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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Soybean Meal(CBOT) as of Dec 30, 2016
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   40 44 44 45 45 45 45 45 45 45 45
Closed Higher   17 19 20 20 23 24 26 25 23 25 19
Exceeded High   13 15 11 15 19 19 20 17 17 18 4
Scenario Percentage   76% 79% 55% 75% 83% 79% 77% 68% 74% 72% 21%
Avg Max Increase   12.47% 10.12% 11.10% 11.30% 10.97% 12.17% 12.81% 22.25% 17.34% 12.56% 7.87%
Max Increase   21.18% 38.22% 42.68% 48.61% 30.93% 35.17% 45.55% 86.01% 37.46% 29.03% 20.76%
Avg Days To Max Increase   14 17 16 22 19 19 16 19 15 14 6
Avg Max Decline   -1.87% -2.70% -1.81% -2.85% -1.93% -2.80% -1.70% -2.36% -1.65% -1.24% -0.77%
Max Decline   -5.58% -9.99% -5.09% -9.97% -7.12% -19.86% -4.98% -14.56% -6.22% -9.50% -1.61%
Avg Days to Max Decline   7 10 5 13 6 9 9 8 8 3 2
2016 Contract Condition           Yes   Yes Yes Yes Yes  
Action           No   Yes 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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   40 44 44 45 45 45 45 45 45 45 45
Closed Lower   22 25 24 24 22 21 19 20 22 19 26
Penetrated Low   21 18 16 17 19 15 12 16 21 14 17
Scenario Percentage   95% 72% 67% 71% 86% 71% 63% 80% 95% 74% 65%
Avg Max Decline   6.20% 6.80% 7.78% 9.05% 6.32% 7.42% 7.57% 6.35% 8.95% 12.06% 5.59%
Max Decline   17.88% 18.62% 29.20% 27.35% 15.00% 29.32% 25.16% 15.00% 41.12% 35.61% 14.38%
Avg Days To Max Decline   14 14 16 18 16 12 19 19 15 10 6
Avg Max Increase   -1.75% -2.02% -1.90% -2.19% -2.05% -2.46% -1.91% -4.17% -3.95% -0.82% -0.32%
Max Increase   -5.56% -6.86% -5.06% -9.70% -5.37% -8.30% -4.64% -9.99% -27.41% -12.89% -1.60%
Avg Days to Max Increase   9 9 10 6 8 9 9 12 9 4 1
2016 Contract Condition   Yes Yes Yes Yes   Yes         Yes
Action   Yes Yes Yes Yes   No         Yes
High 327.40 309.60 311.60 302.30 297.30 281.90 279.80 280.10 338.70 399.40 421.40 406.50
Low 300.70 295.60 296.80 285.00 273.80 271.90 263.00 264.90 269.90 331.30 372.90 335.40
Close/Last 304.30 304.10 300.80 292.60 274.20 277.70 266.30 274.40 334.20 385.30 405.80 350.00

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