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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for May Cotton(ICE) as of Feb 28, 2017
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   44 44 44 45 45 45 45 45 45 45 45
Closed Higher   19 20 19 18 23 20 32 22 27 24 26
Exceeded High   14 15 13 15 15 17 27 17 25 15 14
Scenario Percentage   74% 75% 68% 83% 65% 85% 84% 77% 93% 63% 54%
Avg Max Increase   9.61% 11.29% 13.00% 10.93% 8.10% 11.09% 10.50% 11.47% 10.03% 10.15% 2.88%
Max Increase   52.50% 42.15% 44.70% 47.39% 25.88% 25.51% 51.83% 34.64% 36.94% 27.61% 9.74%
Avg Days To Max Increase   17 21 16 20 16 23 20 15 21 13 5
Avg Max Decline   -1.87% -1.64% -2.94% -2.69% -2.02% -1.88% -2.74% -3.27% -3.06% -2.38% -0.71%
Max Decline   -9.69% -5.81% -13.33% -9.66% -8.93% -6.54% -11.48% -9.28% -11.07% -7.60% -2.48%
Avg Days to Max Decline   8 6 7 11 6 5 14 10 11 7 1
2017 Contract Condition   Yes Yes   Yes Yes Yes   Yes Yes    
Action   Yes Yes   Yes 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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   44 44 44 45 45 45 45 45 45 45 45
Closed Lower   24 24 25 27 22 25 12 23 18 21 19
Penetrated Low   18 20 16 22 16 17 10 18 16 16 9
Scenario Percentage   75% 83% 64% 81% 73% 68% 83% 78% 89% 76% 47%
Avg Max Decline   8.74% 7.07% 8.90% 8.18% 7.02% 6.43% 8.51% 7.53% 7.72% 6.62% 5.31%
Max Decline   19.46% 24.24% 34.92% 36.84% 20.01% 14.18% 19.01% 26.28% 18.50% 15.08% 13.97%
Avg Days To Max Decline   14 17 21 18 15 19 21 16 19 10 6
Avg Max Increase   -1.90% -1.39% -2.10% -2.90% -1.87% -1.86% -1.60% -2.89% -3.53% -3.31% -0.81%
Max Increase   -10.38% -6.93% -5.87% -6.20% -6.18% -4.69% -8.98% -9.54% -12.01% -13.86% -1.95%
Avg Days to Max Increase   10 5 12 14 5 10 13 11 10 10 2
2017 Contract Condition       Yes       Yes        
Action       No       No        
High 64.55 67.24 74.74 77.28 72.67 72.32 73.32 72.57 75.82 78.45    
Low 61.08 63.25 64.87 66.00 66.00 67.74 68.90 69.74 71.55 75.05    
Close/Last 64.13 64.94 73.71 66.10 68.98 69.85 72.06 71.02 75.60 76.34    

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Newsflash

For example...

Did you know that July Lean Hogs have closed higher on March 1st than on January 27th in 14 of the last 15 years?
See the facts: http://bit.ly/2iBaFU2

More historical LEAN HOG Facts are available in MRCI'S LEAN HOG/CATTLE-HOG Report! http://bit.ly/2jHG4B9

If you have ANY questions on this historical trading strategy, please just let us know - we are happy to help. (541) 933-5340!