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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Soybeans(CBOT) as of Oct 06, 2023
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   22 22 26 21 23 24 23 21 20 22 20
Exceeded High   16 18 18 17 20 20 17 15 16 16 7
Scenario Percentage   73% 82% 69% 81% 87% 83% 74% 71% 80% 73% 35%
Avg Max Increase   9.82% 8.24% 6.78% 9.11% 8.43% 7.88% 9.99% 11.50% 15.40% 12.02% 9.07%
Max Increase   19.29% 22.69% 25.39% 26.55% 31.20% 16.79% 24.07% 55.66% 36.05% 40.94% 23.84%
Avg Days To Max Increase   17 21 17 16 15 17 16 15 16 12 10
Avg Max Decline   -1.56% -2.21% -1.70% -1.84% -1.47% -1.60% -1.82% -2.00% -1.87% -0.78% -1.94%
Max Decline   -6.29% -10.02% -4.62% -9.43% -6.93% -5.82% -5.31% -6.43% -4.69% -3.36% -5.57%
Avg Days to Max Decline   6 8 8 11 6 7 14 4 8 5 4
2023 Contract Condition     Yes Yes Yes           Yes Yes
Action     Yes Yes No           Yes Not Yet
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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   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   23 22 19 24 22 21 22 24 25 23 25
Penetrated Low   19 16 11 19 17 16 19 18 23 20 17
Scenario Percentage   83% 73% 58% 79% 77% 76% 86% 75% 92% 87% 68%
Avg Max Decline   6.47% 5.97% 6.15% 5.30% 5.37% 6.19% 5.78% 8.49% 9.09% 8.45% 4.90%
Max Decline   21.15% 16.68% 11.32% 15.25% 16.46% 12.46% 16.07% 19.34% 22.71% 19.50% 15.01%
Avg Days To Max Decline   14 16 17 15 16 14 18 18 18 13 6
Avg Max Increase   -1.57% -1.94% -2.53% -1.25% -2.15% -1.91% -2.05% -3.04% -3.41% -3.23% -1.07%
Max Increase   -6.22% -6.35% -6.99% -4.20% -7.29% -3.96% -7.63% -14.35% -12.26% -12.80% -6.63%
Avg Days to Max Increase   6 5 12 8 8 7 9 8 10 7 2
2023 Contract Condition   Yes       Yes Yes Yes Yes Yes    
Action   No       Yes Yes Yes Yes No    
High 1460.75 1473.00 1426.00 1473.50 1518.75 1509.50 1505.00 1488.75 1446.00 1382.75 1453.25 1580.75
Low 1338.25 1368.50 1373.50 1407.50 1425.25 1431.00 1436.00 1339.50 1344.50 1193.25 1216.00 1425.00
Close/Last 1411.75 1379.25 1422.25 1465.75 1507.25 1476.25 1437.25 1421.75 1362.00 1217.75 1442.00 1445.75

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