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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August 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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   41 43 44 45 45 45 45 45 45 45 45
Closed Higher   16 26 21 18 23 30 26 27 21 20 19
Exceeded High   13 17 16 15 18 28 22 21 16 14 7
Scenario Percentage   81% 65% 76% 83% 78% 93% 85% 78% 76% 70% 37%
Avg Max Increase   10.30% 9.30% 10.44% 12.81% 12.51% 9.31% 11.97% 12.29% 21.77% 20.56% 11.58%
Max Increase   22.69% 19.05% 41.11% 52.91% 38.42% 32.20% 38.21% 44.01% 74.39% 59.87% 25.43%
Avg Days To Max Increase   20 19 16 18 14 15 15 13 17 15 8
Avg Max Decline   -2.16% -1.47% -2.43% -2.27% -1.78% -2.03% -1.78% -2.04% -3.07% -0.83% -1.28%
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 10 12 6 6 8 5 5 2 2
2015 Contract Condition     Yes       Yes   Yes Yes Yes  
Action     No       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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   41 43 44 45 45 45 45 45 45 45 45
Closed Lower   25 17 22 24 22 15 19 18 24 25 26
Penetrated Low   21 14 18 20 9 11 16 16 21 22 18
Scenario Percentage   84% 82% 82% 83% 41% 73% 84% 89% 88% 88% 69%
Avg Max Decline   7.49% 7.72% 7.19% 6.60% 9.76% 5.95% 6.30% 7.97% 10.14% 10.70% 4.62%
Max Decline   30.98% 18.53% 23.96% 29.01% 22.01% 15.88% 15.14% 14.69% 20.80% 24.20% 14.52%
Avg Days To Max Decline   17 21 18 18 10 14 17 19 24 11 8
Avg Max Increase   -2.24% -4.34% -2.87% -3.04% -2.34% -2.11% -3.19% -2.10% -2.68% -2.70% -1.25%
Max Increase   -7.95% -14.59% -8.14% -11.96% -6.26% -4.44% -8.02% -5.96% -8.26% -7.91% -5.36%
Avg Days to Max Increase   7 12 10 12 6 7 14 9 11 7 2
2015 Contract Condition   Yes   Yes Yes Yes   Yes       Yes
Action   Yes   Yes Yes No   No       Yes
High 37.20 34.69 35.71 35.70 33.79 34.31 33.23 33.51 32.52 33.90 35.31 33.71
Low 33.31 32.67 32.66 32.82 31.97 29.89 30.49 30.16 30.70 31.53 32.25 29.89
Close/Last 33.33 33.16 35.70 32.82 32.57 30.52 33.11 30.70 31.72 33.35 33.65 29.98

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