MRCI Online
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| ScenarioSM Study for July Soybean Oil(CBOT) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 17 | 25 | 22 | 18 | 20 | 31 | 24 | 27 | 19 | 20 | |
| Exceeded High | 16 | 14 | 16 | 17 | 13 | 17 | 29 | 22 | 22 | 13 | 13 | |
| Scenario Percentage | 76% | 82% | 64% | 77% | 72% | 85% | 94% | 92% | 81% | 68% | 65% | |
| Avg Max Increase | 7.08% | 9.32% | 10.56% | 10.61% | 14.35% | 13.48% | 9.57% | 11.43% | 11.61% | 15.02% | 10.38% | |
| Max Increase | 25.86% | 22.72% | 21.10% | 41.88% | 55.06% | 39.33% | 33.39% | 38.07% | 43.99% | 33.88% | 21.07% | |
| Avg Days To Max Increase | 14 | 18 | 18 | 15 | 20 | 16 | 15 | 16 | 14 | 12 | 9 | |
| Avg Max Decline | -1.33% | -3.17% | -1.31% | -2.66% | -2.36% | -2.24% | -2.31% | -2.32% | -2.21% | -3.44% | -0.96% | |
| Max Decline | -6.87% | -9.19% | -4.94% | -8.73% | -5.88% | -6.99% | -17.40% | -7.81% | -9.65% | -9.76% | -3.49% | |
| Avg Days to Max Decline | 6 | 6 | 6 | 10 | 10 | 10 | 7 | 9 | 4 | 5 | 2 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
