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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September Soybean Oil(CBOT) as of Dec 07, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   27 22 23 24 28 24 24 20 21 18 22
Exceeded High   19 17 18 19 26 20 19 14 13 11 11
Scenario Percentage   70% 77% 78% 79% 93% 83% 79% 70% 62% 61% 50%
Avg Max Increase   9.42% 8.96% 10.82% 9.68% 8.76% 12.04% 11.27% 13.15% 16.08% 11.18% 4.78%
Max Increase   18.48% 22.21% 35.68% 31.77% 21.97% 34.86% 43.95% 32.35% 81.17% 59.11% 11.21%
Avg Days To Max Increase   19 14 17 14 16 16 13 16 19 13 8
Avg Max Decline   -1.46% -1.69% -1.52% -1.77% -1.58% -1.85% -1.38% -2.03% -1.44% -3.86% -1.94%
Max Decline   -6.64% -8.22% -5.70% -6.71% -5.99% -6.90% -4.26% -5.72% -3.37% -10.83% -6.01%
Avg Days to Max Decline   6 6 9 8 7 7 4 7 11 6 3
2022 Contract Condition   Yes   Yes Yes Yes   Yes     Yes Yes
Action   No   Yes Yes Yes   No     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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   17 22 22 21 17 21 21 25 24 27 23
Penetrated Low   14 18 19 12 13 17 18 22 23 20 13
Scenario Percentage   82% 82% 86% 57% 76% 81% 86% 88% 96% 74% 57%
Avg Max Decline   5.54% 5.28% 5.12% 7.27% 6.68% 5.33% 7.57% 10.07% 10.44% 6.82% 4.21%
Max Decline   16.83% 13.89% 22.76% 18.92% 15.51% 15.15% 15.07% 26.81% 20.36% 19.67% 11.99%
Avg Days To Max Decline   20 17 17 11 16 15 19 23 15 10 10
Avg Max Increase   -3.35% -2.92% -2.75% -2.92% -2.32% -3.21% -2.64% -2.88% -2.94% -1.61% -0.77%
Max Increase   -9.41% -14.57% -8.04% -8.43% -4.42% -7.95% -8.94% -6.86% -13.63% -9.20% -4.87%
Avg Days to Max Increase   13 11 10 5 8 13 9 12 7 4 3
2022 Contract Condition     Yes       Yes   Yes Yes    
Action     Yes       Yes   Yes Yes    
High 57.60 59.43 58.50 56.83 64.21 70.91 70.06 80.61 78.79 80.18 66.90 72.92
Low 53.63 55.49 53.54 51.01 55.42 61.08 64.42 64.20 74.38 63.87 55.32 61.03
Close/Last 56.22 57.66 53.91 55.62 62.77 66.38 65.20 77.74 75.58 65.68 66.50 72.74

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US stock indices have still continued into new all-time highs, and some international stock markets have also been trending higher. Are there certain times of the year that have consistently provided incredible opportunities? But which way and when? MRCI has just released the 2024 Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russell 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.