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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Soybeans(CBOT) as of Sep 16, 2022
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   23 22 26 21 23 25 24 21 21 21 19
Exceeded High   17 18 17 17 20 21 18 15 16 15 5
Scenario Percentage   74% 82% 65% 81% 87% 84% 75% 71% 76% 71% 26%
Avg Max Increase   10.11% 8.52% 6.97% 9.11% 8.43% 8.63% 9.93% 11.50% 15.40% 11.60% 9.27%
Max Increase   19.29% 22.69% 25.39% 26.55% 31.20% 23.71% 24.07% 55.66% 36.05% 36.21% 19.69%
Avg Days To Max Increase   17 21 16 16 15 17 17 15 16 12 8
Avg Max Decline   -1.75% -2.18% -1.64% -1.84% -1.47% -1.51% -2.05% -2.00% -1.87% -0.75% -1.05%
Max Decline   -6.29% -10.02% -4.62% -9.43% -6.93% -5.82% -5.97% -6.43% -4.69% -3.36% -5.57%
Avg Days to Max Decline   7 7 9 11 6 7 13 4 8 3 2
2022 Contract Condition         Yes Yes Yes   Yes     Yes
Action         Yes Yes No   Yes     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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   22 22 19 24 22 20 21 24 24 24 26
Penetrated Low   19 16 11 19 16 15 18 18 23 21 17
Scenario Percentage   86% 73% 58% 79% 73% 75% 86% 75% 96% 88% 65%
Avg Max Decline   6.47% 5.97% 6.15% 5.30% 5.12% 6.15% 5.21% 8.07% 9.09% 8.31% 4.82%
Max Decline   21.15% 16.68% 11.32% 15.25% 16.46% 12.46% 11.75% 19.34% 22.71% 19.50% 15.01%
Avg Days To Max Decline   14 16 17 15 15 13 18 17 18 12 6
Avg Max Increase   -1.57% -1.94% -2.53% -1.25% -2.17% -1.80% -2.07% -3.54% -3.41% -2.94% -0.64%
Max Increase   -6.22% -6.35% -6.99% -4.20% -7.29% -3.96% -7.63% -14.35% -12.26% -12.80% -1.86%
Avg Days to Max Increase   6 5 12 8 7 8 9 9 10 6 1
2022 Contract Condition   Yes Yes Yes       Yes   Yes Yes  
Action   Yes Yes No       Yes   Yes Yes  
High 1347.75 1319.50 1291.50 1307.25 1371.25 1465.00 1692.25 1665.50 1676.75 1679.50 1689.50 1671.00
Low 1276.25 1269.75 1221.25 1213.25 1235.25 1341.25 1456.25 1544.75 1526.25 1530.50 1494.75 1407.75
Close/Last 1306.75 1275.25 1268.25 1237.75 1337.25 1460.50 1573.00 1555.25 1635.75 1620.25 1560.50 1637.00

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