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