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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for October Soybean Meal(CBOT) as of Jul 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   41 43 44 45 45 45 45 45 45 45 45
Closed Higher   18 23 21 23 23 23 24 21 17 27 16
Exceeded High   11 19 17 18 17 17 19 16 12 22 9
Scenario Percentage   61% 83% 81% 78% 74% 74% 79% 76% 71% 81% 56%
Avg Max Increase   9.77% 9.35% 10.23% 8.38% 11.64% 21.34% 15.30% 13.43% 12.45% 8.26% 7.61%
Max Increase   36.92% 30.69% 27.90% 17.59% 37.45% 69.21% 34.62% 30.92% 31.40% 20.35% 11.61%
Avg Days To Max Increase   17 20 21 18 16 17 14 16 18 13 7
Avg Max Decline   -2.07% -2.21% -1.94% -2.64% -2.10% -2.06% -3.19% -2.07% -5.12% -1.58% -1.97%
Max Decline   -4.97% -10.03% -6.28% -13.66% -4.43% -7.19% -28.11% -10.26% -13.89% -3.99% -6.42%
Avg Days to Max Decline   7 13 8 13 15 7 7 7 7 7 2
2017 Contract Condition   Yes   Yes Yes   Yes   Yes Yes    
Action   Yes   Yes No   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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   41 43 44 45 45 45 45 45 45 45 45
Closed Lower   23 19 23 22 21 22 21 23 28 17 29
Penetrated Low   16 14 19 15 14 16 18 20 21 14 19
Scenario Percentage   70% 74% 83% 68% 67% 73% 86% 87% 75% 82% 66%
Avg Max Decline   5.66% 6.85% 6.87% 7.55% 6.44% 7.71% 8.54% 10.66% 8.35% 9.52% 4.56%
Max Decline   10.37% 12.65% 19.24% 26.14% 22.29% 14.96% 29.05% 29.14% 25.57% 32.20% 13.03%
Avg Days To Max Decline   13 17 16 13 20 16 20 15 18 11 5
Avg Max Increase   -1.25% -1.89% -1.85% -2.01% -3.23% -2.69% -5.00% -2.89% -3.10% -2.03% -1.02%
Max Increase   -4.64% -9.09% -6.57% -7.74% -13.07% -9.57% -17.08% -12.69% -18.49% -4.89% -5.03%
Avg Days to Max Increase   8 8 8 9 8 11 12 6 11 8 1
2017 Contract Condition     Yes     Yes   Yes        
Action     Yes     Yes   Yes        
High 322.70 326.80 325.00 337.20 341.90 334.40 321.30 323.70 312.60 345.10    
Low 301.30 307.70 309.40 309.30 324.70 310.40 308.90 300.50 294.30 312.30    
Close/Last 315.40 318.00 314.50 327.10 331.10 311.40 316.10 301.40 309.30 322.60    

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Newsflash

For example...

Did you know that July Lean Hogs have closed higher on March 1st than on January 27th in 14 of the last 15 years?
See the facts: http://bit.ly/2iBaFU2

More historical LEAN HOG Facts are available in MRCI'S LEAN HOG/CATTLE-HOG Report! http://bit.ly/2jHG4B9

If you have ANY questions on this historical trading strategy, please just let us know - we are happy to help. (541) 933-5340!