MRCI Online
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| ScenarioSM Study for November Soybeans(CBOT) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 25 | 25 | 23 | 21 | 21 | 20 | 18 | 23 | 19 | 27 | |
| Exceeded High | 18 | 23 | 21 | 21 | 16 | 20 | 15 | 11 | 18 | 15 | 17 | |
| Scenario Percentage | 78% | 92% | 84% | 91% | 76% | 95% | 75% | 61% | 78% | 79% | 63% | |
| Avg Max Increase | 7.87% | 6.24% | 6.13% | 7.52% | 14.94% | 12.86% | 13.60% | 11.76% | 10.07% | 8.81% | 4.41% | |
| Max Increase | 28.07% | 21.06% | 11.12% | 25.93% | 46.60% | 31.40% | 53.92% | 33.40% | 36.42% | 20.62% | 9.76% | |
| Avg Days To Max Increase | 18 | 17 | 14 | 18 | 18 | 14 | 14 | 15 | 16 | 12 | 8 | |
| Avg Max Decline | -2.04% | -1.94% | -1.53% | -2.02% | -2.30% | -2.26% | -0.83% | -2.71% | -1.28% | -2.45% | -1.18% | |
| Max Decline | -8.74% | -7.68% | -5.65% | -6.24% | -9.87% | -6.79% | -5.64% | -6.44% | -4.33% | -6.99% | -4.83% | |
| Avg Days to Max Decline | 11 | 8 | 7 | 12 | 10 | 6 | 5 | 8 | 4 | 6 | 2 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
