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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 Jan 01, 2019
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   42 44 44 45 45 45 45 45 45 45 45
Closed Higher   19 18 21 18 23 24 25 25 21 25 21
Exceeded High   15 14 12 13 19 18 19 17 15 19 6
Scenario Percentage   79% 78% 57% 72% 83% 75% 76% 68% 71% 76% 29%
Avg Max Increase   11.69% 8.20% 7.73% 8.75% 10.02% 11.68% 13.13% 17.05% 18.21% 13.34% 9.35%
Max Increase   21.18% 16.61% 29.40% 17.42% 30.93% 35.17% 45.55% 61.84% 37.46% 29.03% 23.80%
Avg Days To Max Increase   16 19 14 22 18 20 16 18 17 14 9
Avg Max Decline   -1.80% -2.89% -2.08% -2.76% -2.03% -2.15% -1.78% -2.58% -1.98% -2.30% -6.16%
Max Decline   -5.58% -9.99% -5.09% -9.97% -7.12% -7.02% -4.98% -14.56% -6.22% -18.14% -31.03%
Avg Days to Max Decline   7 10 8 14 6 9 10 8 9 5 4
2018 Contract Condition   Yes   Yes   Yes Yes   Yes     Yes
Action   Yes   Yes   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   42 44 44 45 45 45 45 45 45 45 45
Closed Lower   22 26 23 26 22 21 20 20 24 19 24
Penetrated Low   21 18 16 19 19 15 13 16 23 15 17
Scenario Percentage   95% 69% 70% 73% 86% 71% 65% 80% 96% 79% 71%
Avg Max Decline   6.20% 6.80% 7.78% 8.29% 6.32% 7.42% 7.34% 6.35% 8.88% 9.68% 6.08%
Max Decline   17.88% 18.62% 29.20% 27.35% 15.00% 29.32% 25.16% 15.00% 41.12% 33.59% 14.38%
Avg Days To Max Decline   14 14 16 17 16 12 20 19 15 11 7
Avg Max Increase   -1.75% -2.02% -1.90% -2.08% -2.05% -2.46% -2.09% -4.17% -3.80% -1.83% -0.63%
Max Increase   -5.56% -6.86% -5.06% -9.70% -5.37% -8.30% -4.64% -9.99% -27.41% -12.89% -3.40%
Avg Days to Max Increase   9 9 10 6 8 9 12 12 9 6 1
2018 Contract Condition     Yes   Yes     Yes   Yes Yes  
Action     No   Yes     No   Yes Yes  
High 326.00 329.70 338.10 338.60 352.00 350.40 389.10 394.40 400.10 403.20 378.20 342.60
Low 304.80 307.20 319.90 320.20 322.90 317.70 332.20 359.00 364.60 372.60 322.30 325.10
Close/Last 309.60 325.50 322.40 334.10 323.90 342.80 386.10 383.20 392.40 376.20 331.00 341.20

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