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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Soybean Oil(CBOT) as of Jan 01, 2016
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   43 45 45 45 45 45 45 45 45 45 45
Closed Higher   25 22 21 20 21 19 23 21 14 18 28
Exceeded High   19 18 16 15 16 16 15 15 10 13 19
Scenario Percentage   76% 82% 76% 75% 76% 84% 65% 71% 71% 72% 68%
Avg Max Increase   12.07% 17.84% 21.91% 11.98% 7.75% 10.54% 9.68% 12.31% 18.41% 15.74% 6.45%
Max Increase   39.42% 76.66% 69.44% 51.45% 28.43% 22.17% 18.98% 53.06% 79.61% 43.40% 23.04%
Avg Days To Max Increase   20 15 15 17 15 20 17 14 19 10 7
Avg Max Decline   -2.05% -2.83% -1.21% -4.42% -1.39% -3.14% -1.61% -2.56% -2.88% -1.53% -0.67%
Max Decline   -6.63% -8.92% -3.74% -18.49% -7.25% -10.23% -4.45% -9.47% -6.21% -3.28% -3.60%
Avg Days to Max Decline   14 7 8 11 5 8 6 13 9 4 2
2015 Contract Condition   Yes   Yes     Yes Yes       Yes
Action   No   No     Yes No       Yes
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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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   43 45 45 45 45 45 45 45 45 45 45
Closed Lower   18 23 23 25 24 26 22 24 31 27 17
Penetrated Low   12 21 20 17 19 23 17 20 26 14 8
Scenario Percentage   67% 91% 87% 68% 79% 88% 77% 83% 84% 52% 47%
Avg Max Decline   9.06% 7.82% 9.71% 7.85% 8.90% 8.53% 8.58% 7.60% 6.92% 8.72% 3.40%
Max Decline   12.59% 18.57% 25.30% 26.20% 42.77% 32.62% 19.01% 22.84% 30.93% 24.16% 5.28%
Avg Days To Max Decline   21 23 18 16 18 16 18 16 16 10 6
Avg Max Increase   -1.76% -2.35% -2.54% -2.84% -3.29% -1.81% -4.42% -3.58% -3.15% -2.43% -1.80%
Max Increase   -4.58% -5.96% -12.50% -10.09% -13.21% -7.87% -17.82% -9.66% -13.99% -6.23% -3.86%
Avg Days to Max Increase   8 12 7 10 7 4 9 10 11 6 3
2015 Contract Condition     Yes   Yes Yes     Yes Yes Yes  
Action     Yes   Yes Yes     Yes Yes Not Yet  
High 43.73 43.25 42.06 41.61 39.68 36.81 34.36 35.39 35.25 33.62 34.00 32.91
Low 39.70 40.04 39.15 38.74 36.27 32.55 32.14 32.13 32.27 31.41 29.32 29.86
Close/Last 40.04 41.60 39.27 39.48 36.75 32.69 32.92 35.24 32.41 32.14 30.00 32.80

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