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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Soybean Meal(CBOT) as of Jan 01, 2016
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   22 24 22 23 25 21 17 28 18 23 24
Exceeded High   20 18 17 19 20 17 12 24 15 17 9
Scenario Percentage   91% 75% 77% 83% 80% 81% 71% 86% 83% 74% 38%
Avg Max Increase   8.53% 7.90% 9.44% 18.46% 15.51% 13.12% 12.27% 10.64% 15.95% 13.50% 13.87%
Max Increase   25.95% 16.47% 30.82% 60.31% 36.09% 31.19% 29.58% 39.86% 31.35% 79.78% 58.73%
Avg Days To Max Increase   20 20 15 16 14 16 17 16 14 11 10
Avg Max Decline   -2.17% -2.46% -2.00% -2.37% -2.80% -1.79% -5.11% -2.03% -2.66% -2.27% -0.78%
Max Decline   -7.74% -8.70% -4.80% -7.71% -21.10% -10.98% -13.58% -15.85% -7.84% -7.05% -3.44%
Avg Days to Max Decline   8 12 13 8 8 5 9 8 5 6 1
2015 Contract Condition     Yes       Yes          
Action     No       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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   21 21 23 22 20 24 28 17 27 22 21
Penetrated Low   16 14 16 16 19 20 21 14 24 16 11
Scenario Percentage   76% 67% 70% 73% 95% 83% 75% 82% 89% 73% 52%
Avg Max Decline   6.88% 8.04% 6.17% 7.68% 6.67% 10.37% 7.40% 10.39% 7.28% 7.02% 6.38%
Max Decline   19.62% 25.08% 20.77% 13.77% 18.87% 27.18% 24.50% 34.83% 19.87% 21.72% 24.99%
Avg Days To Max Decline   14 15 17 16 19 15 15 16 14 12 9
Avg Max Increase   -1.22% -2.34% -2.72% -2.35% -4.79% -2.77% -1.97% -2.11% -2.23% -2.32% -0.98%
Max Increase   -5.77% -7.61% -9.16% -9.66% -16.12% -12.96% -8.26% -7.05% -7.10% -7.41% -3.13%
Avg Days to Max Increase   4 8 8 10 11 5 9 5 11 5 1
2015 Contract Condition   Yes   Yes Yes Yes   Yes Yes Yes Yes Yes
Action   No   Yes Yes Yes   Yes Yes Yes Yes Yes
High 343.30 336.10 334.80 328.90 325.20 311.20 346.60 357.70 344.00 318.90 318.70 306.80
Low 321.00 310.00 310.30 310.30 305.10 290.80 286.00 320.00 306.30 299.80 298.20 278.50
Close/Last 328.80 314.10 327.90 318.70 310.40 292.90 345.40 323.90 311.30 309.00 304.40 284.60

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