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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Rough Rice(CBOT) as of Dec 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   22 25 29 29 30 31 31 31 31 31 31
Closed Higher   13 10 11 15 11 16 13 17 13 15 9
Exceeded High   8 8 6 12 9 13 8 12 10 8 5
Scenario Percentage   62% 80% 55% 80% 82% 81% 62% 71% 77% 53% 56%
Avg Max Increase   4.43% 6.47% 8.60% 13.74% 18.03% 13.68% 8.58% 9.92% 12.84% 8.27% 7.84%
Max Increase   10.44% 11.03% 18.05% 70.33% 85.48% 73.40% 19.52% 32.41% 24.77% 31.92% 13.50%
Avg Days To Max Increase   17 22 12 19 19 10 9 17 15 12 10
Avg Max Decline   -2.36% -3.54% -1.06% -2.91% -2.61% -1.11% -1.86% -2.41% -2.14% -1.28% -0.33%
Max Decline   -6.35% -11.48% -3.65% -8.48% -6.86% -5.30% -6.17% -10.08% -6.22% -4.51% -1.77%
Avg Days to Max Decline   7 18 7 13 8 7 4 7 4 7 4
2018 Contract Condition     Yes Yes Yes Yes     Yes      
Action     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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   22 25 29 29 30 31 31 31 31 31 31
Closed Lower   9 14 17 14 19 15 17 14 18 16 22
Penetrated Low   7 10 13 12 12 13 12 13 15 15 11
Scenario Percentage   78% 71% 76% 86% 63% 87% 71% 93% 83% 94% 50%
Avg Max Decline   10.01% 9.39% 8.10% 8.45% 8.55% 9.85% 7.46% 7.51% 10.44% 8.91% 6.05%
Max Decline   19.64% 20.02% 21.54% 22.30% 16.23% 31.89% 16.45% 14.32% 24.11% 19.90% 10.18%
Avg Days To Max Decline   16 14 19 21 20 17 14 22 19 13 10
Avg Max Increase   -0.41% -1.96% -2.06% -3.44% -2.26% -1.76% -2.43% -3.03% -2.90% -2.44% -0.90%
Max Increase   -3.24% -6.75% -11.61% -12.23% -6.70% -7.34% -8.11% -16.02% -10.15% -12.83% -3.89%
Avg Days to Max Increase   11 9 7 10 9 5 6 9 8 8 3
2018 Contract Condition   Yes         Yes Yes   Yes    
Action   No         Yes Yes        
High 10.87 11.20 11.89 12.52 12.98 13.22 13.35 12.80 12.86 12.83    
Low 10.42 10.28 10.48 11.79 12.10 12.63 12.23 11.81 11.61 12.00    
Close/Last 10.85 10.28 11.85 12.35 12.82 13.20 12.45 11.87 12.83 12.00    

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Newsflash

In 2005 Wheat was trading at a subdued $3.00/bushel. Three years later, the CBOT's soft red had more than quadrupled to $13.00 --- while hard red spring traded in Minneapolis soared to an astonishing $24.00! Now as winter wheat prepares to emerge and spring wheat will soon be planted, all three classes of wheat trade mostly between $4.50 and $5.00.

Look back to 1970: http://www.mrci.com/pdf/w.pdf

Historically Successful Trading Strategies Are Now Available: http://goo.gl/pIYYIg