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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Wheat(KCBT) as of Sep 30, 2017
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   34 39 39 40 41 41 41 41 41 41 41
Closed Higher   18 17 17 18 19 14 19 18 25 23 20
Exceeded High   12 9 15 13 12 8 14 11 22 14 11
Scenario Percentage   67% 53% 88% 72% 63% 57% 74% 61% 88% 61% 55%
Avg Max Increase   10.75% 14.58% 10.11% 14.11% 16.29% 19.66% 14.43% 11.74% 7.11% 8.01% 4.17%
Max Increase   36.74% 37.67% 34.95% 40.64% 35.83% 63.13% 47.21% 30.80% 18.11% 16.18% 9.92%
Avg Days To Max Increase   19 16 14 14 17 16 22 14 16 8 6
Avg Max Decline   -1.46% -3.02% -2.92% -1.98% -1.97% -1.84% -2.66% -1.14% -1.61% -3.09% -0.85%
Max Decline   -4.43% -9.63% -6.36% -9.64% -6.20% -6.87% -8.20% -5.43% -4.45% -11.19% -1.87%
Avg Days to Max Decline   8 12 13 4 6 5 11 6 5 9 2
2017 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   34 39 39 40 41 41 41 41 41 41 41
Closed Lower   16 22 22 22 22 27 22 23 16 18 21
Penetrated Low   14 19 17 20 21 23 18 15 13 13 14
Scenario Percentage   88% 86% 77% 91% 95% 85% 82% 65% 81% 72% 67%
Avg Max Decline   6.57% 5.50% 6.19% 6.58% 8.80% 8.49% 8.80% 8.42% 8.31% 8.02% 5.83%
Max Decline   12.15% 14.83% 18.60% 22.51% 19.95% 20.10% 21.33% 36.72% 25.42% 15.75% 15.97%
Avg Days To Max Decline   19 18 18 19 20 16 16 17 16 14 9
Avg Max Increase   -1.92% -2.98% -2.47% -3.43% -3.22% -2.14% -3.22% -1.51% -1.94% -2.56% -0.82%
Max Increase   -5.80% -13.04% -6.90% -23.37% -19.82% -7.08% -16.86% -6.08% -6.85% -8.90% -2.24%
Avg Days to Max Increase   10 15 12 10 10 7 7 4 7 5 2
2017 Contract Condition       Yes   Yes   Yes Yes   Yes  
Action       Yes   No   Yes Not Yet      
High 476.75 511.50 531.00 522.00 485.00 509.00 554.75 602.00 506.25 460.25 443.50  
Low 459.50 468.75 485.75 468.00 453.75 463.00 467.75 499.25 420.00 426.00 432.75  
Close/Last 473.25 490.00 508.50 473.25 477.00 475.25 554.25 502.00 436.25 442.75 439.25  

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Newsflash

Will the stock market continue its tradition of rallying into the new year?  Will there be another "Santa Claus rally?"

After a frightening decline after Brexit and another overnight in an initial response to Donald Trump's election upset, several US stock indices returned toward their all-time highs --- although some international markets are lagging.  Does that provide incredible opportunity?  But which way and when?

MRCI's  Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russe ll 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.