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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Soybeans(CBOT) as of Sep 16, 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   22 24 23 26 21 23 26 24 24 19 22
Exceeded High   18 16 19 17 16 20 21 19 17 16 17
Scenario Percentage   82% 67% 83% 65% 76% 87% 81% 79% 71% 84% 77%
Avg Max Increase   8.88% 11.20% 8.61% 7.29% 9.90% 8.67% 8.98% 10.16% 11.95% 14.57% 7.63%
Max Increase   27.34% 20.42% 25.38% 24.23% 28.49% 30.26% 26.50% 26.33% 57.41% 37.78% 15.90%
Avg Days To Max Increase   16 19 20 16 16 17 15 17 18 12 8
Avg Max Decline   -0.89% -1.93% -2.30% -1.83% -2.19% -1.78% -1.58% -2.17% -2.80% -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   5 6 6 8 12 7 7 12 5 8 1
2022 Contract Condition           Yes Yes Yes   Yes    
Action           Yes Yes No   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   23 21 22 19 24 22 19 21 21 26 23
Penetrated Low   13 19 16 11 19 16 14 18 16 24 15
Scenario Percentage   57% 90% 73% 58% 79% 73% 74% 86% 76% 92% 65%
Avg Max Decline   8.35% 6.84% 6.49% 6.61% 5.44% 5.13% 5.92% 5.14% 7.34% 7.22% 5.42%
Max Decline   36.75% 21.93% 17.58% 12.33% 15.71% 15.37% 13.01% 11.89% 19.74% 20.40% 13.21%
Avg Days To Max Decline   10 14 16 17 15 15 12 16 21 12 7
Avg Max Increase   -0.92% -1.75% -2.10% -2.57% -1.54% -2.23% -1.91% -2.08% -3.29% -3.01% -0.63%
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 5 5 13 9 7 8 9 8 8 2
2022 Contract Condition   Yes Yes Yes Yes       Yes   Yes Yes
Action   Yes Yes Yes No       Yes   Yes Yes
High 1388.25 1368.25 1328.75 1297.00 1314.25 1393.25 1498.25 1741.00 1713.00 1734.00 1749.25 1784.00
Low 1271.00 1287.50 1275.25 1222.75 1213.50 1239.25 1357.50 1487.50 1594.25 1560.50 1578.00 1583.00
Close/Last 1344.00 1314.25 1281.75 1273.50 1242.25 1355.00 1492.50 1616.50 1598.00 1684.75 1683.25 1675.00

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