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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Soybeans(CBOT) as of Dec 31, 2010
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   40 45 45 45 45 45 45 45 45 45 45
Closed Higher   20 22 22 18 23 19 26 24 20 22 23
Exceeded High   17 21 19 11 18 13 20 14 18 15 14
Scenario Percentage   85% 95% 86% 61% 78% 68% 77% 58% 90% 68% 61%
Avg Max Increase   16.10% 15.34% 13.66% 10.30% 8.60% 10.53% 7.22% 8.46% 9.68% 11.12% 6.16%
Max Increase   50.54% 62.34% 54.17% 31.98% 35.74% 17.87% 23.10% 30.54% 59.67% 42.75% 17.09%
Avg Days To Max Increase   16 15 16 15 17 18 18 17 16 10 7
Avg Max Decline   -1.75% -2.66% -0.73% -4.10% -1.38% -2.43% -2.73% -2.22% -1.74% -1.07% -0.30%
Max Decline   -5.58% -14.36% -3.52% -19.86% -3.84% -6.41% -10.06% -6.18% -8.91% -3.54% -2.27%
Avg Days to Max Decline   7 7 4 8 7 6 7 12 9 4 2
2010 Contract Condition   Yes Yes   Yes     Yes Yes     Yes
Action   Yes 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   40 45 45 45 45 45 45 45 45 45 45
Closed Lower   20 22 23 26 22 25 19 21 25 22 22
Penetrated Low   14 17 22 20 16 22 14 15 20 16 11
Scenario Percentage   70% 77% 96% 77% 73% 88% 74% 71% 80% 73% 50%
Avg Max Decline   7.40% 7.54% 8.87% 6.49% 9.17% 7.13% 7.64% 7.51% 7.05% 4.92% 1.88%
Max Decline   13.07% 14.49% 26.40% 25.44% 37.21% 21.93% 17.56% 29.78% 31.19% 21.15% 4.04%
Avg Days To Max Decline   15 20 15 14 12 13 19 13 16 9 4
Avg Max Increase   -2.70% -3.67% -2.57% -2.30% -1.65% -1.72% -3.08% -1.99% -2.16% -1.59% -1.11%
Max Increase   -6.80% -12.12% -12.72% -13.07% -7.84% -5.98% -6.99% -7.38% -6.19% -6.41% -5.06%
Avg Days to Max Increase   9 11 7 9 5 5 6 8 13 5 2
2010 Contract Condition       Yes   Yes Yes     Yes Yes  
Action       Yes   Yes Yes     Yes Yes  
High 928.00 965.00 1053.75 1100.00 1022.50 1061.50 986.00 1027.00 1074.25 1084.00 1074.75 978.75
Low 805.00 900.00 951.00 945.00 888.00 950.75 906.00 888.25 955.75 992.25 913.00 900.00
Close/Last 909.50 951.00 1053.75 977.50 981.00 979.25 933.50 975.00 1066.00 1048.50 914.00 951.00

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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