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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for January Rough Rice(CBOT) as of May 10, 2021
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   26 30 33 34 34 34 34 35 35 35 35
Closed Higher   11 20 16 16 13 19 14 18 13 20 14
Exceeded High   10 17 11 13 9 14 11 14 7 15 9
Scenario Percentage   91% 85% 69% 81% 69% 74% 79% 78% 54% 75% 64%
Avg Max Increase   10.52% 8.57% 5.47% 6.58% 8.28% 13.54% 15.54% 13.19% 9.67% 7.90% 7.71%
Max Increase   29.36% 23.78% 17.68% 11.53% 19.56% 71.94% 87.52% 76.44% 21.38% 27.29% 19.50%
Avg Days To Max Increase   23 21 14 19 13 19 17 10 10 12 13
Avg Max Decline   -1.58% -1.06% -1.99% -2.56% -1.27% -3.09% -2.78% -1.47% -1.98% -2.29% -1.10%
Max Decline   -4.51% -5.47% -6.23% -11.37% -3.49% -7.47% -7.17% -5.41% -6.55% -9.88% -4.72%
Avg Days to Max Decline   10 13 5 14 6 13 9 6 4 7 3
2021 Contract Condition     Yes   Yes     Yes Yes   Yes  
Action     Yes   Yes     Yes Yes   Yes  
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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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   26 30 33 34 34 34 34 35 35 35 35
Closed Lower   15 10 17 18 21 15 20 17 22 15 21
Penetrated Low   12 8 11 15 16 12 13 14 16 13 8
Scenario Percentage   80% 80% 65% 83% 76% 80% 65% 82% 73% 87% 38%
Avg Max Decline   7.00% 9.56% 7.84% 8.49% 8.51% 9.10% 8.84% 9.88% 6.89% 5.83% 3.72%
Max Decline   22.37% 27.09% 19.79% 20.73% 22.74% 23.43% 15.87% 31.81% 16.43% 11.85% 5.97%
Avg Days To Max Decline   21 16 13 17 19 19 19 16 16 18 8
Avg Max Increase   -1.57% -2.36% -0.50% -1.84% -2.53% -3.94% -2.24% -1.94% -3.10% -1.65% -1.09%
Max Increase   -5.43% -6.12% -3.40% -6.89% -13.40% -13.47% -5.25% -8.00% -9.69% -5.96% -3.19%
Avg Days to Max Increase   9 8 12 6 9 9 8 5 10 7 3
2021 Contract Condition   Yes   Yes   Yes Yes     Yes   Yes
Action   Yes   Yes   Yes No     Yes   Not Yet
High 12.24 12.16 12.09 12.25 12.28 12.41 12.17 12.77 12.76 12.93 12.70 12.64
Low 11.94 11.93 11.70 11.83 11.81 11.85 11.55 11.70 12.25 12.05 12.15 11.99
Close/Last 12.12 12.03 12.06 11.83 12.23 12.15 11.78 12.52 12.68 12.37 12.56 12.40

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