MRCI's ScenarioSM Study

ScenarioSM Study for May 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	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr
Tested Years		43	45	45	45	45	45	45	45	45	45	45
Closed Higher		19	19	24	20	23	24	21	22	25	27	27
Exceeded High		16	13	20	13	17	15	18	18	22	20	13
Scenario Percentage		84%	68%	83%	65%	74%	63%	86%	82%	88%	74%	48%
Avg Max Increase		12.32%	11.07%	8.67%	11.67%	8.20%	8.08%	10.58%	11.32%	10.84%	8.00%	7.05%
Max Increase		49.09%	30.88%	30.28%	20.56%	21.53%	22.99%	50.30%	42.93%	37.62%	22.90%	30.26%
Avg Days To Max Increase		14	17	16	19	20	17	19	18	19	15	10
Avg Max Decline		-0.53%	-3.76%	-1.07%	-2.37%	-2.88%	-1.97%	-2.51%	-1.79%	-2.07%	-1.26%	-0.88%
Max Decline		-2.63%	-18.59%	-3.73%	-5.75%	-10.89%	-5.30%	-9.44%	-7.40%	-13.01%	-4.88%	-2.62%
Avg Days to Max Decline		3	7	6	7	7	9	10	6	7	8	2
2014 Contract Condition				Yes			Yes			Yes	Yes	Yes
Action				Yes			Yes			Yes	Yes	Not Yet

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Condition 2: Lower Monthly Close. Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr
Tested Years		43	45	45	45	45	45	45	45	45	45	45
Closed Lower		24	25	21	25	22	21	24	23	20	18	18
Penetrated Low		20	19	14	23	18	14	20	17	15	14	8
Scenario Percentage		83%	76%	67%	92%	82%	67%	83%	74%	75%	78%	44%
Avg Max Decline		9.37%	6.67%	9.71%	7.31%	7.50%	7.99%	6.87%	5.99%	6.51%	4.61%	4.06%
Max Decline		25.71%	24.91%	36.89%	21.59%	17.79%	29.10%	30.39%	20.77%	15.50%	15.46%	7.58%
Avg Days To Max Decline		15	13	12	14	16	13	17	13	10	10	8
Avg Max Increase		-2.29%	-2.10%	-1.16%	-2.04%	-2.32%	-1.75%	-2.32%	-1.80%	-2.21%	-1.03%	-1.28%
Max Increase		-10.08%	-11.53%	-7.06%	-7.24%	-7.02%	-3.83%	-6.92%	-6.25%	-4.42%	-4.57%	-3.00%
Avg Days to Max Increase		7	7	5	6	5	8	12	6	8	2	2
2014 Contract Condition		Yes	Yes		Yes	Yes		Yes	Yes
Action		Yes	Yes		Yes	Yes		Yes	No
High	1317.00	1332.25	1292.25	1335.75	1349.00	1273.75	1301.25	1324.25	1309.50	1445.50	1466.50	1532.00
Low	1218.75	1247.25	1199.75	1175.50	1247.25	1228.75	1224.00	1273.00	1247.50	1264.75	1365.50	1456.00
Close/Last	1306.75	1254.50	1212.75	1311.75	1248.50	1238.75	1297.75	1277.00	1268.50	1414.00	1464.00	1530.75