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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September Soybean Meal(CBOT) as of Dec 07, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   21 22 22 22 26 25 23 21 23 18 27
Exceeded High   17 14 17 18 20 20 17 14 17 11 20
Scenario Percentage   81% 64% 77% 82% 77% 80% 74% 67% 74% 61% 74%
Avg Max Increase   7.91% 9.13% 8.80% 9.42% 8.31% 11.08% 14.88% 16.40% 12.27% 13.45% 5.25%
Max Increase   16.31% 33.81% 19.81% 29.54% 19.70% 40.06% 58.77% 35.87% 29.95% 32.53% 11.15%
Avg Days To Max Increase   16 18 21 22 21 15 16 17 18 16 10
Avg Max Decline   -1.81% -1.96% -2.00% -2.03% -2.53% -2.24% -2.32% -2.29% -1.95% -4.54% -1.72%
Max Decline   -10.00% -4.81% -9.94% -6.67% -9.06% -5.16% -10.17% -6.53% -9.96% -8.69% -4.53%
Avg Days to Max Decline   6 11 11 7 13 14 8 10 9 8 4
2022 Contract Condition     Yes Yes Yes Yes Yes     Yes Yes Yes
Action     Yes Yes Yes No No     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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   22 22 22 23 19 20 22 24 22 27 18
Penetrated Low   16 16 16 20 13 14 19 24 19 22 12
Scenario Percentage   73% 73% 73% 87% 68% 70% 86% 100% 86% 81% 67%
Avg Max Decline   5.31% 5.38% 6.26% 6.38% 6.42% 6.00% 6.27% 7.00% 9.10% 5.91% 3.32%
Max Decline   15.00% 10.98% 13.85% 19.72% 12.62% 11.56% 15.48% 20.60% 18.89% 15.60% 7.08%
Avg Days To Max Decline   14 15 16 16 14 20 19 19 15 8 11
Avg Max Increase   -1.55% -1.55% -1.57% -2.24% -2.02% -2.39% -3.26% -4.38% -3.13% -1.58% -2.09%
Max Increase   -4.58% -4.50% -4.38% -6.98% -8.16% -6.64% -9.68% -15.88% -13.58% -11.50% -5.37%
Avg Days to Max Increase   9 10 8 10 10 10 13 12 7 6 4
2022 Contract Condition   Yes           Yes Yes      
Action   No           Yes Yes      
High 356.80 345.10 368.40 395.20 406.40 454.00 453.70 444.50 424.60 425.20 461.30 488.40
Low 341.10 324.30 332.10 342.50 373.50 395.50 415.30 412.90 388.40 387.40 388.20 425.00
Close/Last 341.30 338.20 345.40 388.00 397.20 416.40 432.20 415.20 406.30 416.10 442.40 458.90

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