MRCI's ScenarioSM Study

ScenarioSM Study for November Soybeans(CBOT) as of Jan 01, 2015
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct
Tested Years		45	45	45	45	45	45	45	45	45	45	45
Closed Higher		24	25	25	25	23	22	20	19	23	16	26
Exceeded High		19	22	22	22	18	21	17	13	18	12	17
Scenario Percentage		79%	88%	88%	88%	78%	95%	85%	68%	78%	75%	65%
Avg Max Increase		8.73%	7.26%	6.84%	7.00%	16.38%	13.66%	16.86%	10.63%	9.61%	9.89%	4.13%
Max Increase		28.07%	21.06%	13.83%	25.93%	56.55%	31.40%	56.14%	33.40%	36.42%	20.87%	9.76%
Avg Days To Max Increase		20	16	16	19	17	14	14	14	16	11	8
Avg Max Decline		-2.09%	-1.99%	-1.65%	-1.81%	-2.34%	-2.67%	-0.68%	-3.01%	-1.31%	-3.02%	-1.14%
Max Decline		-8.74%	-7.68%	-6.96%	-6.24%	-9.87%	-11.83%	-2.43%	-9.48%	-4.33%	-6.99%	-4.83%
Avg Days to Max Decline		11	7	7	13	10	8	4	6	6	7	2
2014 Contract Condition				Yes	Yes	Yes						Yes
Action				Yes	Yes	Yes						Yes

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Condition 2: Lower Monthly Close. Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct
Tested Years		45	45	45	45	45	45	45	45	45	45	45
Closed Lower		21	20	20	20	22	23	25	26	22	29	19
Penetrated Low		14	13	15	15	13	20	24	20	17	25	6
Scenario Percentage		67%	65%	75%	75%	59%	87%	96%	77%	77%	86%	32%
Avg Max Decline		7.11%	6.03%	6.33%	5.19%	8.71%	7.94%	9.65%	7.69%	9.71%	7.19%	4.27%
Max Decline		25.13%	17.95%	18.58%	13.02%	14.78%	17.02%	27.55%	26.00%	37.69%	21.05%	9.11%
Avg Days To Max Decline		18	13	12	16	18	20	15	13	12	13	8
Avg Max Increase		-1.78%	-1.69%	-2.15%	-2.34%	-3.11%	-4.31%	-3.39%	-2.34%	-1.88%	-1.92%	-1.24%
Max Increase		-6.81%	-6.50%	-3.94%	-7.52%	-9.28%	-13.29%	-12.72%	-14.59%	-8.34%	-6.42%	-2.34%
Avg Days to Max Increase		10	5	9	9	11	13	7	7	5	6	2
2014 Contract Condition		Yes	Yes				Yes	Yes	Yes	Yes	Yes
Action		Yes	No				Yes	Yes	Yes	Yes	Yes
High	1179.25	1174.00	1135.00	1182.00	1198.00	1249.25	1279.00	1246.25	1158.75	1089.25	1038.00	1053.75
Low	1140.00	1130.00	1088.25	1099.00	1164.00	1182.00	1206.75	1151.50	1055.00	1019.75	905.50	904.00
Close/Last	1147.00	1135.00	1104.50	1169.25	1187.25	1246.75	1233.75	1157.25	1082.00	1024.25	913.25	1046.50