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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June 5-Year T-Notes(CBOT) as of Sep 22, 2023
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Feb Feb Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   8 10 10 20 24 32 35 35 35 35 35
Closed Higher   6 9 6 10 14 15 22 15 16 20 22
Exceeded High   5 9 6 6 10 13 18 13 12 19 17
Scenario Percentage   83% 100% 100% 60% 71% 87% 82% 87% 75% 95% 77%
Avg Max Increase   1.91% 1.11% 1.15% 1.48% 1.64% 1.55% 1.56% 1.32% 1.20% 1.80% 1.07%
Max Increase   2.75% 2.08% 3.26% 3.23% 3.63% 4.67% 4.28% 2.96% 4.16% 5.46% 2.19%
Avg Days To Max Increase   20 14 20 16 16 13 13 13 12 14 14
Avg Max Decline   -0.51% -0.40% -0.45% -0.09% -0.35% -0.14% -0.65% -0.44% -0.40% -0.30% -0.24%
Max Decline   -1.26% -1.10% -0.86% -0.50% -0.99% -0.77% -3.33% -1.04% -1.47% -0.72% -0.77%
Avg Days to Max Decline   6 16 9 3 11 5 10 5 8 7 3
2023 Contract Condition           Yes   Yes   Yes Yes  
Action           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 Feb Feb Feb Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   8 10 10 20 24 32 35 35 35 35 35
Closed Lower   2 1 4 10 10 17 13 19 19 15 13
Penetrated Low   2 1 3 6 10 11 10 17 11 14 8
Scenario Percentage   100% 100% 75% 60% 100% 65% 77% 89% 58% 93% 62%
Avg Max Decline   0.59% 1.02% 0.93% 1.11% 0.99% 1.74% 1.72% 1.69% 1.24% 1.53% 1.34%
Max Decline   0.76% 1.02% 1.17% 3.26% 2.54% 3.36% 4.45% 5.32% 3.04% 2.83% 2.23%
Avg Days To Max Decline   11 5 13 17 15 19 23 16 10 14 17
Avg Max Increase   -0.37% 0.00% -0.88% -0.16% -0.33% -0.41% -0.63% -0.30% -0.32% -0.40% -0.39%
Max Increase   -0.60% 0.00% -2.24% -0.65% -0.74% -2.63% -1.17% -0.89% -1.06% -1.23% -1.13%
Avg Days to Max Increase   9 3 4 4 7 10 10 8 4 9 2
2023 Contract Condition         Yes   Yes   Yes     Yes
Action         No   Yes   Yes     Yes
High       107~310 108~182 108~284 109~244 111~006 110~256 111~096 111~056 111~112
Low       107~224 106~042 106~126 108~056 108~084 106~226 106~024 108~252 107~106
Close/Last       107~224 107~022 108~262 108~056 109~234 107~016 109~162 109~236 108~146

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As soybean planting gets underway, there will be plenty of price movement. What kind of trading opportunities do soybeans and its products, soymeal and soyoil, normally offer now and throughout the year?
MRCI's newly released 2023 Historical Soy Complex special report illustrates seasonal patterns and historically reliable trading strategies!