MRCI Online
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| ScenarioSM Study for May Soybean Meal(CBOT) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 39 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 18 | 26 | 18 | 21 | 23 | 22 | 23 | 20 | 24 | 27 | |
| Exceeded High | 15 | 10 | 19 | 15 | 18 | 14 | 16 | 17 | 18 | 16 | 14 | |
| Scenario Percentage | 75% | 56% | 73% | 83% | 86% | 61% | 73% | 74% | 90% | 67% | 52% | |
| Avg Max Increase | 12.60% | 10.88% | 9.01% | 11.93% | 9.34% | 10.27% | 11.24% | 11.38% | 12.40% | 9.63% | 6.46% | |
| Max Increase | 37.18% | 23.73% | 31.71% | 22.51% | 40.91% | 46.01% | 47.72% | 31.15% | 36.71% | 24.11% | 21.87% | |
| Avg Days To Max Increase | 13 | 13 | 16 | 15 | 17 | 16 | 21 | 20 | 19 | 12 | 8 | |
| Avg Max Decline | -0.84% | -1.96% | -1.03% | -2.15% | -2.60% | -1.51% | -2.43% | -2.16% | -3.41% | -1.50% | -1.01% | |
| Max Decline | -11.10% | -12.10% | -3.43% | -6.65% | -9.93% | -5.80% | -9.58% | -8.08% | -19.93% | -5.37% | -3.34% | |
| Avg Days to Max Decline | 4 | 6 | 7 | 6 | 9 | 4 | 9 | 7 | 11 | 8 | 2 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | 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.
