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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 Jan 21, 2022
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   26 29 33 33 34 35 35 35 35 35 35
Closed Higher   14 13 13 18 13 18 14 21 14 19 9
Exceeded High   9 11 8 14 11 14 8 15 11 10 5
Scenario Percentage   64% 85% 62% 78% 85% 78% 57% 71% 79% 53% 56%
Avg Max Increase   4.01% 6.40% 8.04% 12.25% 15.12% 12.81% 8.58% 9.04% 12.07% 6.91% 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   15 21 16 18 17 10 9 17 15 11 10
Avg Max Decline   -2.21% -2.58% -1.39% -3.07% -2.43% -1.01% -1.86% -2.26% -2.24% -1.24% -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 16 7 13 9 6 4 8 5 6 4
2021 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   26 29 33 33 34 35 35 35 35 35 35
Closed Lower   12 15 19 15 21 17 20 14 21 16 26
Penetrated Low   7 11 14 12 13 14 15 13 17 15 12
Scenario Percentage   58% 73% 74% 80% 62% 82% 75% 93% 81% 94% 46%
Avg Max Decline   10.01% 9.54% 7.85% 8.45% 8.63% 9.63% 6.40% 7.51% 9.72% 8.97% 6.01%
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 20 21 20 17 15 22 18 13 9
Avg Max Increase   -0.41% -1.75% -1.93% -3.44% -2.17% -1.83% -2.14% -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 7 9 8 8 3
2021 Contract Condition   Yes   Yes Yes     Yes   Yes   Yes
Action   No   Yes No     Yes   No   Not Yet
High 12.09 12.35 12.38 12.56 12.27 12.80 12.88 13.00 12.84 12.81 13.50 13.48
Low 11.70 11.94 11.96 12.15 11.69 11.91 12.39 12.50 12.38 12.30 12.50 12.61
Close/Last 12.06 11.98 12.38 12.25 11.96 12.64 12.82 12.53 12.73 12.69 13.46 12.75

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