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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September 10-Year T-Notes(CBOT) as of Jun 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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   17 20 27 29 33 33 34 34 35 35 35
Closed Higher   10 14 15 21 16 11 16 15 21 22 25
Exceeded High   7 11 13 16 15 7 15 14 16 20 18
Scenario Percentage   70% 79% 87% 76% 94% 64% 94% 93% 76% 91% 72%
Avg Max Increase   2.97% 2.91% 3.14% 2.29% 1.51% 3.73% 3.85% 3.13% 3.54% 3.09% 1.67%
Max Increase   7.63% 5.70% 8.99% 11.72% 6.75% 9.14% 10.78% 6.35% 7.98% 9.50% 3.28%
Avg Days To Max Increase   16 19 15 11 15 19 15 20 17 12 10
Avg Max Decline   -0.14% -0.54% -0.79% -0.51% -0.88% -0.46% -0.44% -0.39% -0.71% -0.64% -0.46%
Max Decline   -0.84% -2.18% -3.19% -2.77% -2.71% -1.37% -1.32% -1.03% -2.41% -2.24% -1.37%
Avg Days to Max Decline   2 5 10 7 9 4 5 7 10 6 3
2017 Contract Condition           Yes   Yes Yes      
Action           Yes   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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   17 20 27 29 33 33 34 34 35 35 35
Closed Lower   7 6 12 8 17 21 17 19 14 13 10
Penetrated Low   4 3 8 8 14 16 14 11 7 8 4
Scenario Percentage   57% 50% 67% 100% 82% 76% 82% 58% 50% 62% 40%
Avg Max Decline   1.67% 1.53% 1.99% 1.90% 2.43% 2.71% 3.14% 2.49% 2.78% 2.17% 1.69%
Max Decline   2.29% 2.87% 4.22% 4.63% 5.93% 9.11% 6.90% 4.91% 6.67% 5.63% 3.68%
Avg Days To Max Decline   15 3 20 13 17 18 16 15 10 9 8
Avg Max Increase   -0.04% -0.57% -1.11% -0.45% -0.34% -0.81% -0.39% -0.68% -0.69% -0.48% -0.29%
Max Increase   -1.44% -0.88% -3.52% -1.37% -1.18% -3.65% -1.64% -1.83% -1.58% -1.10% -0.46%
Avg Days to Max Increase   7 6 18 5 8 12 9 4 10 5 3
2017 Contract Condition         Yes   Yes     Yes    
Action         Yes   No     Not Yet    
High       123~200 124~275 124~235 124~120 126~100 126~130 127~080    
Low       122~180 123~010 123~010 122~020 124~010 124~120 125~145    
Close/Last       123~200 123~175 124~070 124~015 125~125 126~095 125~170    

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Newsflash

In 2005 Wheat was trading at a subdued $3.00/bushel. Three years later, the CBOT's soft red had more than quadrupled to $13.00 --- while hard red spring traded in Minneapolis soared to an astonishing $24.00! Now as winter wheat prepares to emerge and spring wheat will soon be planted, all three classes of wheat trade mostly between $4.50 and $5.00.

Look back to 1970: http://www.mrci.com/pdf/w.pdf

Historically Successful Trading Strategies Are Now Available: http://goo.gl/pIYYIg