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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for January Soybeans(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 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   25 23 22 20 20 19 22 18 25 27 19
Exceeded High   22 21 17 19 14 12 17 14 20 16 13
Scenario Percentage   88% 91% 77% 95% 70% 63% 77% 78% 80% 59% 68%
Avg Max Increase   5.88% 7.71% 12.47% 11.65% 13.28% 11.03% 9.89% 10.10% 7.59% 6.27% 3.60%
Max Increase   13.45% 25.55% 43.56% 26.75% 52.85% 32.84% 36.66% 20.86% 25.11% 20.00% 8.09%
Avg Days To Max Increase   16 18 16 15 15 14 16 17 18 11 6
Avg Max Decline   -1.52% -1.91% -2.06% -2.09% -0.59% -2.95% -1.22% -2.14% -2.25% -1.83% -0.19%
Max Decline   -5.55% -6.19% -9.08% -6.63% -5.42% -7.53% -4.05% -6.79% -9.38% -5.00% -1.92%
Avg Days to Max Decline   10 13 9 6 5 8 4 5 7 5 3
2023 Contract Condition   Yes   Yes     Yes     Yes Yes Yes
Action   No   Yes     Yes     Yes 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 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   20 22 23 25 25 26 23 27 20 18 26
Penetrated Low   15 18 14 23 23 22 18 24 15 11 12
Scenario Percentage   75% 82% 61% 92% 92% 85% 78% 89% 75% 61% 46%
Avg Max Decline   5.83% 4.91% 9.31% 8.13% 8.91% 7.22% 7.30% 6.99% 6.55% 5.62% 2.32%
Max Decline   11.25% 11.94% 16.64% 19.52% 16.91% 25.70% 37.53% 21.37% 16.80% 12.09% 5.81%
Avg Days To Max Decline   13 18 17 19 16 14 11 13 16 10 6
Avg Max Increase   -1.52% -2.33% -2.21% -3.66% -3.08% -2.31% -1.57% -1.77% -2.56% -1.87% -0.79%
Max Increase   -3.22% -7.18% -7.29% -12.62% -12.51% -13.69% -5.92% -7.92% -6.08% -4.33% -1.97%
Avg Days to Max Increase   6 11 8 12 7 9 6 5 5 6 3
2023 Contract Condition     Yes   Yes Yes   Yes Yes      
Action     Yes   Yes Yes   Yes Yes      
High 1367.50 1547.50 1508.50 1542.25 1564.00 1587.75 1495.00 1488.50 1512.25 1424.00 1478.50 1532.25
Low 1274.50 1360.50 1412.50 1393.00 1442.00 1404.25 1296.50 1364.00 1374.25 1362.25 1406.75 1425.25
Close/Last 1365.00 1433.75 1415.75 1515.50 1514.25 1462.25 1475.00 1427.75 1375.50 1419.50 1469.50 1519.25

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