MRCI Online
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| ScenarioSM Study for July Soybean Oil(CBOT) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 19 | 25 | 22 | 19 | 22 | 30 | 23 | 27 | 19 | 19 | |
| Exceeded High | 17 | 16 | 18 | 17 | 15 | 18 | 27 | 21 | 22 | 13 | 14 | |
| Scenario Percentage | 81% | 84% | 72% | 77% | 79% | 82% | 90% | 91% | 81% | 68% | 74% | |
| Avg Max Increase | 7.57% | 10.85% | 10.14% | 10.45% | 14.21% | 13.17% | 10.18% | 11.84% | 11.18% | 15.74% | 9.20% | |
| Max Increase | 25.86% | 23.41% | 21.10% | 41.88% | 55.06% | 39.33% | 33.39% | 38.07% | 43.99% | 33.88% | 18.67% | |
| Avg Days To Max Increase | 15 | 18 | 18 | 15 | 20 | 14 | 16 | 16 | 14 | 12 | 8 | |
| Avg Max Decline | -1.32% | -3.02% | -1.17% | -2.68% | -2.19% | -2.07% | -2.55% | -2.29% | -2.18% | -3.23% | -0.90% | |
| Max Decline | -6.87% | -9.19% | -2.78% | -8.73% | -5.88% | -6.99% | -17.40% | -7.81% | -9.65% | -9.76% | -3.49% | |
| Avg Days to Max Decline | 5 | 6 | 5 | 10 | 10 | 8 | 7 | 8 | 4 | 4 | 2 | |
| 2013 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | No | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
