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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September Soybean Oil(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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   28 22 22 24 27 23 23 19 22 19 22
Exceeded High   20 16 18 19 25 19 18 14 14 12 10
Scenario Percentage   71% 73% 82% 79% 93% 83% 78% 74% 64% 63% 45%
Avg Max Increase   9.34% 8.93% 10.82% 9.68% 8.24% 11.79% 11.04% 13.15% 16.04% 11.09% 4.85%
Max Increase   18.48% 22.21% 35.68% 31.77% 21.97% 34.86% 43.95% 32.35% 81.17% 59.11% 11.21%
Avg Days To Max Increase   18 13 17 14 16 16 12 16 19 14 8
Avg Max Decline   -1.40% -1.83% -1.52% -1.77% -1.67% -1.58% -1.27% -2.03% -1.35% -3.67% -1.92%
Max Decline   -6.64% -8.22% -5.70% -6.71% -5.99% -4.32% -4.26% -5.72% -3.37% -10.83% -6.01%
Avg Days to Max Decline   6 6 9 8 8 8 3 7 11 6 2
2023 Contract Condition   Yes Yes             Yes Yes Yes
Action   Yes No             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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   16 22 23 21 18 22 22 26 23 26 23
Penetrated Low   14 18 19 13 14 18 19 22 22 20 13
Scenario Percentage   88% 82% 83% 62% 78% 82% 86% 85% 96% 77% 57%
Avg Max Decline   5.54% 5.28% 5.12% 8.03% 7.24% 6.06% 7.83% 10.07% 10.54% 6.82% 4.21%
Max Decline   16.83% 13.89% 22.76% 18.92% 15.51% 18.51% 15.07% 26.81% 20.36% 19.67% 11.99%
Avg Days To Max Decline   20 17 17 12 17 16 20 23 15 10 10
Avg Max Increase   -3.35% -2.92% -2.75% -2.73% -2.39% -3.21% -2.83% -2.88% -3.01% -1.61% -0.77%
Max Increase   -9.41% -14.57% -8.04% -8.43% -4.42% -7.95% -8.94% -6.86% -13.63% -9.20% -4.87%
Avg Days to Max Increase   13 11 10 7 7 13 9 12 7 4 3
2023 Contract Condition       Yes Yes Yes Yes Yes Yes      
Action       No Yes Yes Yes Yes No      
High 62.07 62.83 67.51 65.47 63.35 61.73 60.46 56.47 54.28 60.20 69.12 69.48
Low 56.38 57.28 62.56 57.53 59.25 58.24 50.88 50.07 44.64 46.24 60.11 62.11
Close/Last 57.06 62.69 65.49 62.47 61.40 58.53 54.78 51.06 46.25 60.20 63.11 65.52

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