MRCI Online
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| ScenarioSM Study for August Soybean Oil(CBOT) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 38 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 16 | 26 | 22 | 21 | 25 | 30 | 25 | 27 | 20 | 19 | 21 | |
| Exceeded High | 13 | 19 | 17 | 18 | 20 | 27 | 22 | 20 | 15 | 15 | 9 | |
| Scenario Percentage | 81% | 73% | 77% | 86% | 80% | 90% | 88% | 74% | 75% | 79% | 43% | |
| Avg Max Increase | 10.30% | 9.53% | 10.22% | 12.25% | 12.05% | 9.99% | 11.97% | 12.34% | 22.83% | 20.05% | 10.82% | |
| Max Increase | 22.69% | 19.05% | 41.11% | 52.91% | 38.42% | 32.20% | 38.21% | 44.01% | 74.39% | 59.87% | 28.03% | |
| Avg Days To Max Increase | 20 | 18 | 16 | 18 | 14 | 16 | 15 | 14 | 18 | 15 | 9 | |
| Avg Max Decline | -2.16% | -1.40% | -2.32% | -1.99% | -1.75% | -2.31% | -1.78% | -2.11% | -3.24% | -0.96% | -1.07% | |
| Max Decline | -8.77% | -6.54% | -8.55% | -5.74% | -6.83% | -16.60% | -7.63% | -7.97% | -8.97% | -3.76% | -6.24% | |
| Avg Days to Max Decline | 6 | 4 | 9 | 12 | 6 | 7 | 8 | 5 | 5 | 3 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
