MRCI's ScenarioSM Study

ScenarioSM Study for July Oats(CBOT) as of Jan 01, 2014
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun
Tested Years		27	36	38	38	39	39	39	39	39	39	39
Closed Higher		10	20	22	16	19	14	14	16	22	18	18
Exceeded High		6	17	15	12	11	12	10	13	15	14	9
Scenario Percentage		60%	85%	68%	75%	58%	86%	71%	81%	68%	78%	50%
Avg Max Increase		9.14%	8.86%	7.11%	5.70%	11.06%	10.52%	10.58%	9.64%	22.26%	17.60%	9.44%
Max Increase		14.97%	33.88%	20.81%	16.97%	39.32%	33.53%	27.06%	22.68%	137.82%	115.34%	16.07%
Avg Days To Max Increase		16	13	14	12	13	12	14	13	14	11	8
Avg Max Decline		-3.31%	-1.75%	-2.54%	-1.75%	-0.91%	-1.83%	-2.00%	-2.70%	-4.19%	-2.68%	-0.90%
Max Decline		-8.81%	-5.37%	-11.62%	-6.45%	-6.35%	-4.30%	-11.43%	-7.63%	-24.10%	-7.86%	-7.66%
Avg Days to Max Decline		8	6	11	7	6	9	8	8	9	4	2
2013 Contract Condition		Yes		Yes			Yes		Yes	Yes		Yes
Action		No		Yes			Yes		No	Yes		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	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun
Tested Years		27	36	38	38	39	39	39	39	39	39	39
Closed Lower		16	16	16	22	20	24	25	23	17	21	21
Penetrated Low		8	12	10	17	14	21	19	12	15	14	10
Scenario Percentage		50%	75%	63%	77%	70%	88%	76%	52%	88%	67%	48%
Avg Max Decline		10.30%	9.92%	8.58%	8.18%	8.99%	8.87%	9.36%	13.32%	10.45%	10.16%	5.89%
Max Decline		35.68%	34.36%	20.04%	16.86%	22.08%	20.60%	17.14%	24.67%	21.82%	27.68%	11.89%
Avg Days To Max Decline		25	20	14	19	18	16	18	21	20	8	7
Avg Max Increase		-2.69%	-4.21%	-2.35%	-2.52%	-2.36%	-2.19%	-2.45%	-3.66%	-5.50%	-3.92%	-2.11%
Max Increase		-7.04%	-9.40%	-6.10%	-7.40%	-9.29%	-8.50%	-9.83%	-9.12%	-14.18%	-11.57%	-13.04%
Avg Days to Max Increase		14	16	10	16	7	5	9	13	16	6	2
2013 Contract Condition			Yes		Yes	Yes		Yes			Yes
Action			Yes		Yes	Yes		Yes			Not Yet
High	401.00	398.75	398.75	398.25	397.50	399.25	378.00	387.00	407.75	400.00	394.50	413.00
Low	353.25	372.25	369.00	365.50	364.50	355.25	340.25	356.00	369.25	348.00	351.25	372.00
Close/Last	387.50	398.75	375.50	397.50	382.25	357.75	372.00	371.25	391.25	391.75	374.25	401.25