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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Oats(CBOT) as of Sep 30, 2024
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   42 45 45 45 45 45 45 45 45 45 45
Closed Higher   15 19 21 24 20 18 22 23 24 24 20
Exceeded High   10 13 18 17 17 14 16 16 21 15 10
Scenario Percentage   67% 68% 86% 71% 85% 78% 73% 70% 88% 63% 50%
Avg Max Increase   10.36% 9.70% 10.72% 17.75% 21.31% 16.58% 14.08% 15.35% 17.75% 13.69% 4.49%
Max Increase   32.94% 30.42% 24.73% 124.03% 100.39% 33.93% 32.77% 46.09% 35.52% 26.13% 15.95%
Avg Days To Max Increase   15 18 16 17 17 16 19 19 16 9 6
Avg Max Decline   -1.68% -3.08% -1.52% -2.65% -3.29% -1.97% -5.35% -3.13% -2.51% -2.05% -1.83%
Max Decline   -6.32% -12.05% -7.08% -8.63% -9.23% -7.40% -9.14% -10.22% -7.59% -9.51% -6.62%
Avg Days to Max Decline   9 8 11 10 5 4 8 10 5 8 2
2024 Contract Condition       Yes Yes Yes     Yes Yes    
Action       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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   42 45 45 45 45 45 45 45 45 45 45
Closed Lower   27 25 23 20 23 27 23 21 21 20 24
Penetrated Low   21 18 14 15 21 22 17 15 19 13 10
Scenario Percentage   78% 72% 61% 75% 91% 81% 74% 71% 90% 65% 42%
Avg Max Decline   7.33% 8.57% 8.91% 8.87% 11.21% 12.06% 11.23% 9.64% 11.19% 10.45% 3.92%
Max Decline   18.88% 16.71% 16.12% 17.38% 22.63% 27.27% 22.12% 39.54% 39.56% 20.30% 9.89%
Avg Days To Max Decline   14 18 17 18 20 22 20 18 20 12 4
Avg Max Increase   -1.91% -1.41% -2.56% -3.89% -5.27% -2.94% -3.51% -3.71% -5.13% -2.90% -1.32%
Max Increase   -8.55% -8.03% -7.06% -11.41% -19.33% -10.65% -10.28% -8.26% -13.68% -7.99% -8.31%
Avg Days to Max Increase   8 10 13 11 13 4 10 9 11 7 2
2024 Contract Condition   Yes Yes       Yes Yes        
Action   Yes Yes       Yes No        
High 402.00 390.25 379.75 367.00 371.50 412.75 386.50 339.50 338.00 393.75    
Low 365.25 361.00 354.25 344.50 332.00 361.00 305.75 303.00 303.50 334.50    
Close/Last 398.50 379.25 359.25 360.75 363.50 386.75 323.25 319.75 338.00 392.50    

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Central banks bought big, but the COT report waves a red flag. Seasonal gains await—Market players, read or regret! https://tinyurl.com/4antcta9