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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, 2019
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   43 43 44 45 45 45 45 45 45 45 45
Closed Higher   20 21 21 23 23 23 22 21 18 26 17
Exceeded High   13 17 17 17 17 17 17 16 11 21 9
Scenario Percentage   65% 81% 81% 74% 74% 74% 77% 76% 61% 81% 53%
Avg Max Increase   9.11% 8.38% 9.31% 7.70% 11.63% 17.08% 15.37% 13.88% 12.70% 8.33% 7.61%
Max Increase   36.92% 22.94% 27.90% 15.77% 37.45% 56.84% 34.62% 30.92% 31.40% 20.35% 11.61%
Avg Days To Max Increase   18 19 20 17 14 16 14 15 18 13 7
Avg Max Decline   -2.23% -2.04% -1.79% -2.19% -2.33% -2.01% -1.85% -1.73% -4.33% -1.64% -1.97%
Max Decline   -4.97% -10.03% -6.28% -6.31% -4.60% -7.19% -6.45% -10.26% -8.64% -3.99% -6.42%
Avg Days to Max Decline   12 13 8 13 15 7 5 6 8 8 2
2018 Contract Condition   Yes   Yes Yes Yes Yes     Yes   Yes
Action   Yes   Yes Yes Yes Yes     No   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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   43 43 44 45 45 45 45 45 45 45 45
Closed Lower   23 21 23 22 21 22 23 23 27 18 28
Penetrated Low   16 16 19 15 15 16 20 20 21 15 18
Scenario Percentage   70% 76% 83% 68% 71% 73% 87% 87% 78% 83% 64%
Avg Max Decline   5.66% 6.18% 6.87% 7.55% 6.24% 7.71% 8.49% 9.88% 8.35% 7.37% 4.15%
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   13 16 16 13 20 16 20 16 18 12 6
Avg Max Increase   -1.25% -1.80% -1.85% -2.01% -3.28% -2.69% -4.71% -2.93% -3.10% -2.62% -0.84%
Max Increase   -4.64% -9.09% -6.57% -7.74% -13.07% -9.57% -17.08% -12.69% -18.49% -4.89% -5.03%
Avg Days to Max Increase   8 8 8 9 10 11 11 7 11 8 1
2018 Contract Condition     Yes         Yes Yes   Yes  
Action     Yes         Yes Yes   Yes  
High 331.70 332.50 342.60 344.80 374.80 379.60 393.50 395.50 376.40 341.80 339.90 318.40
Low 316.60 315.70 320.40 317.20 330.30 354.50 359.00 368.50 325.60 323.10 300.80 298.80
Close/Last 318.40 328.70 321.40 338.60 372.00 376.30 387.50 374.50 330.30 340.20 304.60 305.40

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