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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for October Soybean Meal(CBOT) as of Jan 01, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   40 43 44 45 45 45 45 45 45 45 45
Closed Higher   20 25 21 22 21 24 24 21 17 28 18
Exceeded High   13 20 17 17 15 18 19 17 12 22 12
Scenario Percentage   65% 80% 81% 77% 71% 75% 79% 81% 71% 79% 67%
Avg Max Increase   8.94% 8.78% 10.23% 8.37% 10.06% 20.04% 15.05% 13.17% 12.45% 8.74% 8.20%
Max Increase   36.92% 30.69% 27.90% 17.59% 29.43% 69.21% 34.62% 30.92% 31.40% 20.35% 11.61%
Avg Days To Max Increase   18 20 21 17 15 19 14 16 18 14 9
Avg Max Decline   -1.83% -2.05% -1.94% -2.64% -2.07% -1.80% -3.24% -2.02% -5.12% -1.69% -1.78%
Max Decline   -4.97% -10.03% -6.28% -13.66% -4.43% -7.19% -28.11% -10.26% -13.89% -3.99% -6.42%
Avg Days to Max Decline   6 12 8 13 16 7 7 9 7 9 2
2013 Contract Condition               Yes     Yes  
Action               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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   40 43 44 45 45 45 45 45 45 45 45
Closed Lower   20 17 23 23 23 21 21 23 27 16 27
Penetrated Low   14 12 20 17 15 15 17 20 20 13 17
Scenario Percentage   70% 71% 87% 74% 65% 71% 81% 87% 74% 81% 63%
Avg Max Decline   5.49% 7.15% 6.76% 6.91% 5.54% 7.70% 8.91% 10.43% 7.13% 9.61% 4.96%
Max Decline   10.37% 12.65% 19.24% 26.14% 22.29% 14.96% 29.05% 29.14% 25.57% 32.20% 13.03%
Avg Days To Max Decline   12 16 16 13 19 17 21 15 16 11 7
Avg Max Increase   -1.08% -1.84% -1.47% -1.92% -3.05% -2.85% -5.30% -2.97% -2.79% -1.93% -1.21%
Max Increase   -4.64% -9.09% -6.30% -7.74% -13.07% -9.57% -17.08% -12.69% -18.49% -4.89% -5.03%
Avg Days to Max Increase   7 8 7 9 9 11 13 7 12 7 2
2013 Contract Condition   Yes Yes Yes Yes Yes Yes   Yes Yes   Yes
Action   Yes Yes Yes Yes Yes No   Yes Yes   Yes
High 388.60 390.60 380.30 375.90 380.90 364.30 353.30 390.10 400.40 398.90 447.80 453.00
Low 371.00 359.30 367.50 355.60 345.50 347.90 332.00 338.40 373.10 359.60 348.00 408.40
Close/Last 385.00 370.30 369.80 369.50 357.30 347.90 345.50 387.40 376.80 369.40 428.40 409.90

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