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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 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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   18 29 23 20 23 27 23 25 17 21 20
Exceeded High   15 20 17 16 19 25 19 18 13 14 7
Scenario Percentage   83% 69% 74% 80% 83% 93% 83% 72% 76% 67% 35%
Avg Max Increase   9.46% 9.62% 8.67% 11.70% 10.03% 8.38% 12.00% 11.44% 13.50% 13.14% 7.44%
Max Increase   22.69% 19.05% 22.56% 35.25% 32.99% 24.04% 35.89% 44.01% 32.58% 49.85% 25.43%
Avg Days To Max Increase   18 18 15 17 14 15 15 13 17 15 9
Avg Max Decline   -1.75% -1.54% -2.21% -1.79% -1.88% -1.85% -1.40% -1.48% -2.11% -1.06% -2.13%
Max Decline   -5.26% -6.54% -8.55% -5.74% -6.83% -6.34% -4.25% -4.75% -5.91% -3.17% -6.71%
Avg Days to Max Decline   5 6 8 10 8 7 8 3 7 4 2
2023 Contract Condition     Yes Yes             Yes Yes
Action     Yes No             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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   27 16 21 23 22 18 22 20 28 24 25
Penetrated Low   21 13 16 19 12 14 18 18 23 23 16
Scenario Percentage   78% 81% 76% 83% 55% 78% 82% 90% 82% 96% 64%
Avg Max Decline   6.60% 5.85% 5.78% 5.35% 9.56% 7.35% 6.30% 7.41% 10.51% 10.16% 5.06%
Max Decline   30.98% 16.95% 13.99% 22.89% 19.78% 15.88% 19.12% 14.31% 25.79% 22.64% 14.52%
Avg Days To Max Decline   15 21 19 17 15 17 15 19 23 12 9
Avg Max Increase   -2.10% -3.29% -3.22% -2.81% -2.47% -2.41% -3.25% -2.47% -2.97% -3.09% -0.97%
Max Increase   -7.95% -9.37% -14.79% -8.29% -6.49% -4.69% -8.02% -6.46% -8.26% -13.98% -5.04%
Avg Days to Max Increase   6 12 12 12 7 5 13 8 11 6 2
2023 Contract Condition   Yes     Yes Yes Yes Yes Yes Yes    
Action   No     No Yes Yes Yes Yes No    
High 64.56 63.06 63.85 68.52 65.88 63.96 62.53 61.13 57.02 54.74 61.70 72.81
Low 58.12 57.09 57.87 63.47 57.75 59.73 58.54 51.23 50.36 44.68 46.28 61.56
Close/Last 62.68 57.78 63.68 66.39 63.01 61.87 59.15 55.24 51.42 46.31 61.70 65.58

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