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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 21, 2022
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   21 23 22 24 23 23 22 20 17 25 18
Exceeded High   14 19 18 19 18 17 16 15 11 21 13
Scenario Percentage   67% 83% 82% 79% 78% 74% 73% 75% 65% 84% 72%
Avg Max Increase   8.89% 8.03% 9.29% 7.48% 11.40% 14.75% 14.27% 12.31% 12.74% 8.96% 7.59%
Max Increase   36.92% 22.94% 27.90% 15.77% 37.45% 56.84% 34.62% 30.92% 31.40% 20.50% 11.61%
Avg Days To Max Increase   18 19 21 17 14 16 15 16 19 13 9
Avg Max Decline   -2.32% -1.93% -1.73% -2.15% -2.36% -2.09% -1.91% -1.92% -4.56% -1.76% -1.33%
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   13 12 7 13 15 7 5 9 9 9 2
2021 Contract Condition   Yes Yes Yes Yes Yes Yes          
Action   Yes Yes Yes Yes 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   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   24 21 23 21 21 22 23 24 28 19 27
Penetrated Low   17 16 19 14 15 16 21 22 22 17 19
Scenario Percentage   71% 76% 83% 67% 71% 73% 91% 92% 79% 89% 70%
Avg Max Decline   5.38% 5.95% 6.28% 6.19% 5.70% 6.93% 8.21% 9.82% 8.23% 7.18% 4.09%
Max Decline   10.37% 12.65% 19.24% 13.64% 13.34% 14.83% 29.05% 29.14% 25.57% 32.20% 13.03%
Avg Days To Max Decline   14 16 17 14 20 17 21 17 17 11 7
Avg Max Increase   -1.33% -1.49% -1.93% -2.14% -3.42% -2.59% -4.77% -2.83% -2.29% -2.42% -1.07%
Max Increase   -4.64% -4.19% -6.57% -7.74% -13.07% -9.57% -17.08% -12.69% -9.34% -4.89% -5.03%
Avg Days to Max Increase   10 8 9 11 10 12 11 7 10 8 2
2021 Contract Condition               Yes Yes Yes Yes Yes
Action               Yes Yes Yes Yes Yes
High 331.30 356.70 370.40 399.40 390.80 399.60 418.80 429.50 402.80 388.80 363.40 344.00
Low 319.50 325.80 342.80 359.60 364.10 368.00 388.10 376.20 342.90 345.20 342.60 325.80
Close/Last 327.10 350.10 366.40 366.80 381.30 399.60 402.50 392.30 378.80 350.30 343.10 326.20

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