MRCI Online
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| ScenarioSM Study for October Soybean Meal(CBOT) as of Dec 27, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 24 | 22 | 24 | 24 | 22 | 21 | 22 | 19 | 25 | 17 | |
| Exceeded High | 15 | 20 | 18 | 18 | 17 | 17 | 16 | 16 | 12 | 20 | 9 | |
| Scenario Percentage | 71% | 83% | 82% | 75% | 71% | 77% | 76% | 73% | 63% | 80% | 53% | |
| Avg Max Increase | 8.78% | 7.96% | 9.66% | 6.97% | 11.58% | 14.75% | 14.27% | 12.09% | 12.53% | 8.82% | 7.24% | |
| Max Increase | 36.92% | 22.94% | 27.90% | 15.77% | 37.45% | 56.84% | 34.62% | 30.92% | 31.40% | 20.50% | 11.61% | |
| Avg Days To Max Increase | 17 | 19 | 22 | 17 | 13 | 16 | 15 | 17 | 19 | 13 | 7 | |
| Avg Max Decline | -2.32% | -2.28% | -1.65% | -1.93% | -2.28% | -2.09% | -1.91% | -2.28% | -4.63% | -1.64% | -1.34% | |
| Max Decline | -4.97% | -10.03% | -6.28% | -5.31% | -4.60% | -7.19% | -6.45% | -10.26% | -8.64% | -3.99% | -6.42% | |
| Avg Days to Max Decline | 12 | 13 | 7 | 12 | 14 | 7 | 5 | 9 | 8 | 8 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | No | No | No | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
