MRCI Online
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| ScenarioSM Study for September Soybeans(CBOT) as of Jan 06, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 25 | 24 | 21 | 19 | 21 | 20 | 21 | |
| Exceeded High | 17 | 19 | 18 | 21 | 20 | 18 | 15 | 16 | 15 | 11 | 13 | |
| Scenario Percentage | 81% | 73% | 78% | 91% | 80% | 75% | 71% | 84% | 71% | 55% | 62% | |
| Avg Max Increase | 7.84% | 5.88% | 8.23% | 7.57% | 6.94% | 9.32% | 13.14% | 14.06% | 13.38% | 11.23% | 5.00% | |
| Max Increase | 17.59% | 27.24% | 24.01% | 23.73% | 13.11% | 23.39% | 51.72% | 32.47% | 53.39% | 35.50% | 9.08% | |
| Avg Days To Max Increase | 23 | 15 | 18 | 16 | 18 | 17 | 18 | 14 | 16 | 14 | 8 | |
| Avg Max Decline | -1.92% | -1.44% | -1.83% | -1.27% | -1.73% | -2.07% | -2.59% | -1.63% | -0.82% | -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 | 8 | 5 | 10 | 6 | 11 | 14 | 11 | 6 | 5 | 8 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | Yes | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
