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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Oats(CBOT) as of Dec 30, 2016
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   37 41 41 42 42 42 42 42 43 43 43
Closed Higher   13 17 20 24 16 15 19 20 23 21 19
Exceeded High   10 12 18 14 13 11 14 13 19 13 10
Scenario Percentage   77% 71% 90% 58% 81% 73% 74% 65% 83% 62% 53%
Avg Max Increase   10.36% 9.28% 9.77% 19.41% 21.13% 14.75% 12.76% 12.12% 16.13% 14.38% 6.05%
Max Increase   32.94% 30.42% 24.73% 124.03% 100.39% 22.60% 29.75% 40.25% 35.52% 27.44% 19.32%
Avg Days To Max Increase   15 18 16 15 16 15 18 17 15 10 9
Avg Max Decline   -1.68% -3.30% -1.73% -1.75% -2.91% -1.79% -5.34% -2.84% -2.83% -2.57% -1.97%
Max Decline   -6.32% -12.05% -7.08% -6.64% -9.23% -5.03% -9.14% -10.22% -7.59% -9.51% -6.62%
Avg Days to Max Decline   9 9 10 9 4 4 8 11 6 9 2
2016 Contract Condition       Yes Yes         Yes Yes  
Action       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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   37 41 41 42 42 42 42 42 43 43 43
Closed Lower   24 22 20 18 25 27 23 21 20 21 23
Penetrated Low   19 16 12 15 23 21 18 14 18 13 8
Scenario Percentage   79% 73% 60% 83% 92% 78% 78% 67% 90% 62% 35%
Avg Max Decline   7.70% 8.46% 9.90% 8.87% 11.72% 12.41% 10.59% 9.66% 9.96% 9.97% 3.23%
Max Decline   18.88% 16.71% 16.12% 17.38% 27.19% 27.27% 22.12% 39.54% 39.56% 20.30% 8.44%
Avg Days To Max Decline   13 17 19 18 21 21 21 17 21 14 4
Avg Max Increase   -1.68% -0.78% -2.83% -3.89% -4.92% -2.89% -3.87% -4.01% -5.42% -3.00% -1.36%
Max Increase   -8.55% -2.91% -7.06% -11.41% -19.33% -10.65% -10.28% -9.52% -13.68% -7.99% -8.31%
Avg Days to Max Increase   8 8 16 11 13 5 11 8 12 6 2
2016 Contract Condition   Yes Yes     Yes Yes Yes Yes     Yes
Action   Yes Yes     Yes Yes Yes Yes     Yes
High 237.50 227.00 219.00 222.00 238.00 223.75 234.00 209.75 203.00 181.50 240.50 238.50
Low 228.00 206.00 202.75 199.00 208.50 209.75 199.00 188.25 172.25 171.00 178.50 198.25
Close/Last 228.00 217.50 205.50 214.50 222.00 213.25 201.75 199.25 176.00 178.25 220.50 199.25

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