MRCI's ScenarioSM Study

ScenarioSM Study for August 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	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul
Tested Years		42	44	44	45	45	45	45	45	45	45	45
Closed Higher		20	20	24	21	22	25	25	22	22	22	20
Exceeded High		13	16	15	17	18	22	18	14	18	18	6
Scenario Percentage		65%	80%	63%	81%	82%	88%	72%	64%	82%	82%	30%
Avg Max Increase		11.16%	7.80%	7.75%	10.29%	11.17%	10.34%	9.23%	18.34%	19.71%	16.23%	9.84%
Max Increase		19.29%	19.06%	25.39%	39.61%	37.25%	33.40%	24.07%	74.19%	63.40%	56.88%	23.84%
Avg Days To Max Increase		15	21	19	18	17	18	18	15	17	12	8
Avg Max Decline		-1.99%	-2.17%	-1.66%	-2.19%	-1.50%	-1.92%	-1.75%	-1.39%	-3.20%	-2.28%	-0.89%
Max Decline		-6.29%	-10.02%	-4.62%	-9.43%	-6.93%	-12.65%	-5.97%	-5.37%	-27.06%	-27.86%	-4.85%
Avg Days to Max Decline		8	7	9	11	5	7	12	3	9	2	2
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	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul
Tested Years		42	44	44	45	45	45	45	45	45	45	45
Closed Lower		22	23	20	24	23	20	20	23	23	23	25
Penetrated Low		18	17	14	17	16	15	16	17	23	20	18
Scenario Percentage		82%	74%	70%	71%	70%	75%	80%	74%	100%	87%	72%
Avg Max Decline		6.56%	7.04%	7.67%	7.40%	5.84%	6.78%	5.12%	7.48%	9.49%	9.49%	5.03%
Max Decline		21.15%	16.86%	28.03%	29.39%	19.55%	17.82%	14.97%	19.11%	39.38%	26.30%	15.01%
Avg Days To Max Decline		15	17	16	17	15	12	17	16	17	11	6
Avg Max Increase		-1.59%	-2.25%	-2.03%	-1.34%	-2.12%	-2.04%	-1.87%	-3.64%	-3.16%	-2.74%	-0.97%
Max Increase		-6.22%	-6.35%	-4.88%	-4.20%	-7.29%	-3.96%	-7.63%	-14.35%	-12.26%	-12.80%	-6.63%
Avg Days to Max Increase		6	7	10	8	7	8	7	11	10	6	2
2015 Contract Condition		Yes		Yes		Yes		Yes	Yes	Yes		Yes
Action		No		Yes		Yes		Yes	Yes	Yes		Yes
High	1113.00	1062.00	1069.00	1093.50	1077.00	1067.25	1037.25	1038.25	997.00	983.00	1051.25	1054.75
Low	1044.00	941.75	942.25	1018.25	1006.00	967.25	968.25	956.25	948.50	910.00	909.25	959.75
Close/Last	1049.75	947.50	1062.75	1032.75	1035.50	972.00	1031.00	977.25	971.00	919.25	1049.50	980.75