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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for January Soybeans(CBOT) as of Jan 01, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years 40 45 45 45 45 45 45 45 45 45 45
Closed Higher 22 23 19 23 23 17 23 19 25 26 20
Exceeded High 21 20 15 22 20 8 18 14 18 15 15
Scenario Percentage 95% 87% 79% 96% 87% 47% 78% 74% 72% 58% 75%
Avg Max Increase 6.12% 6.38% 18.45% 15.44% 13.68% 12.56% 9.10% 9.74% 7.65% 6.58% 3.62%
Max Increase 14.58% 25.55% 52.48% 63.29% 54.89% 32.84% 36.66% 18.94% 25.11% 20.00% 8.09%
Avg Days To Max Increase 16 20 18 16 16 13 16 20 15 11 10
Avg Max Decline -1.76% -1.74% -1.86% -2.53% -0.85% -3.02% -1.28% -2.23% -2.00% -1.93% -0.69%
Max Decline -7.51% -6.19% -5.13% -12.08% -3.63% -10.01% -4.05% -6.79% -9.38% -6.24% -3.30%
Avg Days to Max Decline 10 14 9 8 5 5 6 8 6 6 4
2009 Contract Condition Yes   Yes Yes Yes           Yes
Action 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 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years 40 45 45 45 45 45 45 45 45 45 45
Closed Lower 18 22 25 22 22 28 21 26 19 19 25
Penetrated Low 13 16 15 17 21 21 15 22 15 13 18
Scenario Percentage 72% 73% 60% 77% 95% 75% 71% 85% 79% 68% 72%
Avg Max Decline 6.01% 4.88% 7.63% 7.88% 9.38% 6.52% 9.33% 7.35% 7.45% 6.64% 12.02%
Max Decline 18.43% 12.84% 13.99% 16.03% 26.94% 25.70% 37.53% 21.37% 17.94% 16.04% 49.89%
Avg Days To Max Decline 12 15 17 20 16 14 15 14 17 11 12
Avg Max Increase -1.84% -1.66% -2.19% -3.79% -2.53% -2.34% -1.86% -1.91% -3.02% -1.99% -2.39%
Max Increase -3.85% -6.42% -7.29% -12.62% -12.51% -13.69% -7.17% -5.86% -6.83% -4.43% -8.90%
Avg Days to Max Increase 8 9 7 12 7 9 6 6 6 6 5
2009 Contract Condition   Yes       Yes Yes Yes Yes Yes  
Action   Yes       Yes Yes Yes Yes Yes  
High 1447.00 1480.00 1329.25 1388.00 1593.50 1649.00 1426.75 1330.75 1082.75 981.75 976.25
Low 1252.00 1101.50 1065.50 1175.50 1353.50 1370.00 1186.50 1056.50 838.00 835.25 776.25
Close/Last 1435.00 1101.50 1239.00 1368.50 1588.50 1422.00 1341.50 1062.25 933.00 883.00 972.25

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Newsflash

MRCI seasonal pattern alert: Copper loves to correct hard right after new ATHs.

We're in that window now! Could see more chop into end-Jan before the seasonal spring higher. But the macro? Demand outrunning supply for YEARS. Don't fight the tape...

Read the analysis from a professional trader leveraging 20-plus years of MRCI’s seasonal research – here