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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August 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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   44 44 44 45 45 45 45 45 45 45 45
Closed Higher   23 22 26 21 23 25 25 21 21 21 18
Exceeded High   17 18 17 17 20 22 19 14 16 15 4
Scenario Percentage   74% 82% 65% 81% 87% 88% 76% 67% 76% 71% 22%
Avg Max Increase   10.11% 8.52% 6.97% 8.36% 8.80% 9.76% 10.27% 12.09% 15.40% 11.60% 10.05%
Max Increase   19.29% 22.69% 25.39% 26.08% 31.20% 33.40% 24.07% 55.66% 36.05% 36.21% 19.69%
Avg Days To Max Increase   17 21 16 16 16 17 17 16 16 12 7
Avg Max Decline   -1.75% -2.18% -1.64% -1.94% -1.52% -1.47% -1.85% -1.68% -1.87% -0.75% 0.08%
Max Decline   -6.29% -10.02% -4.62% -9.43% -6.93% -5.82% -5.97% -5.37% -4.69% -3.36% -1.43%
Avg Days to Max Decline   7 7 9 11 6 7 12 4 8 3 2
2021 Contract Condition   Yes Yes Yes Yes Yes Yes Yes Yes Yes    
Action   Yes Yes Yes Yes Yes Yes Yes Yes No    
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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   44 44 44 45 45 45 45 45 45 45 45
Closed Lower   21 21 18 24 22 20 20 24 24 24 27
Penetrated Low   18 15 11 19 16 15 17 18 23 21 18
Scenario Percentage   86% 71% 61% 79% 73% 75% 85% 75% 96% 88% 67%
Avg Max Decline   6.56% 6.07% 6.15% 5.30% 5.12% 6.15% 5.40% 8.07% 10.23% 9.10% 4.84%
Max Decline   21.15% 16.68% 11.32% 15.25% 16.46% 12.46% 11.75% 19.34% 39.38% 26.30% 15.01%
Avg Days To Max Decline   15 16 17 15 15 13 19 17 18 11 6
Avg Max Increase   -1.59% -2.02% -2.53% -1.25% -2.17% -1.80% -2.16% -3.54% -3.30% -2.71% -0.56%
Max Increase   -6.22% -6.35% -6.99% -4.20% -7.29% -3.96% -7.63% -14.35% -12.26% -12.80% -1.86%
Avg Days to Max Increase   6 5 12 8 7 8 10 9 10 6 1
2021 Contract Condition                     Yes Yes
Action                     Not Yet Not Yet
High 971.00 1031.00 1053.25 1171.50 1266.75 1364.25 1389.75 1398.50 1522.00 1596.25 1577.75 1480.00
Low 888.25 954.50 1007.75 1025.75 1120.25 1237.75 1275.50 1312.50 1339.00 1438.00 1289.00 1334.00
Close/Last 961.00 1016.50 1032.50 1145.00 1258.50 1298.75 1348.25 1385.25 1471.25 1482.00 1430.00 1414.75

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