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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for January Soybean Oil(CBOT) as of Oct 31, 2017
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   42 45 45 45 45 45 45 45 45 45 45
Closed Higher   28 28 28 22 20 18 22 19 24 25 15
Exceeded High   28 27 22 18 14 13 15 16 17 16 9
Scenario Percentage   100% 96% 79% 82% 70% 72% 68% 84% 71% 64% 60%
Avg Max Increase   7.12% 9.62% 13.37% 17.27% 24.05% 12.64% 8.85% 10.34% 10.34% 9.39% 6.18%
Max Increase   17.89% 35.80% 41.28% 76.18% 73.84% 53.60% 29.96% 22.12% 20.47% 26.54% 11.75%
Avg Days To Max Increase   16 17 17 15 15 18 17 20 15 9 6
Avg Max Decline   -1.09% -1.75% -1.86% -2.73% -1.43% -4.49% -1.83% -3.33% -1.75% -1.57% -0.82%
Max Decline   -5.62% -6.08% -7.76% -8.93% -5.39% -18.78% -7.29% -11.08% -5.26% -7.20% -6.09%
Avg Days to Max Decline   7 8 9 7 7 9 6 5 6 7 3
2018 Contract Condition   Yes       Yes Yes     Yes    
Action   Yes       Yes Yes     Not Yet    
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   42 45 45 45 45 45 45 45 45 45 45
Closed Lower   14 16 17 23 25 27 23 26 21 20 30
Penetrated Low   9 13 13 22 22 19 17 23 16 16 15
Scenario Percentage   64% 81% 76% 96% 88% 70% 74% 88% 76% 80% 50%
Avg Max Decline   5.22% 5.85% 9.31% 8.21% 10.16% 8.12% 9.56% 8.74% 8.76% 5.65% 2.89%
Max Decline   14.48% 13.42% 13.33% 18.81% 25.87% 26.56% 42.91% 32.78% 20.13% 14.41% 5.80%
Avg Days To Max Decline   14 18 21 23 18 16 16 16 19 10 5
Avg Max Increase   -2.14% -3.44% -1.66% -2.49% -2.43% -2.89% -2.87% -1.83% -4.98% -3.28% -0.53%
Max Increase   -4.32% -7.94% -4.38% -5.91% -13.28% -9.84% -13.90% -7.33% -19.53% -9.68% -1.22%
Avg Days to Max Increase   7 14 8 12 5 9 6 4 9 8 3
2018 Contract Condition     Yes Yes Yes     Yes Yes      
Action     Yes Yes Yes     Yes Yes      
High 36.64 35.42 35.46 33.04 33.99 33.98 35.70 35.61 36.20 35.28    
Low 33.95 33.22 32.16 31.84 31.78 31.67 32.65 33.09 32.83 32.47    
Close/Last 34.34 34.67 32.60 32.30 32.05 33.50 35.27 35.21 32.99 34.92    

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Newsflash

Crude oil, gasoline, heating oil, natural gas --- Buy 'em?  Sell 'em?  When?

From crude oil at an all-time high above $145/barrel --- collapsing down to $35. A run back up to almost $115, a three-year churn, and a plunge from $107 to barely $42 in only nine months. Sellers above $60 eventually drove prices down to barely $26! Major producers are trying to support prices, currently in a range of $40-55. Can seasonal influences be muted for long?

Know the seasonal trends with MRCI's new 2017 Energy Report! https://goo.gl/08atzl