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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 21, 2022
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   25 18 27 23 19 20 28 22 26 18 20
Exceeded High   20 16 19 18 14 17 26 20 21 12 12
Scenario Percentage   80% 89% 70% 78% 74% 85% 93% 91% 81% 67% 60%
Avg Max Increase   7.15% 9.78% 10.12% 8.91% 11.14% 11.69% 9.80% 12.31% 10.59% 11.59% 6.95%
Max Increase   25.86% 22.72% 21.10% 22.63% 34.71% 33.75% 33.39% 38.87% 43.99% 31.88% 21.07%
Avg Days To Max Increase   15 19 18 15 18 15 15 17 13 11 9
Avg Max Decline   -1.32% -2.56% -1.52% -2.36% -2.14% -2.34% -1.84% -2.26% -1.78% -2.15% -0.92%
Max Decline   -6.87% -8.75% -4.94% -8.73% -5.88% -6.99% -6.87% -7.81% -5.23% -6.10% -2.79%
Avg Days to Max Decline   6 6 8 9 10 10 5 9 4 7 2
2021 Contract Condition   Yes Yes   Yes Yes Yes Yes Yes Yes Yes  
Action   Yes Yes   Yes Yes Yes Yes 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   20 27 18 22 26 24 17 23 19 26 25
Penetrated Low   14 22 15 16 21 13 13 18 17 23 17
Scenario Percentage   70% 81% 83% 73% 81% 54% 76% 78% 89% 88% 68%
Avg Max Decline   8.27% 7.75% 6.35% 6.00% 5.98% 8.53% 6.89% 6.43% 7.27% 6.75% 6.11%
Max Decline   41.85% 32.33% 17.27% 14.31% 23.48% 20.19% 15.92% 15.53% 14.82% 15.75% 21.26%
Avg Days To Max Decline   18 15 23 17 15 14 17 16 18 13 9
Avg Max Increase   -1.51% -1.61% -3.88% -3.35% -2.66% -2.52% -2.54% -3.36% -2.26% -2.69% -1.10%
Max Increase   -5.98% -7.02% -9.65% -15.13% -8.36% -6.52% -4.92% -8.17% -5.55% -6.95% -7.65%
Avg Days to Max Increase   6 5 11 12 10 5 5 14 7 10 3
2021 Contract Condition       Yes               Yes
Action       No               Not Yet
High 31.54 34.26 35.69 34.29 37.99 41.15 43.72 49.95 54.63 63.39 70.49 73.74
Low 29.12 30.74 32.39 32.01 32.65 36.18 40.13 42.02 47.65 49.15 61.76 55.49
Close/Last 31.23 33.25 33.48 33.07 36.92 40.94 43.28 48.80 50.76 62.39 65.79 65.16

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