MRCI's ScenarioSM Study

ScenarioSM Study for January Soybeans(CBOT) as of Jan 01, 2015
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		45	45	45	45	45	45	45	45	45	45	45
Closed Higher		24	24	21	23	21	19	24	18	25	25	19
Exceeded High		23	21	16	22	18	12	19	13	18	15	14
Scenario Percentage		96%	88%	76%	96%	86%	63%	79%	72%	72%	60%	74%
Avg Max Increase		6.12%	6.76%	17.94%	15.47%	15.67%	11.66%	9.34%	11.22%	8.32%	6.83%	3.63%
Max Increase		14.58%	25.55%	52.48%	63.29%	54.89%	32.84%	36.66%	20.86%	25.11%	20.00%	8.09%
Avg Days To Max Increase		16	19	18	15	16	15	17	19	16	10	9
Avg Max Decline		-1.79%	-1.78%	-2.16%	-2.60%	-0.43%	-2.95%	-1.19%	-2.63%	-2.36%	-2.03%	-0.79%
Max Decline		-7.51%	-6.19%	-9.08%	-12.08%	-2.40%	-10.01%	-4.05%	-6.79%	-9.38%	-6.24%	-3.30%
Avg Days to Max Decline		10	14	9	8	3	7	6	6	6	6	5
2014 Contract Condition					Yes			Yes			Yes
Action					Yes			No			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		45	45	45	45	45	45	45	45	45	45	45
Closed Lower		21	21	23	22	24	26	21	27	20	20	26
Penetrated Low		16	15	12	19	22	20	16	24	16	14	14
Scenario Percentage		76%	71%	52%	86%	92%	77%	76%	89%	80%	70%	54%
Avg Max Decline		6.06%	5.03%	9.15%	7.34%	9.54%	6.80%	9.35%	7.80%	7.71%	6.40%	3.04%
Max Decline		18.43%	12.84%	13.99%	16.03%	26.94%	25.70%	37.53%	21.37%	17.94%	16.04%	7.50%
Avg Days To Max Decline		12	16	17	18	15	12	15	14	16	11	7
Avg Max Increase		-1.76%	-2.16%	-2.40%	-3.66%	-3.18%	-2.37%	-1.80%	-2.17%	-2.89%	-1.96%	-1.21%
Max Increase		-3.85%	-7.18%	-7.29%	-12.62%	-12.51%	-13.69%	-7.17%	-7.92%	-6.83%	-4.43%	-3.49%
Avg Days to Max Increase		7	9	8	11	7	7	5	6	6	6	3
2014 Contract Condition		Yes	Yes	Yes		Yes	Yes		Yes	Yes		Yes
Action		Yes	Yes	No		Yes	Yes		Yes	Yes		Yes
High	1340.00	1353.50	1285.25	1266.00	1319.50	1337.00	1302.00	1406.00	1403.50	1312.75	1341.00	1353.50
Low	1269.25	1251.00	1254.00	1194.25	1207.75	1255.50	1199.00	1169.00	1283.25	1261.25	1247.00	1309.00
Close/Last	1332.25	1263.25	1256.25	1230.75	1310.00	1256.75	1211.00	1354.75	1285.00	1266.25	1336.50	1312.50