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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for May Soybean Oil(CBOT) as of Oct 06, 2023
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   22 18 24 18 26 23 20 19 26 22 25
Exceeded High   14 13 18 16 18 16 16 17 24 18 14
Scenario Percentage   64% 72% 75% 89% 69% 70% 80% 89% 92% 82% 56%
Avg Max Increase   12.29% 9.29% 7.43% 10.01% 10.05% 9.55% 12.77% 11.94% 9.46% 10.07% 5.77%
Max Increase   63.86% 47.53% 25.97% 22.49% 19.19% 22.80% 34.54% 33.72% 41.95% 35.28% 19.49%
Avg Days To Max Increase   17 16 18 19 18 14 18 14 16 10 6
Avg Max Decline   -1.77% -3.47% -1.91% -2.23% -1.70% -2.26% -2.74% -2.42% -2.25% -1.81% -1.01%
Max Decline   -6.51% -10.23% -9.28% -5.38% -5.15% -8.98% -9.56% -7.42% -7.18% -4.92% -3.62%
Avg Days to Max Decline   11 9 7 5 8 10 11 10 6 6 1
2023 Contract Condition     Yes Yes   Yes Yes          
Action     Yes Yes   Yes No          
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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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   23 26 20 27 19 22 24 26 19 23 20
Penetrated Low   20 22 14 21 15 16 20 16 15 18 12
Scenario Percentage   87% 85% 70% 78% 79% 73% 83% 62% 79% 78% 60%
Avg Max Decline   8.88% 6.90% 8.68% 8.08% 6.90% 6.45% 6.06% 8.80% 7.63% 4.64% 2.93%
Max Decline   17.08% 25.89% 42.37% 31.91% 17.43% 14.37% 23.97% 20.69% 16.61% 9.46% 5.99%
Avg Days To Max Decline   16 16 18 15 21 18 17 14 18 12 6
Avg Max Increase   -2.31% -2.71% -1.62% -1.81% -3.35% -3.68% -3.14% -2.64% -2.87% -2.50% -1.23%
Max Increase   -11.51% -12.73% -6.51% -7.82% -9.80% -15.27% -8.58% -6.70% -5.96% -5.66% -5.62%
Avg Days to Max Increase   7 9 4 6 9 12 12 7 5 6 1
2023 Contract Condition   Yes     Yes     Yes Yes Yes Yes Yes
Action   Yes     No     No Yes Yes Yes Not Yet
High 73.91 76.73 64.79 66.36 64.94 66.82 71.52 68.31 65.07 63.83 62.15 57.40
Low 68.97 62.60 53.83 59.37 58.64 59.30 66.23 58.22 60.09 58.70 51.28 50.24
Close/Last 72.98 63.54 64.23 64.64 59.44 66.44 68.78 63.94 62.49 60.04 55.49 51.61

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