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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Soybean Meal(CBOT) as of Nov 09, 2020
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   44 44 44 45 45 45 45 45 45 45 45
Closed Higher   20 20 21 19 23 25 25 25 22 25 20
Exceeded High   16 15 13 14 19 19 19 17 15 18 5
Scenario Percentage   80% 75% 62% 74% 83% 76% 76% 68% 68% 72% 25%
Avg Max Increase   11.17% 7.96% 7.42% 8.20% 10.02% 11.21% 13.13% 17.05% 18.21% 12.57% 9.39%
Max Increase   21.18% 16.61% 29.40% 17.42% 30.93% 35.17% 45.55% 61.84% 37.46% 29.03% 23.80%
Avg Days To Max Increase   16 18 14 21 18 20 16 18 17 12 7
Avg Max Decline   -1.69% -2.74% -2.03% -2.65% -2.03% -2.28% -1.78% -2.58% -1.98% -1.41% -1.18%
Max Decline   -5.58% -9.99% -5.09% -9.97% -7.12% -7.02% -4.98% -14.56% -6.22% -9.50% -2.85%
Avg Days to Max Decline   7 9 9 13 6 9 10 8 9 5 2
2020 Contract Condition   Yes Yes   Yes   Yes Yes     Yes Yes
Action   Yes No   Yes   Yes No     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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   44 44 44 45 45 45 45 45 45 45 45
Closed Lower   23 24 23 25 22 20 19 20 23 19 25
Penetrated Low   21 17 16 18 19 14 12 16 23 14 18
Scenario Percentage   91% 71% 70% 72% 86% 70% 63% 80% 100% 74% 72%
Avg Max Decline   6.20% 6.11% 6.04% 6.91% 5.65% 5.81% 5.86% 5.68% 8.42% 10.58% 5.87%
Max Decline   17.88% 15.00% 10.99% 14.96% 15.00% 12.54% 10.27% 12.98% 41.12% 33.59% 14.38%
Avg Days To Max Decline   14 14 16 17 16 13 19 20 16 11 7
Avg Max Increase   -1.75% -2.08% -1.90% -1.82% -2.03% -2.52% -2.27% -3.91% -3.93% -1.21% -0.59%
Max Increase   -5.56% -6.86% -5.06% -4.80% -5.37% -8.30% -4.64% -9.99% -27.41% -12.89% -3.40%
Avg Days to Max Increase   9 9 13 6 9 10 13 11 9 4 1
2020 Contract Condition       Yes   Yes     Yes Yes    
Action       Yes   Yes     Yes Yes    
High 320.40 319.60 327.30 321.10 315.60 316.50 312.60 319.80 314.90 296.10 295.00 299.50
Low 308.00 307.90 316.60 306.90 306.10 302.70 298.30 296.50 287.30 283.90 283.30 284.10
Close/Last 309.30 316.70 319.30 307.20 313.20 303.30 311.10 314.00 295.20 285.00 289.10 289.30

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