MRCI's ScenarioSM Study

ScenarioSM Study for March Oats(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		39	44	44	45	45	45	45	45	45	45	45
Closed Higher		19	14	16	20	22	23	28	20	20	20	17
Exceeded High		13	12	12	15	15	20	18	12	12	13	11
Scenario Percentage		68%	86%	75%	75%	68%	87%	64%	60%	60%	65%	65%
Avg Max Increase		16.74%	18.99%	13.05%	11.31%	11.04%	13.66%	12.00%	8.40%	16.22%	14.96%	5.63%
Max Increase		106.02%	87.15%	23.03%	27.66%	29.72%	38.56%	22.99%	28.96%	50.46%	35.30%	11.11%
Avg Days To Max Increase		17	16	14	18	15	16	16	9	15	8	6
Avg Max Decline		-1.73%	-2.67%	-0.17%	-4.52%	-2.78%	-2.39%	-1.46%	-1.78%	-2.01%	-1.23%	0.13%
Max Decline		-7.25%	-8.45%	-3.13%	-8.31%	-9.36%	-8.31%	-8.64%	-6.60%	-6.47%	-6.73%	-2.20%
Avg Days to Max Decline		11	4	5	8	8	6	7	3	8	3	2
2020 Contract Condition		Yes	Yes			Yes	Yes	Yes	Yes		Yes
Action		Yes	Yes			Yes	Yes	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	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb
Tested Years		39	44	44	45	45	45	45	45	45	45	45
Closed Lower		18	30	28	25	23	21	17	25	24	24	27
Penetrated Low		17	26	24	17	15	16	10	18	18	18	8
Scenario Percentage		94%	87%	86%	68%	65%	76%	59%	72%	75%	75%	30%
Avg Max Decline		7.62%	10.43%	9.76%	9.74%	8.19%	9.01%	9.07%	9.15%	9.38%	10.12%	6.43%
Max Decline		15.94%	26.25%	24.78%	20.59%	37.94%	37.88%	21.66%	18.50%	22.86%	21.25%	19.23%
Avg Days To Max Decline		17	22	18	22	17	21	12	15	18	15	7
Avg Max Increase		-2.90%	-4.01%	-2.74%	-3.34%	-3.58%	-5.40%	-3.58%	-3.65%	-4.42%	-1.91%	-0.84%
Max Increase		-10.50%	-15.38%	-10.14%	-10.30%	-9.78%	-11.80%	-8.44%	-8.41%	-11.43%	-5.73%	-3.57%
Avg Days to Max Increase		13	10	6	9	8	14	9	14	11	4	1
2020 Contract Condition				Yes	Yes					Yes		Yes
Action				Yes	No					Yes		Yes
High	262.25	257.50	288.50	298.50	292.00	280.25	285.00	303.50	329.00	311.00	317.00	310.00
Low	253.50	248.50	249.00	273.00	266.50	268.25	268.75	279.00	292.75	283.00	287.75	268.00
Close/Last	254.00	254.25	286.00	280.25	268.75	273.75	279.50	293.50	309.75	292.00	303.75	268.75