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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 May 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 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   15 26 22 19 23 31 27 27 20 19 18
Exceeded High   12 17 17 15 19 29 23 21 15 13 7
Scenario Percentage   80% 65% 77% 79% 83% 94% 85% 78% 75% 68% 39%
Avg Max Increase   9.58% 9.80% 10.35% 12.81% 12.40% 9.42% 11.57% 12.29% 21.00% 20.73% 12.16%
Max Increase   22.69% 19.05% 41.11% 52.91% 38.42% 32.20% 38.21% 44.01% 74.39% 59.87% 28.03%
Avg Days To Max Increase   20 18 16 18 15 15 16 13 17 14 9
Avg Max Decline   -2.25% -1.67% -2.29% -2.27% -1.85% -2.08% -1.82% -2.04% -3.11% -0.88% -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   7 5 9 12 7 6 8 5 5 2 2
2017 Contract Condition   Yes Yes Yes                
Action   Yes Yes 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 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   26 17 21 23 22 14 18 18 25 26 27
Penetrated Low   21 14 17 20 9 10 15 17 22 24 18
Scenario Percentage   81% 82% 81% 87% 41% 71% 83% 94% 88% 92% 67%
Avg Max Decline   7.49% 7.72% 7.37% 6.60% 9.76% 5.41% 6.14% 7.92% 10.06% 10.44% 4.92%
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 19 18 10 13 17 19 24 11 9
Avg Max Increase   -2.24% -4.34% -2.96% -3.04% -2.34% -2.19% -3.47% -2.10% -2.78% -3.11% -1.25%
Max Increase   -7.95% -14.59% -8.14% -11.96% -6.26% -4.44% -8.02% -5.96% -8.26% -13.98% -5.36%
Avg Days to Max Increase   7 12 10 12 6 6 15 9 11 7 2
2017 Contract Condition         Yes Yes Yes Yes Yes Yes    
Action         Yes Yes Yes Yes Not Yet Not Yet    
High 35.25 34.97 36.95 37.87 38.55 37.22 35.51 35.14 32.64 33.54    
Low 31.15 32.63 33.44 34.39 34.95 33.94 32.73 31.68 31.23 31.26    
Close/Last 33.46 34.23 35.85 37.34 35.07 34.44 34.28 32.17 31.81 31.47    

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Newsflash

In 2005 Wheat was trading at a subdued $3.00/bushel. Three years later, the CBOT's soft red had more than quadrupled to $13.00 --- while hard red spring traded in Minneapolis soared to an astonishing $24.00! Now as winter wheat prepares to emerge and spring wheat will soon be planted, all three classes of wheat trade mostly between $4.50 and $5.00.

Look back to 1970: http://www.mrci.com/pdf/w.pdf

Historically Successful Trading Strategies Are Now Available: http://goo.gl/pIYYIg