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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Soybeans(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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   23 24 24 26 21 23 26 25 24 19 22
Exceeded High   19 16 20 17 16 20 22 20 16 16 17
Scenario Percentage   83% 67% 83% 65% 76% 87% 85% 80% 67% 84% 77%
Avg Max Increase   9.03% 11.20% 8.36% 7.29% 8.94% 9.01% 10.21% 10.59% 12.33% 14.57% 7.63%
Max Increase   27.34% 20.42% 25.38% 24.23% 23.64% 30.26% 35.97% 26.33% 57.41% 37.78% 15.90%
Avg Days To Max Increase   15 19 21 16 17 17 15 17 19 12 8
Avg Max Decline   -0.85% -1.93% -2.64% -1.83% -2.30% -1.83% -1.54% -1.98% -2.57% -1.82% -0.33%
Max Decline   -3.69% -5.58% -10.49% -4.68% -9.44% -7.11% -5.31% -6.33% -12.49% -4.60% -1.66%
Avg Days to Max Decline   4 6 7 8 12 7 6 12 5 8 1
2021 Contract Condition   Yes Yes Yes Yes Yes Yes Yes Yes Yes    
Action   Yes Yes Yes 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   22 21 21 19 24 22 19 20 21 26 23
Penetrated Low   12 19 15 11 19 16 14 17 16 24 15
Scenario Percentage   55% 90% 71% 58% 79% 73% 74% 85% 76% 92% 65%
Avg Max Decline   8.46% 6.84% 6.60% 6.61% 5.44% 5.13% 5.92% 5.31% 7.34% 8.58% 6.58%
Max Decline   36.75% 21.93% 17.58% 12.33% 15.71% 15.37% 13.01% 11.89% 19.74% 40.00% 24.31%
Avg Days To Max Decline   10 14 16 17 15 15 12 17 21 12 7
Avg Max Increase   -0.90% -1.97% -2.18% -2.57% -1.54% -2.23% -1.91% -2.16% -3.29% -2.85% -0.34%
Max Increase   -3.36% -7.11% -6.38% -7.19% -4.18% -7.20% -4.28% -7.37% -14.89% -9.10% -2.18%
Avg Days to Max Increase   5 6 5 13 9 7 8 10 8 7 2
2021 Contract Condition                     Yes Yes
Action                     Yes Not Yet
High 913.50 973.75 1037.50 1064.75 1194.50 1308.00 1417.50 1433.75 1444.25 1574.75 1667.50 1623.50
Low 882.50 886.00 955.25 1013.50 1035.25 1138.50 1282.25 1319.75 1355.00 1374.75 1489.25 1323.50
Close/Last 905.00 962.75 1022.75 1043.25 1164.75 1297.50 1348.75 1391.50 1427.75 1534.25 1530.50 1450.00

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