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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Oats(CBOT) as of Sep 16, 2022
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   36 43 45 45 45 45 45 45 45 45 45
Closed Higher   14 25 29 22 21 17 17 19 26 23 23
Exceeded High   10 23 23 14 13 14 11 16 20 17 13
Scenario Percentage   71% 92% 79% 64% 62% 82% 65% 84% 77% 74% 57%
Avg Max Increase   10.91% 10.17% 7.97% 8.07% 12.97% 11.74% 11.09% 11.03% 19.50% 17.60% 10.67%
Max Increase   30.78% 33.88% 20.81% 19.12% 39.32% 33.53% 27.06% 22.68% 137.82% 115.34% 21.92%
Avg Days To Max Increase   20 15 16 14 13 13 15 13 16 10 9
Avg Max Decline   -3.20% -1.77% -1.75% -1.62% -1.42% -1.80% -2.19% -2.28% -4.32% -3.60% -1.37%
Max Decline   -8.81% -6.49% -11.62% -6.45% -6.35% -4.30% -11.43% -7.63% -24.10% -11.86% -7.66%
Avg Days to Max Decline   10 5 9 9 7 10 9 8 11 6 3
2022 Contract Condition   Yes Yes Yes Yes       Yes   Yes  
Action   Yes 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   36 43 45 45 45 45 45 45 45 45 45
Closed Lower   21 18 16 23 24 27 28 26 19 22 22
Penetrated Low   11 12 9 19 19 23 21 15 16 13 9
Scenario Percentage   52% 67% 56% 83% 79% 85% 75% 58% 84% 59% 41%
Avg Max Decline   9.43% 9.51% 8.55% 8.56% 8.27% 8.62% 9.40% 12.59% 10.42% 8.86% 5.30%
Max Decline   35.68% 34.36% 20.04% 16.86% 22.08% 20.60% 19.93% 24.67% 21.82% 17.26% 11.35%
Avg Days To Max Decline   21 19 13 19 19 17 18 20 19 8 7
Avg Max Increase   -2.34% -3.74% -1.93% -2.62% -2.69% -2.36% -2.72% -3.37% -5.49% -4.23% -2.54%
Max Increase   -7.04% -9.40% -4.87% -7.40% -9.29% -9.06% -9.83% -8.75% -14.18% -11.57% -13.04%
Avg Days to Max Increase   12 16 7 15 10 5 9 11 15 6 2
2022 Contract Condition           Yes Yes Yes   Yes   Yes
Action           Yes Yes No   Yes   Not Yet
High 461.25 510.25 560.00 648.00 710.00 673.00 613.00 647.00 709.50 770.00 708.25 694.75
Low 375.25 438.75 481.75 545.00 646.50 592.00 546.00 542.25 563.00 647.50 585.75 589.00
Close/Last 446.50 495.50 550.25 648.00 663.50 605.25 593.25 569.50 684.50 650.25 669.75 661.25

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