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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Soybean Oil(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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   24 22 20 17 23 19 25 23 17 18 27
Exceeded High   18 17 13 12 18 17 18 17 12 14 20
Scenario Percentage   75% 77% 65% 71% 78% 89% 72% 74% 71% 78% 74%
Avg Max Increase   11.51% 10.24% 13.31% 10.29% 7.59% 10.38% 10.12% 9.87% 13.52% 12.76% 6.90%
Max Increase   39.42% 27.83% 69.44% 51.45% 28.43% 22.17% 18.98% 24.14% 34.27% 32.65% 23.04%
Avg Days To Max Increase   17 13 16 16 16 19 17 13 18 9 7
Avg Max Decline   -1.56% -1.96% -1.55% -3.51% -1.58% -2.68% -2.01% -2.30% -2.43% -1.81% -0.65%
Max Decline   -5.02% -6.38% -3.74% -10.77% -7.25% -9.35% -5.22% -9.47% -6.21% -3.28% -3.60%
Avg Days to Max Decline   13 7 9 10 6 7 9 11 10 5 2
2022 Contract Condition   Yes Yes Yes       Yes   Yes Yes Yes
Action   Yes Yes No       No   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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   20 23 24 28 22 26 20 22 28 27 18
Penetrated Low   14 21 21 19 17 22 15 17 24 16 11
Scenario Percentage   70% 91% 88% 68% 77% 85% 75% 77% 86% 59% 61%
Avg Max Decline   8.14% 7.52% 9.66% 8.67% 8.45% 8.27% 7.37% 6.45% 6.03% 7.74% 3.85%
Max Decline   12.59% 18.57% 25.30% 26.20% 42.77% 32.62% 17.48% 14.46% 24.49% 21.10% 9.40%
Avg Days To Max Decline   20 23 18 17 18 15 20 17 15 11 8
Avg Max Increase   -1.65% -2.56% -2.30% -2.25% -2.61% -1.70% -3.55% -3.67% -3.04% -2.73% -1.95%
Max Increase   -5.21% -5.96% -12.50% -9.09% -9.60% -7.87% -10.07% -15.62% -8.74% -6.75% -5.02%
Avg Days to Max Increase   8 12 7 8 6 4 9 12 11 5 3
2022 Contract Condition         Yes Yes Yes   Yes      
Action         Yes Yes No   Yes      
High 48.49 52.44 58.04 64.68 64.05 62.89 59.66 63.30 61.44 58.66 66.77 74.72
Low 42.83 44.79 51.13 50.29 56.70 55.91 54.30 57.37 54.82 51.10 56.30 62.70
Close/Last 45.36 50.90 56.37 61.39 61.21 58.54 58.27 60.44 55.32 56.53 64.82 72.89

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