | 13 | 13 | 8 | |
| Avg Max Decline | -2.09% | -1.53% | -2.12% | -1.46% | -1.60% | -1.76% | -2.06% | -3.15% | -2.64% | -3.65% | -1.12% | |
| Max Decline | -5.12% | -3.61% | -9.46% | -6.46% | -8.16% | -5.66% | -10.71% | -27.40% | -30.23% | -8.05% | -3.34% | |
| Avg Days to Max Decline | 7 | 6 | 10 | 6 | 9 | 14 | 8 | 8 | 4 | 7 | 2 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | No | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
