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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September Soybeans(CBOT) as of Dec 07, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   21 26 23 23 26 25 22 20 20 19 22
Exceeded High   17 18 18 21 21 19 16 16 14 11 13
Scenario Percentage   81% 69% 78% 91% 81% 76% 73% 80% 70% 58% 59%
Avg Max Increase   8.10% 6.06% 8.23% 7.57% 7.35% 9.50% 13.10% 14.06% 13.63% 11.23% 5.00%
Max Increase   17.59% 27.24% 24.01% 23.73% 15.69% 23.39% 51.72% 32.47% 53.39% 35.50% 9.08%
Avg Days To Max Increase   22 14 18 16 18 18 19 14 15 14 8
Avg Max Decline   -1.89% -1.38% -1.83% -1.27% -1.61% -2.14% -2.54% -1.63% -0.77% -4.28% -1.16%
Max Decline   -5.12% -3.80% -9.46% -6.46% -5.78% -5.66% -10.71% -4.75% -5.98% -8.05% -3.34%
Avg Days to Max Decline   7 5 10 6 11 14 10 6 5 8 2
2022 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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   23 19 22 22 19 19 23 24 25 26 22
Penetrated Low   17 11 16 16 14 16 17 23 24 24 12
Scenario Percentage   74% 58% 73% 73% 74% 84% 74% 96% 96% 92% 55%
Avg Max Decline   5.64% 5.13% 5.02% 4.92% 6.12% 5.25% 8.70% 8.85% 9.31% 5.39% 2.98%
Max Decline   16.96% 11.56% 15.03% 17.51% 12.14% 11.63% 18.50% 20.52% 20.09% 16.53% 5.99%
Avg Days To Max Decline   16 14 15 14 13 18 16 19 14 9 9
Avg Max Increase   -1.88% -1.97% -1.09% -2.00% -1.73% -2.27% -2.50% -3.36% -3.65% -2.51% -1.16%
Max Increase   -4.70% -6.53% -3.35% -6.32% -3.69% -7.78% -8.75% -11.49% -12.68% -12.88% -3.54%
Avg Days to Max Increase   8 10 7 8 6 9 9 9 8 8 3
2022 Contract Condition   Yes Yes       Yes   Yes Yes    
Action   Yes No       Yes   Yes Yes    
High 1285.50 1270.00 1283.75 1321.75 1403.75 1601.25 1575.50 1591.75 1601.00 1606.75 1516.00 1614.00
Low 1247.00 1205.25 1199.00 1216.25 1298.00 1396.25 1460.75 1444.50 1469.50 1422.25 1304.00 1390.00
Close/Last 1253.50 1249.50 1219.75 1294.25 1400.50 1487.00 1473.00 1558.25 1544.75 1475.50 1487.25 1507.50

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