MRCI's ScenarioSM Study

ScenarioSM Study for March Soybeans(CBOT) as of Jan 01, 2014
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		43	45	45	45	45	45	45	45	45	45	45
Closed Higher		22	21	21	19	24	19	27	24	20	22	25
Exceeded High		18	20	18	13	20	14	21	14	18	16	16
Scenario Percentage		82%	95%	86%	68%	83%	74%	78%	58%	90%	73%	64%
Avg Max Increase		15.38%	15.96%	15.07%	10.99%	9.00%	11.25%	7.50%	8.63%	9.66%	10.59%	5.81%
Max Increase		50.54%	62.34%	54.17%	31.98%	35.74%	20.64%	23.10%	30.54%	59.67%	42.75%	17.09%
Avg Days To Max Increase		16	15	16	17	17	18	19	16	18	10	7
Avg Max Decline		-2.16%	-2.76%	-0.44%	-4.04%	-1.41%	-2.65%	-2.82%	-2.25%	-2.17%	-1.27%	-0.37%
Max Decline		-9.12%	-14.36%	-2.55%	-19.86%	-3.84%	-6.41%	-10.06%	-6.18%	-8.91%	-4.36%	-2.27%
Avg Days to Max Decline		8	7	3	10	7	6	8	12	10	4	2
2013 Contract Condition		Yes		Yes	Yes	Yes					Yes	Yes
Action		Yes		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	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb
Tested Years		43	45	45	45	45	45	45	45	45	45	45
Closed Lower		21	23	24	25	21	25	18	21	25	22	20
Penetrated Low		15	19	22	19	16	22	14	15	20	15	9
Scenario Percentage		71%	83%	92%	76%	76%	88%	78%	71%	80%	68%	45%
Avg Max Decline		7.31%	7.13%	8.79%	6.72%	9.17%	7.82%	8.26%	7.88%	7.13%	5.09%	2.39%
Max Decline		13.07%	14.49%	26.40%	25.44%	37.21%	21.93%	17.56%	29.78%	31.19%	21.15%	4.04%
Avg Days To Max Decline		16	20	15	14	12	14	18	13	16	9	5
Avg Max Increase		-2.67%	-3.51%	-2.97%	-2.38%	-1.65%	-2.07%	-3.12%	-2.30%	-2.22%	-1.65%	-1.23%
Max Increase		-6.80%	-12.12%	-12.72%	-13.07%	-7.84%	-7.66%	-6.99%	-7.38%	-6.19%	-6.41%	-5.06%
Avg Days to Max Increase		11	11	7	9	5	6	6	9	12	5	2
2013 Contract Condition			Yes				Yes	Yes	Yes	Yes
Action			No				Yes	Yes	Yes	Yes
High	1353.50	1377.50	1363.75	1395.25	1570.00	1686.25	1728.25	1564.25	1545.00	1501.25	1484.25	1516.50
Low	1284.50	1321.25	1230.00	1232.75	1387.25	1487.50	1508.50	1457.00	1356.00	1397.75	1351.50	1404.50
Close/Last	1338.00	1353.50	1253.25	1387.25	1533.50	1684.25	1564.25	1523.75	1432.50	1409.50	1468.50	1474.25