MRCI's ScenarioSM Study

ScenarioSM Study for July Soybeans(CBOT) as of Jan 01, 2018
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	23	21	25	20	23	25	25	25	20	23
Exceeded High		18	14	18	16	15	19	21	19	17	17	19
Scenario Percentage		82%	61%	86%	64%	75%	83%	84%	76%	68%	85%	83%
Avg Max Increase		8.94%	11.84%	7.70%	7.71%	11.65%	11.12%	10.83%	10.26%	18.73%	16.45%	8.83%
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	19	21	18	18	19	16	17	18	11	8
Avg Max Decline		-0.86%	-2.42%	-2.80%	-2.00%	-2.52%	-1.86%	-2.02%	-1.88%	-2.23%	-1.45%	-0.37%
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	8	6	10	12	7	6	12	5	7	1
2017 Contract Condition			Yes	Yes	Yes		Yes	Yes				Yes
Action			Yes	Yes	Yes		No	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	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	22	24	20	25	22	20	20	20	25	22
Penetrated Low		12	20	18	12	20	16	15	16	16	23	15
Scenario Percentage		60%	91%	75%	60%	80%	73%	75%	80%	80%	92%	68%
Avg Max Decline		9.36%	7.51%	7.31%	8.99%	6.63%	5.88%	6.41%	5.01%	6.47%	7.59%	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		11	14	16	16	15	14	10	16	19	11	7
Avg Max Increase		-1.44%	-2.06%	-2.27%	-2.06%	-1.58%	-2.18%	-2.11%	-2.06%	-3.41%	-2.66%	-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	6	5	9	9	7	7	9	9	7	1
2017 Contract Condition		Yes				Yes			Yes	Yes	Yes
Action		No				Yes			Yes	Yes	Yes
High	1088.00	1010.25	1010.25	1046.50	1083.25	1082.00	1092.50	1081.75	1060.50	972.50	989.00	947.50
Low	949.00	940.25	948.50	965.25	997.25	1012.75	1008.25	1025.50	955.00	941.25	909.50	900.25
Close/Last	986.75	953.50	977.25	1028.50	1054.00	1019.00	1042.00	1044.50	957.00	956.25	916.00	942.25