MRCI's ScenarioSM Study

ScenarioSM Study for May Oats(CBOT) as of Jan 01, 2019
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr
Tested Years		37	42	42	44	44	44	44	44	44	44	44
Closed Higher		15	19	19	23	26	18	20	18	18	19	23
Exceeded High		11	14	12	21	17	9	13	16	12	15	14
Scenario Percentage		73%	74%	63%	91%	65%	50%	65%	89%	67%	79%	61%
Avg Max Increase		12.11%	9.27%	9.46%	11.05%	9.56%	8.77%	14.77%	12.97%	11.19%	9.86%	8.75%
Max Increase		24.52%	21.14%	21.88%	36.29%	20.50%	22.42%	53.11%	39.65%	27.04%	23.85%	19.33%
Avg Days To Max Increase		12	18	19	15	16	12	12	15	16	13	8
Avg Max Decline		0.21%	-4.27%	-4.20%	-2.26%	-1.15%	-1.93%	-1.64%	-2.01%	-3.95%	-3.16%	-1.52%
Max Decline		-2.19%	-7.41%	-13.02%	-10.00%	-8.42%	-6.85%	-5.90%	-8.72%	-10.28%	-10.41%	-6.88%
Avg Days to Max Decline		4	10	14	6	5	4	6	7	18	6	2
2018 Contract Condition		Yes			Yes	Yes			Yes	Yes		Yes
Action		Yes			Yes	Yes			Yes	No		Not Yet

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Condition 2: Lower Monthly Close. Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr
Tested Years		37	42	42	44	44	44	44	44	44	44	44
Closed Lower		22	23	23	21	17	25	24	25	26	24	21
Penetrated Low		19	16	13	17	14	19	16	22	20	15	9
Scenario Percentage		86%	70%	57%	81%	82%	76%	67%	88%	77%	63%	43%
Avg Max Decline		8.98%	9.46%	8.32%	8.60%	8.30%	9.71%	10.05%	10.21%	11.01%	10.92%	6.17%
Max Decline		22.98%	19.67%	36.65%	35.36%	20.98%	23.83%	22.35%	20.81%	21.46%	25.88%	11.85%
Avg Days To Max Decline		16	19	18	21	17	17	21	17	18	18	9
Avg Max Increase		-1.57%	-2.57%	-3.40%	-4.18%	-3.53%	-2.86%	-3.25%	-2.37%	-2.77%	-3.60%	-1.00%
Max Increase		-9.75%	-9.55%	-9.17%	-11.72%	-7.89%	-8.63%	-9.58%	-9.60%	-16.53%	-11.06%	-2.80%
Avg Days to Max Increase		4	11	7	14	11	14	11	6	7	8	3
2018 Contract Condition			Yes	Yes			Yes	Yes			Yes
Action			Yes	Yes			Yes	No			Yes
High	230.50	285.00	295.00	288.50	259.00	282.25	295.00	274.00	269.75	279.00	276.00	241.00
Low	221.75	226.50	272.75	241.75	237.75	249.00	262.00	245.75	246.00	257.25	221.50	215.00
Close/Last	226.50	285.00	284.50	241.75	254.25	273.00	269.50	247.00	265.75	270.25	225.00	225.50