MRCI's ScenarioSM Study

ScenarioSM Study for July Soybeans(CBOT) as of Jan 01, 2016
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun
Tested Years		42	45	45	45	45	45	45	45	45	45	45
Closed Higher		22	22	22	24	21	22	25	25	25	20	22
Exceeded High		18	13	17	15	16	18	22	19	16	17	19
Scenario Percentage		82%	59%	77%	63%	76%	82%	88%	76%	64%	85%	86%
Avg Max Increase		8.94%	12.21%	7.84%	7.98%	11.21%	11.53%	10.71%	9.50%	18.82%	16.38%	8.73%
Max Increase		27.34%	20.42%	21.20%	24.23%	42.65%	40.03%	35.97%	26.33%	90.20%	37.78%	15.90%
Avg Days To Max Increase		15	19	20	19	18	18	16	17	19	11	8
Avg Max Decline		-0.86%	-2.39%	-2.79%	-1.84%	-2.59%	-1.79%	-1.95%	-1.86%	-2.24%	-1.43%	-0.41%
Max Decline		-3.69%	-5.58%	-10.49%	-4.68%	-9.44%	-7.11%	-11.62%	-6.33%	-12.49%	-4.60%	-1.68%
Avg Days to Max Decline		5	7	6	9	12	6	6	11	5	7	1
2015 Contract Condition				Yes		Yes		Yes				Yes
Action				Yes		No		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	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun
Tested Years		42	45	45	45	45	45	45	45	45	45	45
Closed Lower		20	23	23	21	24	23	20	20	20	25	23
Penetrated Low		14	21	17	14	18	16	15	16	15	23	15
Scenario Percentage		70%	91%	74%	67%	75%	70%	75%	80%	75%	92%	65%
Avg Max Decline		8.44%	7.25%	7.48%	8.09%	7.23%	5.88%	6.80%	4.98%	6.51%	7.64%	8.68%
Max Decline		36.75%	21.93%	17.58%	28.44%	30.14%	19.95%	17.31%	14.96%	16.01%	40.00%	37.00%
Avg Days To Max Decline		11	14	16	15	16	14	11	15	19	11	7
Avg Max Increase		-1.51%	-2.26%	-2.38%	-2.02%	-1.68%	-2.18%	-2.13%	-1.83%	-3.41%	-2.58%	-0.02%
Max Increase		-7.28%	-7.11%	-6.57%	-4.50%	-4.18%	-7.20%	-4.28%	-7.37%	-14.89%	-9.10%	-2.08%
Avg Days to Max Increase		6	7	6	10	9	7	8	7	9	7	1
2015 Contract Condition		Yes	Yes		Yes		Yes		Yes	Yes	Yes
Action		Yes	Yes		Yes		Yes		Yes	Yes	Not Yet
High	1181.75	1117.00	1062.75	1078.50	1097.00	1079.75	1070.75	1041.00	1042.75	997.50	990.50	1059.25
Low	1086.50	1044.25	936.50	935.25	1010.50	1003.00	967.00	968.00	956.25	949.00	920.50	921.50
Close/Last	1110.25	1050.25	944.50	1062.75	1033.25	1037.00	972.75	1034.75	977.75	976.00	934.00	1056.25