MRCI's ScenarioSM Study

ScenarioSM Study for November 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	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	24	25	24	22	22	20	19	23	16	25
Exceeded High		18	21	22	21	17	21	17	13	18	12	17
Scenario Percentage		75%	88%	88%	88%	77%	95%	85%	68%	78%	75%	68%
Avg Max Increase		9.01%	7.50%	6.66%	7.13%	16.56%	13.66%	16.68%	10.63%	9.61%	9.41%	4.04%
Max Increase		28.07%	21.06%	13.83%	25.93%	56.55%	31.40%	56.14%	33.40%	36.42%	20.62%	9.76%
Avg Days To Max Increase		20	16	15	18	17	14	14	14	16	9	7
Avg Max Decline		-2.18%	-2.05%	-1.71%	-1.90%	-2.35%	-2.67%	-0.89%	-3.01%	-1.31%	-3.21%	-1.14%
Max Decline		-8.74%	-7.68%	-6.96%	-6.24%	-9.87%	-11.83%	-5.64%	-9.48%	-4.33%	-6.99%	-4.83%
Avg Days to Max Decline		11	7	6	13	10	8	4	6	6	7	2
2015 Contract Condition		Yes		Yes				Yes			Yes
Action		No		Yes				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	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	21	20	21	23	23	25	26	22	29	20
Penetrated Low		14	14	15	16	14	21	24	20	17	24	7
Scenario Percentage		67%	67%	75%	76%	61%	91%	96%	77%	77%	83%	35%
Avg Max Decline		7.11%	5.69%	6.33%	5.24%	8.51%	7.62%	9.65%	7.97%	9.85%	7.20%	3.37%
Max Decline		25.13%	17.95%	18.58%	13.02%	14.78%	17.02%	27.55%	26.00%	37.69%	21.05%	6.21%
Avg Days To Max Decline		18	14	12	16	18	20	15	14	13	13	7
Avg Max Increase		-1.78%	-2.01%	-2.15%	-2.35%	-2.96%	-4.24%	-3.39%	-2.43%	-1.88%	-1.74%	-0.69%
Max Increase		-6.81%	-6.50%	-3.94%	-7.52%	-9.28%	-13.29%	-12.72%	-14.59%	-8.34%	-5.22%	-1.70%
Avg Days to Max Increase		10	6	9	9	11	13	7	7	5	5	2
2015 Contract Condition			Yes		Yes	Yes	Yes		Yes	Yes		Yes
Action			Yes		Yes	Yes	Yes		Yes	Yes		Yes
High	1056.75	1039.75	1031.50	1004.00	1004.75	978.75	961.75	1038.00	1045.00	996.50	902.25	919.75
Low	984.50	969.50	940.00	943.00	933.75	936.00	898.25	895.75	931.75	855.00	853.25	868.25
Close/Last	997.00	1005.50	945.75	997.50	955.25	952.25	905.75	1037.25	940.25	887.50	892.00	883.75