MRCI's ScenarioSM Study

ScenarioSM Study for September Oats(CBOT) as of Dec 07, 2022
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug
Tested Years		36	43	44	45	45	45	45	45	45	45	45
Closed Higher		21	20	19	16	17	19	26	22	19	17	20
Exceeded High		14	13	13	13	14	16	18	15	13	13	9
Scenario Percentage		67%	65%	68%	81%	82%	84%	69%	68%	68%	76%	45%
Avg Max Increase		7.31%	5.66%	11.61%	8.70%	9.75%	10.86%	19.34%	18.08%	15.38%	11.84%	8.38%
Max Increase		13.57%	11.80%	37.56%	33.14%	30.95%	24.88%	134.52%	111.54%	36.38%	20.48%	13.98%
Avg Days To Max Increase		17	13	16	15	18	15	15	16	12	13	10
Avg Max Decline		-1.83%	-0.84%	-1.48%	-2.07%	-3.53%	-1.42%	-1.84%	-4.62%	-2.38%	-5.29%	-1.19%
Max Decline		-9.91%	-5.49%	-4.63%	-7.37%	-14.25%	-7.07%	-7.91%	-12.38%	-10.46%	-11.39%	-2.96%
Avg Days to Max Decline		10	7	5	13	8	12	7	7	5	7	2
2022 Contract Condition		Yes	Yes				Yes	Yes	Yes
Action		Yes	No				Yes	Yes	No

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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	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug
Tested Years		36	43	44	45	45	45	45	45	45	45	45
Closed Lower		15	23	24	29	26	26	19	23	26	28	25
Penetrated Low		11	19	19	22	19	17	15	19	22	18	4
Scenario Percentage		73%	83%	79%	76%	73%	65%	79%	83%	85%	64%	16%
Avg Max Decline		5.60%	7.32%	6.76%	8.20%	9.18%	9.45%	9.73%	11.59%	12.56%	11.85%	6.45%
Max Decline		19.89%	15.06%	17.52%	16.03%	15.31%	18.40%	19.38%	25.14%	30.34%	23.13%	12.42%
Avg Days To Max Decline		13	18	20	18	20	16	20	20	19	17	6
Avg Max Increase		-3.35%	-2.17%	-2.55%	-2.10%	-1.72%	-2.42%	-4.76%	-6.07%	-3.35%	-3.84%	0.06%
Max Increase		-12.59%	-6.13%	-8.50%	-8.70%	-6.27%	-7.55%	-11.88%	-20.37%	-11.37%	-13.13%	0.00%
Avg Days to Max Increase		10	11	11	6	12	9	13	12	5	9	1
2022 Contract Condition				Yes	Yes	Yes				Yes	Yes	Yes
Action				Yes	Yes	No				Yes	Yes	Yes
High	490.75	528.00	583.50	555.75	542.25	556.00	575.00	630.00	657.25	645.00	516.50	474.75
Low	436.00	474.00	525.00	515.00	492.00	464.75	485.25	556.00	544.00	492.75	435.00	397.00
Close/Last	475.75	524.00	547.50	530.25	529.00	489.25	559.00	590.75	641.50	515.50	448.00	404.75