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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Soybeans(CBOT) as of Aug 05, 2022
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   21 21 20 18 22 20 26 26 19 21 27
Exceeded High   17 20 14 11 19 16 21 17 16 17 17
Scenario Percentage   81% 95% 70% 61% 86% 80% 81% 65% 84% 81% 63%
Avg Max Increase   11.84% 10.46% 12.64% 11.93% 9.11% 10.76% 7.86% 6.91% 8.65% 8.04% 4.68%
Max Increase   40.52% 25.31% 51.69% 31.98% 35.74% 20.64% 26.03% 22.83% 31.79% 23.26% 17.09%
Avg Days To Max Increase   16 14 15 16 16 18 19 14 15 8 7
Avg Max Decline   -2.21% -1.82% -0.50% -2.23% -1.37% -2.28% -2.84% -2.12% -1.96% -1.26% -0.56%
Max Decline   -9.12% -6.23% -4.89% -5.64% -3.84% -6.41% -10.06% -6.18% -8.91% -4.36% -2.27%
Avg Days to Max Decline   9 5 3 9 5 6 8 10 11 4 2
2022 Contract Condition   Yes Yes Yes           Yes Yes Yes
Action   Yes Yes No           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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   24 23 25 27 23 24 19 19 26 23 18
Penetrated Low   17 21 24 22 15 22 14 12 22 15 7
Scenario Percentage   71% 91% 96% 81% 65% 92% 74% 63% 85% 65% 39%
Avg Max Decline   7.72% 7.74% 8.94% 7.34% 7.95% 6.96% 6.64% 6.77% 5.31% 3.88% 2.48%
Max Decline   14.65% 17.84% 26.40% 25.44% 37.21% 21.93% 17.56% 12.54% 17.04% 11.40% 3.88%
Avg Days To Max Decline   17 20 15 15 10 13 17 16 16 10 6
Avg Max Increase   -2.42% -3.68% -2.93% -2.23% -1.24% -1.69% -2.57% -3.24% -2.13% -1.74% -0.82%
Max Increase   -6.80% -12.12% -12.72% -13.07% -3.78% -7.66% -6.09% -7.83% -6.19% -6.41% -1.64%
Avg Days to Max Increase   9 12 7 8 5 5 5 14 12 6 2
2022 Contract Condition         Yes Yes Yes Yes Yes      
Action         Yes Yes Yes Yes No      
High 1242.75 1352.75 1416.50 1445.50 1399.50 1376.25 1320.50 1283.25 1300.50 1384.50 1496.75 1765.00
Low 1170.75 1215.50 1306.00 1229.50 1284.00 1284.25 1266.00 1206.00 1193.00 1223.50 1342.00 1485.00
Close/Last 1237.25 1318.50 1350.25 1372.75 1347.75 1305.25 1272.00 1259.00 1226.50 1339.25 1490.50 1644.25

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