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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Soybean Oil(CBOT) as of Jan 01, 2019
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   43 45 45 45 45 45 45 45 45 45 45
Closed Higher   23 17 26 23 18 19 29 22 26 18 21
Exceeded High   18 15 18 18 13 16 27 20 21 12 14
Scenario Percentage   78% 88% 69% 78% 72% 84% 93% 91% 81% 67% 67%
Avg Max Increase   7.04% 9.45% 9.95% 10.21% 14.35% 11.87% 9.14% 10.43% 10.73% 15.27% 9.06%
Max Increase   25.86% 22.72% 21.10% 41.88% 55.06% 33.75% 33.39% 34.40% 43.99% 33.88% 18.67%
Avg Days To Max Increase   14 19 17 15 20 16 15 16 14 11 9
Avg Max Decline   -1.34% -3.11% -1.47% -2.54% -2.36% -2.33% -2.42% -2.27% -2.19% -2.54% -1.09%
Max Decline   -6.87% -9.19% -4.94% -8.73% -5.88% -6.99% -17.40% -7.81% -9.65% -6.93% -3.49%
Avg Days to Max Decline   6 6 6 9 10 10 7 8 4 4 2
2018 Contract Condition   Yes   Yes             Yes  
Action   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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   43 45 45 45 45 45 45 45 45 45 45
Closed Lower   20 28 19 22 27 25 16 23 19 26 24
Penetrated Low   14 23 17 17 23 13 12 19 18 24 16
Scenario Percentage   70% 82% 89% 77% 85% 52% 75% 83% 95% 92% 67%
Avg Max Decline   8.69% 8.31% 7.84% 7.56% 7.00% 8.86% 5.83% 6.55% 7.44% 6.51% 5.84%
Max Decline   41.85% 32.33% 17.99% 24.03% 29.58% 22.80% 15.92% 15.53% 14.82% 14.91% 20.32%
Avg Days To Max Decline   19 15 21 17 16 13 15 16 18 12 7
Avg Max Increase   -2.25% -1.66% -4.41% -2.88% -3.14% -2.19% -2.50% -3.27% -2.27% -2.61% -1.16%
Max Increase   -10.83% -7.02% -13.95% -7.85% -12.52% -5.61% -4.37% -8.17% -5.55% -6.88% -7.65%
Avg Days to Max Increase   7 6 11 11 10 6 5 14 9 8 3
2018 Contract Condition     Yes   Yes Yes Yes Yes Yes Yes   Yes
Action     Yes   Yes Yes Yes Yes Yes Yes   Not Yet
High 35.96 36.02 36.69 35.89 36.22 34.64 34.40 33.71 33.09 33.00 32.05 31.50
Low 32.96 33.50 33.49 33.14 34.23 32.92 32.50 31.81 31.60 30.55 30.15 27.79
Close/Last 35.59 35.63 33.63 35.48 34.44 33.62 33.48 32.43 32.13 30.62 31.12 29.12

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