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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for October Soybean Oil(CBOT) as of Jul 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   42 44 45 45 45 45 45 45 45 45 45
Closed Higher   21 22 23 30 25 28 22 19 17 21 19
Exceeded High   15 17 20 28 23 22 17 12 12 12 8
Scenario Percentage   71% 77% 87% 93% 92% 79% 77% 63% 71% 57% 42%
Avg Max Increase   10.93% 11.87% 10.49% 7.99% 10.96% 13.90% 19.53% 27.33% 13.84% 8.36% 7.43%
Max Increase   33.13% 45.66% 34.75% 20.76% 43.93% 44.18% 78.88% 81.32% 55.19% 28.06% 26.45%
Avg Days To Max Increase   18 18 14 15 16 17 16 16 18 12 7
Avg Max Decline   -1.89% -1.58% -1.69% -1.34% -1.96% -2.15% -2.63% -0.93% -5.15% -1.47% -2.93%
Max Decline   -7.76% -5.76% -6.77% -5.94% -6.59% -8.19% -10.54% -3.24% -22.53% -4.93% -11.18%
Avg Days to Max Decline   8 7 9 6 8 9 6 5 9 3 2
2017 Contract Condition   Yes     Yes       Yes Yes    
Action   Yes     No       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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   42 44 45 45 45 45 45 45 45 45 45
Closed Lower   20 22 22 15 19 17 23 26 27 24 26
Penetrated Low   16 19 11 10 15 14 22 24 19 18 19
Scenario Percentage   80% 86% 50% 67% 79% 82% 96% 92% 70% 75% 73%
Avg Max Decline   5.51% 5.09% 7.39% 5.24% 6.01% 9.23% 9.01% 10.73% 9.00% 7.59% 4.71%
Max Decline   13.97% 22.44% 21.24% 15.33% 14.97% 15.40% 18.48% 27.81% 26.75% 32.49% 17.66%
Avg Days To Max Decline   15 17 10 14 19 22 23 18 17 9 6
Avg Max Increase   -2.28% -2.88% -2.36% -2.26% -3.82% -1.70% -2.39% -2.70% -4.22% -1.86% -0.74%
Max Increase   -6.93% -12.20% -7.61% -4.38% -10.88% -5.06% -6.33% -13.44% -24.88% -7.22% -2.58%
Avg Days to Max Increase   13 11 6 6 15 8 11 7 10 5 1
2017 Contract Condition     Yes Yes   Yes Yes Yes        
Action     Yes Yes   Yes Yes Yes        
High 36.68 37.49 37.91 36.85 35.36 35.15 32.75 33.70 33.71 35.40    
Low 33.33 34.20 34.45 33.82 32.86 31.85 31.42 31.48 31.30 32.27    
Close/Last 35.55 36.78 34.77 34.22 34.33 32.28 31.98 31.70 33.17 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