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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 Oct 06, 2023
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   20 21 22 20 23 24 26 24 20 26 22
Exceeded High   16 16 15 16 19 19 19 17 14 20 6
Scenario Percentage   80% 76% 68% 80% 83% 79% 73% 71% 70% 77% 27%
Avg Max Increase   11.20% 8.94% 9.46% 8.33% 9.73% 8.94% 12.35% 14.51% 17.25% 13.02% 9.57%
Max Increase   21.18% 19.54% 29.40% 18.73% 30.93% 22.83% 45.55% 61.84% 37.46% 29.03% 23.80%
Avg Days To Max Increase   17 19 14 20 18 19 16 17 18 14 9
Avg Max Decline   -1.49% -2.73% -1.95% -2.83% -1.96% -2.33% -2.16% -2.70% -2.05% -2.51% -1.59%
Max Decline   -5.58% -9.99% -5.09% -9.97% -7.12% -7.02% -5.39% -14.56% -6.22% -18.14% -3.59%
Avg Days to Max Decline   6 9 9 14 6 9 10 8 9 6 2
2023 Contract Condition     Yes Yes Yes   Yes Yes     Yes Yes
Action     Yes Yes Yes   Yes No     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   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   24 24 23 24 22 21 18 21 25 18 23
Penetrated Low   22 16 16 18 18 15 11 17 23 14 15
Scenario Percentage   92% 67% 70% 75% 82% 71% 61% 81% 92% 78% 65%
Avg Max Decline   5.42% 6.06% 6.04% 6.91% 5.91% 5.72% 6.31% 6.17% 7.24% 7.77% 5.61%
Max Decline   16.36% 15.00% 10.99% 14.96% 15.00% 12.54% 10.27% 12.98% 22.27% 17.31% 14.38%
Avg Days To Max Decline   13 14 16 17 17 13 20 20 16 11 7
Avg Max Increase   -1.83% -1.78% -1.90% -1.82% -2.06% -2.44% -2.44% -3.44% -3.90% -2.32% -0.45%
Max Increase   -5.56% -6.79% -5.06% -4.80% -5.37% -8.30% -4.64% -9.99% -27.41% -12.89% -1.60%
Avg Days to Max Increase   9 8 13 6 9 9 14 10 9 6 1
2023 Contract Condition   Yes       Yes     Yes Yes    
Action   Yes       No     Yes No    
High 409.00 418.10 404.50 408.90 452.70 447.30 461.50 472.10 456.00 431.20 438.90 472.50
Low 377.60 388.90 386.00 388.00 405.80 421.50 435.00 422.90 417.30 381.80 383.50 401.50
Close/Last 394.40 391.90 398.50 407.60 443.10 437.30 445.50 450.20 426.00 387.80 413.90 451.20

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