MRCI's ScenarioSM Study

ScenarioSM Study for March Corn(CBOT) as of Jun 08, 2020
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb
Tested Years		45	45	45	45	45	45	45	45	45	45	45
Closed Higher		22	23	16	15	21	16	22	16	19	25	24
Exceeded High		19	19	13	10	11	15	13	9	16	19	18
Scenario Percentage		86%	83%	81%	67%	52%	94%	59%	56%	84%	76%	75%
Avg Max Increase		12.09%	11.10%	10.47%	12.50%	8.86%	11.46%	8.71%	8.07%	7.20%	6.06%	2.63%
Max Increase		56.84%	45.67%	31.26%	29.19%	32.23%	42.96%	17.55%	29.33%	19.43%	16.19%	8.20%
Avg Days To Max Increase		16	13	10	17	15	16	24	14	17	7	5
Avg Max Decline		-3.38%	-2.44%	-0.58%	-1.86%	-3.37%	-2.73%	-2.52%	-3.63%	-2.23%	-1.25%	-1.21%
Max Decline		-7.89%	-5.76%	-5.30%	-6.62%	-11.20%	-9.57%	-12.56%	-9.73%	-5.89%	-3.09%	-5.01%
Avg Days to Max Decline		12	6	3	4	15	8	10	9	9	5	2
2020 Contract Condition			Yes				Yes			Yes
Action			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	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb
Tested Years		45	45	45	45	45	45	45	45	45	45	45
Closed Lower		23	22	29	30	24	29	23	28	26	20	21
Penetrated Low		22	21	26	25	16	24	21	23	20	14	7
Scenario Percentage		96%	95%	90%	83%	67%	83%	91%	82%	77%	70%	33%
Avg Max Decline		7.11%	9.61%	10.51%	7.81%	7.10%	7.67%	7.99%	6.01%	4.64%	4.97%	2.49%
Max Decline		15.47%	22.39%	16.96%	19.56%	37.09%	30.45%	27.13%	16.47%	16.16%	11.02%	4.47%
Avg Days To Max Decline		21	20	17	19	16	20	15	13	14	12	7
Avg Max Increase		-3.33%	-3.79%	-2.33%	-2.90%	-1.24%	-2.09%	-1.72%	-1.86%	-1.61%	-1.44%	-1.06%
Max Increase		-17.82%	-16.67%	-14.97%	-10.06%	-4.10%	-4.91%	-5.47%	-7.27%	-5.15%	-3.94%	-1.66%
Avg Days to Max Increase		12	10	6	10	5	10	8	10	8	5	3
2020 Contract Condition		Yes		Yes	Yes	Yes		Yes	Yes		Yes	Yes
Action		Yes		Yes	Yes	Yes		Yes	Yes		Yes	Not Yet
High	412.50	407.00	462.25	476.00	470.50	434.25	399.75	411.75	400.00	392.00	394.00	385.00
Low	396.75	387.50	378.50	431.75	420.00	376.00	365.75	389.75	373.00	371.00	375.25	361.75
Close/Last	397.00	396.00	451.50	439.50	420.50	382.25	399.50	398.75	381.25	387.75	381.25	366.50