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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Soybean Oil(CBOT) as of Jan 01, 2015
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   40 43 44 45 45 45 45 45 45 45 45
Closed Higher   16 26 21 19 24 30 26 27 20 19 20
Exceeded High   13 18 16 16 19 28 22 20 15 14 8
Scenario Percentage   81% 69% 76% 84% 79% 93% 85% 74% 75% 74% 40%
Avg Max Increase   10.30% 9.53% 10.44% 13.22% 12.46% 9.91% 11.97% 12.34% 22.83% 20.60% 11.25%
Max Increase   22.69% 19.05% 41.11% 52.91% 38.42% 32.20% 38.21% 44.01% 74.39% 59.87% 28.03%
Avg Days To Max Increase   20 19 16 19 13 16 15 14 18 15 8
Avg Max Decline   -2.16% -1.43% -2.43% -2.15% -1.73% -2.22% -1.78% -2.11% -3.24% -0.83% -1.16%
Max Decline   -8.77% -6.54% -8.55% -5.74% -6.83% -16.60% -7.63% -7.97% -8.97% -3.76% -6.24%
Avg Days to Max Decline   6 4 10 11 6 7 8 5 5 2 2
2014 Contract Condition     Yes       Yes   Yes   Yes  
Action     No       Yes   No   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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   40 43 44 45 45 45 45 45 45 45 45
Closed Lower   24 17 22 23 21 15 19 18 25 26 25
Penetrated Low   20 14 17 19 9 11 16 16 21 24 17
Scenario Percentage   83% 82% 77% 83% 43% 73% 84% 89% 84% 92% 68%
Avg Max Decline   7.79% 7.72% 7.08% 6.52% 9.76% 5.95% 6.30% 7.97% 10.14% 10.22% 4.99%
Max Decline   30.98% 18.53% 23.96% 29.01% 22.01% 15.88% 15.14% 14.69% 20.80% 24.20% 14.52%
Avg Days To Max Decline   16 21 18 17 10 14 17 19 24 11 8
Avg Max Increase   -2.16% -4.34% -2.77% -2.91% -2.34% -2.11% -3.19% -2.10% -2.68% -3.11% -1.22%
Max Increase   -7.95% -14.59% -8.14% -11.96% -6.26% -4.44% -8.02% -5.96% -8.26% -13.98% -5.36%
Avg Days to Max Increase   7 12 8 12 6 7 14 9 11 7 2
2014 Contract Condition   Yes   Yes Yes Yes   Yes   Yes   Yes
Action   Yes   Yes Yes No   Yes   Yes   Yes
High 45.97 45.56 43.55 43.34 42.34 39.95 41.88 44.89 43.75 42.14 41.80 39.20
Low 43.06 42.25 40.60 41.50 39.80 37.61 38.07 40.05 40.48 38.47 37.89 35.72
Close/Last 45.24 42.28 42.70 41.82 39.95 38.38 41.64 40.50 42.08 38.61 38.95 36.11

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