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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for January Soybean Meal(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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   43 45 45 45 45 45 45 45 45 45 45
Closed Higher   23 23 23 23 21 17 25 19 20 22 20
Exceeded High   17 20 18 19 16 11 21 16 14 16 13
Scenario Percentage   74% 87% 78% 83% 76% 65% 84% 84% 70% 73% 65%
Avg Max Increase   7.27% 9.75% 14.43% 12.33% 11.82% 11.90% 10.87% 14.08% 9.93% 9.60% 4.57%
Max Increase   13.47% 32.65% 49.76% 30.42% 30.14% 27.74% 39.04% 27.86% 22.29% 28.44% 9.14%
Avg Days To Max Increase   19 14 15 15 15 17 15 15 16 11 9
Avg Max Decline   -2.08% -2.12% -1.75% -2.13% -1.62% -2.88% -1.32% -1.91% -2.30% -2.53% -1.45%
Max Decline   -6.97% -7.65% -6.28% -6.47% -10.72% -5.43% -3.63% -7.34% -7.95% -6.63% -4.98%
Avg Days to Max Decline   13 13 8 7 7 10 5 7 5 8 5
2022 Contract Condition   Yes Yes Yes             Yes Yes
Action   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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   43 45 45 45 45 45 45 45 45 45 45
Closed Lower   20 22 22 22 24 28 20 26 23 22 24
Penetrated Low   12 16 16 21 22 22 16 24 17 17 14
Scenario Percentage   60% 73% 73% 95% 92% 79% 80% 92% 74% 77% 58%
Avg Max Decline   6.38% 5.13% 6.64% 6.57% 9.45% 7.65% 8.20% 6.17% 6.62% 7.29% 3.70%
Max Decline   13.12% 13.62% 13.36% 17.41% 26.42% 24.27% 33.80% 17.03% 14.18% 25.56% 9.18%
Avg Days To Max Decline   15 20 17 20 19 17 14 14 16 9 7
Avg Max Increase   -1.84% -3.00% -2.30% -4.49% -2.50% -1.86% -2.10% -2.11% -2.73% -2.05% -0.97%
Max Increase   -4.08% -9.10% -9.60% -15.72% -12.47% -8.22% -4.58% -7.02% -10.96% -6.23% -3.60%
Avg Days to Max Increase   9 12 12 11 6 9 8 9 7 6 3
2022 Contract Condition         Yes Yes Yes Yes Yes Yes    
Action         Yes Yes Yes Yes Yes No    
High 391.80 385.10 394.50 414.90 423.60 402.00 391.80 367.20 349.20 334.00 375.90 422.30
Low 354.20 357.50 363.10 384.70 376.40 347.30 349.00 346.30 330.70 311.20 326.70 340.70
Close/Last 359.80 375.50 394.20 398.10 391.90 380.10 355.10 347.00 331.00 330.40 341.80 411.70

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