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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for May Soybeans(CBOT) as of Sep 16, 2022
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   20 18 22 21 23 26 21 22 26 26 26
Exceeded High   14 11 18 15 18 17 17 19 22 20 14
Scenario Percentage   70% 61% 82% 71% 78% 65% 81% 86% 85% 77% 54%
Avg Max Increase   11.70% 11.70% 9.06% 11.14% 8.33% 7.21% 9.53% 8.75% 8.54% 8.35% 4.36%
Max Increase   49.09% 30.88% 30.28% 20.56% 26.01% 22.99% 30.41% 29.29% 26.59% 22.90% 9.35%
Avg Days To Max Increase   15 16 16 19 20 14 17 16 16 14 8
Avg Max Decline   -0.50% -1.99% -1.06% -2.06% -2.65% -1.95% -2.22% -1.86% -1.62% -1.57% -1.14%
Max Decline   -3.82% -5.59% -3.73% -5.75% -10.89% -5.30% -9.44% -7.40% -5.45% -4.88% -2.62%
Avg Days to Max Decline   5 6 4 6 7 9 11 7 6 9 2
2022 Contract Condition   Yes           Yes Yes Yes   Yes
Action   No           Yes Yes No   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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   25 27 23 24 22 19 24 23 19 19 19
Penetrated Low   22 22 12 22 17 11 21 18 14 17 7
Scenario Percentage   88% 81% 52% 92% 77% 58% 88% 78% 74% 89% 37%
Avg Max Decline   9.27% 7.13% 8.90% 6.69% 6.52% 6.90% 5.26% 5.01% 5.72% 4.44% 3.25%
Max Decline   25.71% 24.91% 36.89% 21.59% 17.79% 12.61% 16.45% 15.05% 13.88% 10.07% 6.05%
Avg Days To Max Decline   16 16 10 13 15 17 16 15 11 10 7
Avg Max Increase   -2.19% -1.96% -0.66% -1.59% -2.04% -2.60% -2.14% -2.19% -2.00% -1.25% -1.20%
Max Increase   -10.08% -11.53% -2.67% -7.24% -6.17% -7.48% -6.92% -7.36% -4.36% -4.57% -3.00%
Avg Days to Max Increase   6 8 5 5 5 13 12 8 8 2 2
2022 Contract Condition     Yes Yes Yes Yes Yes       Yes  
Action     Yes Yes Yes Yes No       Yes  
High 1401.00 1434.00 1390.75 1372.25 1325.50 1292.25 1308.50 1391.00 1501.50 1759.25 1736.50 1757.50
Low 1303.25 1228.75 1276.75 1286.75 1273.25 1215.50 1204.50 1232.00 1351.75 1490.00 1613.50 1576.75
Close/Last 1345.75 1365.00 1345.25 1310.75 1278.50 1268.25 1235.25 1349.00 1495.25 1636.75 1618.25 1708.25

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