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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Rough Rice(CBOT) as of Aug 18, 2023
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   28 31 35 35 36 37 37 37 37 37 37
Closed Higher   16 14 14 20 14 19 14 23 16 20 10
Exceeded High   11 11 8 16 12 15 8 17 12 11 6
Scenario Percentage   69% 79% 57% 80% 86% 79% 57% 74% 75% 55% 60%
Avg Max Increase   3.85% 6.40% 8.04% 11.22% 13.90% 12.33% 8.58% 8.49% 11.47% 7.15% 7.76%
Max Increase   10.44% 11.03% 18.05% 70.33% 85.48% 73.40% 19.52% 32.41% 24.77% 31.92% 13.50%
Avg Days To Max Increase   16 21 16 19 17 10 9 18 14 11 9
Avg Max Decline   -2.00% -2.58% -1.39% -3.00% -2.55% -1.26% -1.86% -2.57% -2.48% -1.37% -0.23%
Max Decline   -6.35% -11.48% -3.65% -8.48% -6.86% -5.30% -6.17% -10.08% -6.22% -4.51% -1.77%
Avg Days to Max Decline   6 16 7 15 8 8 4 9 5 6 3
2023 Contract Condition   Yes Yes   Yes Yes     Yes Yes    
Action   Yes No   Yes 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   28 31 35 35 36 37 37 37 37 37 37
Closed Lower   12 16 20 15 22 18 22 14 21 17 27
Penetrated Low   7 12 15 12 14 15 16 13 17 16 13
Scenario Percentage   58% 75% 75% 80% 64% 83% 73% 93% 81% 94% 48%
Avg Max Decline   10.01% 9.26% 7.56% 8.45% 8.09% 9.40% 6.15% 7.51% 9.72% 9.06% 6.00%
Max Decline   19.64% 20.02% 21.54% 22.30% 16.23% 31.89% 16.45% 14.32% 24.11% 19.90% 10.18%
Avg Days To Max Decline   16 14 19 21 18 18 14 22 18 13 9
Avg Max Increase   -0.41% -1.66% -1.69% -3.44% -1.96% -1.68% -2.05% -3.03% -2.90% -2.42% -0.95%
Max Increase   -3.24% -6.75% -11.61% -12.23% -6.70% -7.34% -8.11% -16.02% -10.15% -12.83% -3.89%
Avg Days to Max Increase   11 8 6 10 9 5 7 9 8 8 3
2023 Contract Condition       Yes     Yes Yes     Yes Yes
Action       Yes     Yes No     Yes Yes
High 16.45 17.62 18.07 17.77 17.59 18.33 18.37 17.68 18.48 18.53 18.48 18.20
Low 15.56 16.16 17.23 16.75 16.57 17.17 17.57 16.66 17.50 16.98 17.29 16.65
Close/Last 16.20 17.62 18.07 17.18 17.40 18.29 17.75 17.30 18.14 18.39 17.82 16.97

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