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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September Soybeans(CBOT) as of Dec 06, 2024
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   22 27 22 22 24 24 21 19 20 20 20
Exceeded High   18 19 17 20 20 19 15 15 15 11 12
Scenario Percentage   82% 70% 77% 91% 83% 79% 71% 79% 75% 55% 60%
Avg Max Increase   7.64% 5.88% 8.15% 7.60% 6.94% 9.04% 13.14% 13.93% 13.38% 10.90% 4.19%
Max Increase   17.59% 27.24% 24.01% 23.73% 13.11% 23.39% 51.72% 32.47% 53.39% 34.02% 9.08%
Avg Days To Max Increase   23 15 18 15 18 17 18 14 16 15 7
Avg Max Decline   -1.84% -1.44% -1.82% -1.32% -1.73% -2.17% -2.59% -1.69% -0.82% -4.28% -0.72%
Max Decline   -5.12% -3.80% -9.46% -6.46% -5.78% -5.66% -10.71% -4.75% -5.98% -8.05% -3.28%
Avg Days to Max Decline   8 5 11 6 11 14 11 7 5 8 2
2024 Contract Condition   Yes Yes       Yes   Yes      
Action   Yes No       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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   23 18 23 23 21 20 24 25 25 25 24
Penetrated Low   17 11 17 18 15 17 19 23 24 22 11
Scenario Percentage   74% 61% 74% 78% 71% 85% 79% 92% 96% 88% 46%
Avg Max Decline   5.64% 5.13% 5.34% 5.22% 6.21% 5.86% 8.67% 8.85% 9.55% 5.73% 2.75%
Max Decline   16.96% 11.56% 15.03% 17.51% 12.14% 15.73% 18.50% 20.52% 20.09% 16.53% 5.99%
Avg Days To Max Decline   16 14 15 15 14 19 18 19 14 9 8
Avg Max Increase   -1.88% -1.97% -0.98% -1.91% -1.83% -2.23% -2.67% -3.36% -3.76% -1.93% -1.20%
Max Increase   -4.70% -6.53% -3.35% -6.32% -3.69% -7.78% -8.75% -11.49% -12.68% -8.14% -3.54%
Avg Days to Max Increase   8 10 7 8 6 9 8 9 8 6 3
2024 Contract Condition       Yes Yes Yes   Yes   Yes Yes Yes
Action       Yes Yes No   Yes   Yes Yes Not Yet
High 1328.75 1298.50 1338.75 1309.50 1249.75 1204.00 1218.50 1195.00 1233.50 1184.75 1129.25 1032.75
Low 1268.75 1250.00 1277.75 1258.25 1177.75 1128.75 1135.75 1139.00 1151.00 1096.25 1005.25 936.25
Close/Last 1275.50 1283.25 1312.00 1259.75 1205.25 1138.75 1186.75 1156.75 1184.50 1100.00 1014.50 982.00

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