MRCI's ScenarioSM Study

ScenarioSM Study for July Oats(CBOT) as of Jan 01, 2016
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		29	38	40	40	41	41	41	41	41	41	41
Closed Higher		11	20	24	17	20	15	15	16	23	19	19
Exceeded High		7	17	17	13	12	13	10	13	16	15	9
Scenario Percentage		64%	85%	71%	76%	60%	87%	67%	81%	70%	79%	47%
Avg Max Increase		8.38%	8.86%	7.14%	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		17	13	14	13	14	13	14	13	15	11	9
Avg Max Decline		-3.34%	-1.75%	-2.27%	-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		11	6	10	9	5	9	8	8	10	5	2
2015 Contract Condition		Yes		Yes								Yes
Action		Yes		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		29	38	40	40	41	41	41	41	41	41	41
Closed Lower		17	18	16	23	21	25	26	25	18	22	22
Penetrated Low		9	13	10	18	15	22	20	14	15	14	10
Scenario Percentage		53%	72%	63%	78%	71%	88%	77%	56%	83%	64%	45%
Avg Max Decline		10.50%	9.24%	8.58%	8.33%	9.21%	8.77%	9.89%	13.17%	10.45%	10.32%	6.16%
Max Decline		35.68%	34.36%	20.04%	16.86%	22.08%	20.60%	19.93%	24.67%	21.82%	29.28%	13.84%
Avg Days To Max Decline		23	19	14	19	19	17	19	21	20	8	7
Avg Max Increase		-2.39%	-4.01%	-2.35%	-2.51%	-2.29%	-2.21%	-2.50%	-3.80%	-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	12	16	6	2
2015 Contract Condition			Yes		Yes	Yes	Yes	Yes	Yes	Yes	Yes
Action			No		Yes	Yes	Yes	Yes	Yes	No	Not Yet
High	333.75	327.75	324.50	330.00	338.50	321.50	310.75	292.00	288.00	275.50	256.00	269.75
Low	303.50	307.00	306.50	312.25	312.25	306.50	280.25	268.75	265.50	223.00	224.75	234.00
Close/Last	309.50	317.75	312.25	319.25	314.00	306.50	284.50	278.50	266.75	244.25	234.00	253.25