MRCI Online
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| ScenarioSM Study for November Soybeans(CBOT) as of Sep 30, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 24 | 25 | 24 | 22 | 21 | 19 | 21 | 19 | 22 | 17 | 26 | |
| Exceeded High | 19 | 24 | 20 | 20 | 16 | 19 | 15 | 12 | 16 | 13 | 17 | |
| Scenario Percentage | 79% | 96% | 83% | 91% | 76% | 100% | 71% | 63% | 73% | 76% | 65% | |
| Avg Max Increase | 8.63% | 6.64% | 6.12% | 7.76% | 12.91% | 12.08% | 13.18% | 11.01% | 9.65% | 8.53% | 4.76% | |
| Max Increase | 28.07% | 21.06% | 13.23% | 25.93% | 46.60% | 28.49% | 53.92% | 33.40% | 36.42% | 20.87% | 9.12% | |
| Avg Days To Max Increase | 18 | 17 | 14 | 17 | 17 | 14 | 15 | 14 | 16 | 11 | 9 | |
| Avg Max Decline | -1.92% | -1.86% | -1.66% | -1.94% | -2.43% | -2.26% | -0.90% | -3.13% | -1.30% | -2.46% | -1.11% | |
| Max Decline | -8.74% | -7.68% | -5.65% | -6.24% | -9.87% | -6.79% | -5.64% | -7.66% | -4.33% | -6.99% | -4.83% | |
| Avg Days to Max Decline | 11 | 8 | 8 | 12 | 11 | 6 | 5 | 8 | 4 | 5 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | No | Not Yet | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
