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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for January Rough Rice(CBOT) as of Oct 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   22 26 29 30 30 30 30 31 31 31 31
Closed Higher   10 16 15 13 11 16 12 16 12 16 13
Exceeded High   9 13 10 10 7 13 9 13 7 13 9
Scenario Percentage   90% 81% 67% 77% 64% 81% 75% 81% 58% 81% 69%
Avg Max Increase   10.96% 9.20% 5.96% 6.67% 8.78% 14.25% 18.47% 14.04% 9.67% 8.88% 7.84%
Max Increase   29.36% 23.78% 17.68% 11.53% 19.56% 71.94% 87.52% 76.44% 21.38% 28.51% 20.65%
Avg Days To Max Increase   25 21 16 20 9 19 19 11 10 12 14
Avg Max Decline   -1.72% -0.52% -2.09% -3.32% -1.08% -3.23% -2.98% -1.57% -1.98% -2.79% -1.10%
Max Decline   -4.51% -3.08% -6.23% -11.37% -3.49% -7.47% -7.17% -5.41% -6.55% -9.88% -4.72%
Avg Days to Max Decline   10 9 6 15 6 13 8 7 4 7 3
2018 Contract Condition   Yes Yes   Yes Yes Yes Yes        
Action   Yes Yes   Yes 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   22 26 29 30 30 30 30 31 31 31 31
Closed Lower   12 10 14 17 19 14 18 15 19 15 18
Penetrated Low   11 8 10 14 14 12 12 13 13 13 7
Scenario Percentage   92% 80% 71% 82% 74% 86% 67% 87% 68% 87% 39%
Avg Max Decline   7.39% 9.56% 8.60% 8.30% 8.76% 9.10% 8.74% 10.03% 7.86% 5.85% 3.97%
Max Decline   22.37% 27.09% 19.79% 20.73% 22.74% 23.43% 15.87% 31.81% 16.43% 11.85% 5.97%
Avg Days To Max Decline   22 16 14 17 19 19 18 16 15 19 10
Avg Max Increase   -1.72% -2.36% -0.47% -1.99% -2.41% -3.94% -2.36% -1.86% -3.50% -1.65% -1.43%
Max Increase   -5.43% -6.12% -3.40% -6.89% -13.40% -13.47% -5.25% -8.00% -9.69% -5.96% -3.19%
Avg Days to Max Increase   10 8 13 6 9 9 8 5 9 7 3
2018 Contract Condition       Yes         Yes Yes    
Action       No         Yes Not Yet    
High 10.67 10.54 10.70 11.03 11.78 12.40 12.89 13.10 13.25 12.63    
Low 10.29 10.16 10.33 10.10 10.30 11.68 12.06 12.55 11.98 11.51    
Close/Last 10.29 10.36 10.69 10.11 11.74 12.20 12.72 13.07 12.28 11.60    

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Newsflash

MRCI Editor Jerry Toepke submitted an article to the fall edition of TraderPlanet Digital Journal, an online newsletter with a subscription list of over 300,000 traders.  Entitled "The Metal Fit for a King," it discussed the seasonal relationship of Platinum/Gold from November through March and included several highly reliable spread strategies.  This article is available nowhere else, but a link to the entire magazine is http://www.traderplanet.com/journal/issue/7/ and one to the article itself is http://www.traderplanet.com/journal/issue/7/page/19/.