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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Soybeans(CBOT) as of Apr 30, 2017
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   42 45 45 45 45 45 45 45 45 45 45
Closed Higher   22 22 21 24 21 22 25 26 26 20 22
Exceeded High   18 13 17 15 16 19 22 20 17 17 18
Scenario Percentage   82% 59% 81% 63% 76% 86% 88% 77% 65% 85% 82%
Avg Max Increase   8.94% 11.92% 7.84% 7.96% 11.21% 11.12% 10.71% 10.01% 18.73% 16.45% 8.82%
Max Increase   27.34% 20.42% 21.20% 24.23% 42.65% 40.03% 35.97% 26.33% 90.20% 37.78% 15.90%
Avg Days To Max Increase   15 18 20 18 18 19 16 17 18 11 8
Avg Max Decline   -0.86% -2.51% -2.79% -1.84% -2.58% -1.86% -1.95% -1.82% -2.23% -1.45% -0.43%
Max Decline   -3.69% -5.58% -10.49% -4.68% -9.44% -7.11% -11.62% -6.33% -12.49% -4.60% -1.68%
Avg Days to Max Decline   5 7 6 9 12 7 6 11 5 7 1
2017 Contract Condition     Yes Yes Yes   Yes Yes     Yes  
Action     Yes Yes Yes   No No        
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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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   42 45 45 45 45 45 45 45 45 45 45
Closed Lower   20 23 24 21 24 23 20 19 19 25 23
Penetrated Low   13 21 18 13 19 16 15 15 15 23 15
Scenario Percentage   65% 91% 75% 62% 79% 70% 75% 79% 79% 92% 65%
Avg Max Decline   8.91% 7.25% 7.31% 8.51% 6.93% 5.88% 6.40% 5.00% 6.51% 7.64% 8.64%
Max Decline   36.75% 21.93% 17.58% 28.44% 30.14% 19.95% 17.31% 14.96% 16.01% 40.00% 37.00%
Avg Days To Max Decline   12 14 16 16 16 14 10 14 19 11 7
Avg Max Increase   -1.64% -2.26% -2.27% -2.13% -1.60% -2.19% -2.11% -1.97% -3.41% -2.58% -0.02%
Max Increase   -7.28% -7.11% -6.57% -4.50% -4.18% -7.20% -4.28% -7.37% -14.89% -9.10% -2.08%
Avg Days to Max Increase   6 7 5 10 9 7 7 7 9 7 1
2017 Contract Condition   Yes       Yes     Yes Yes    
Action   No       Yes     Yes Not Yet    
High 1088.00 1010.25 1010.25 1046.50 1083.25 1082.00 1092.50 1081.75 1060.50 972.50 974.75  
Low 949.00 940.25 948.50 965.25 997.25 1012.75 1008.25 1025.50 955.00 941.25 958.50  
Close/Last 986.75 953.50 977.25 1028.50 1054.00 1019.00 1042.00 1044.50 957.00 956.25 970.25  

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