MRCI's ScenarioSM Study

ScenarioSM Study for July Oats(CBOT) as of Jan 01, 2015
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		28	37	39	39	40	40	40	40	40	40	40
Closed Higher		10	20	23	17	20	15	15	16	23	19	18
Exceeded High		6	17	16	13	12	13	10	13	16	15	9
Scenario Percentage		60%	85%	70%	76%	60%	87%	67%	81%	70%	79%	50%
Avg Max Increase		9.14%	8.86%	7.21%	6.44%	13.33%	12.28%	10.58%	9.64%	21.33%	18.28%	10.29%
Max Increase		14.97%	33.88%	20.81%	16.97%	39.32%	33.53%	27.06%	22.68%	137.82%	115.34%	19.05%
Avg Days To Max Increase		16	13	14	13	14	13	14	13	15	11	9
Avg Max Decline		-3.31%	-1.75%	-2.41%	-1.68%	-1.07%	-1.79%	-2.00%	-2.70%	-4.52%	-3.29%	-0.90%
Max Decline		-8.81%	-5.37%	-11.62%	-6.45%	-6.35%	-4.30%	-11.43%	-7.63%	-24.10%	-11.86%	-7.66%
Avg Days to Max Decline		8	6	10	9	5	9	8	8	10	5	2
2014 Contract Condition				Yes	Yes	Yes	Yes	Yes		Yes	Yes
Action				Yes	Yes	Yes	Yes	No		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	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun
Tested Years		28	37	39	39	40	40	40	40	40	40	40
Closed Lower		17	17	16	22	20	24	25	24	17	21	22
Penetrated Low		9	13	10	17	14	21	19	13	15	14	10
Scenario Percentage		53%	76%	63%	77%	70%	88%	76%	54%	88%	67%	45%
Avg Max Decline		10.50%	9.24%	8.58%	8.18%	8.99%	8.87%	9.36%	12.92%	10.45%	10.32%	6.16%
Max Decline		35.68%	34.36%	20.04%	16.86%	22.08%	20.60%	17.14%	24.67%	21.82%	29.28%	13.84%
Avg Days To Max Decline		23	19	14	19	18	16	18	21	20	8	7
Avg Max Increase		-2.39%	-4.01%	-2.35%	-2.52%	-2.36%	-2.19%	-2.45%	-3.84%	-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		13	15	10	16	7	5	9	13	16	6	2
2014 Contract Condition		Yes	Yes						Yes			Yes
Action		Yes	Yes						Yes			Not Yet
High	375.00	348.75	335.25	320.25	320.50	333.00	361.75	442.75	424.00	376.50	374.50	387.00
Low	333.50	324.75	297.75	294.50	305.00	312.75	311.00	327.50	348.00	342.00	326.50	327.00
Close/Last	341.25	335.25	297.75	306.25	313.75	320.00	331.75	403.25	355.50	360.50	371.00	338.00