MRCI Online
|
| ScenarioSM Study for September Soybeans(CBOT) as of Dec 07, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 26 | 23 | 23 | 26 | 25 | 22 | 20 | 20 | 19 | 22 | |
| Exceeded High | 17 | 18 | 18 | 21 | 21 | 19 | 16 | 16 | 14 | 11 | 13 | |
| Scenario Percentage | 81% | 69% | 78% | 91% | 81% | 76% | 73% | 80% | 70% | 58% | 59% | |
| Avg Max Increase | 8.10% | 6.06% | 8.23% | 7.57% | 7.35% | 9.50% | 13.10% | 14.06% | 13.63% | 11.23% | 5.00% | |
| Max Increase | 17.59% | 27.24% | 24.01% | 23.73% | 15.69% | 23.39% | 51.72% | 32.47% | 53.39% | 35.50% | 9.08% | |
| Avg Days To Max Increase | 22 | 14 | 18 | 16 | 18 | 18 | 19 | 14 | 15 | 14 | 8 | |
| Avg Max Decline | -1.89% | -1.38% | -1.83% | -1.27% | -1.61% | -2.14% | -2.54% | -1.63% | -0.77% | -4.28% | -1.16% | |
| Max Decline | -5.12% | -3.80% | -9.46% | -6.46% | -5.78% | -5.66% | -10.71% | -4.75% | -5.98% | -8.05% | -3.34% | |
| Avg Days to Max Decline | 7 | 5 | 10 | 6 | 11 | 14 | 10 | 6 | 5 | 8 | 2 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | Yes | Not Yet | ||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
