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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Soybean Oil(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   19 27 23 20 23 28 25 26 19 20 18
Exceeded High   16 19 18 16 19 26 21 20 14 13 6
Scenario Percentage   84% 70% 78% 80% 83% 93% 84% 77% 74% 65% 33%
Avg Max Increase   9.35% 9.73% 8.62% 10.15% 10.76% 9.44% 12.28% 11.39% 12.61% 12.24% 6.64%
Max Increase   22.69% 19.05% 22.56% 35.25% 32.99% 32.20% 35.89% 44.01% 32.58% 44.21% 20.71%
Avg Days To Max Increase   19 19 15 17 14 15 16 13 15 13 5
Avg Max Decline   -2.18% -1.60% -2.10% -2.09% -1.90% -1.63% -1.71% -1.58% -2.05% -1.12% -1.16%
Max Decline   -8.77% -6.54% -8.55% -5.74% -6.83% -6.34% -7.63% -4.75% -5.91% -3.17% -6.24%
Avg Days to Max Decline   6 7 8 12 7 6 8 4 7 5 1
2021 Contract Condition   Yes   Yes Yes Yes Yes Yes Yes Yes Yes Yes
Action   Yes   Yes Yes Yes Yes Yes Yes Yes Not Yet 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   44 44 44 45 45 45 45 45 45 45 45
Closed Lower   25 17 20 22 22 17 20 19 26 25 27
Penetrated Low   21 13 15 19 11 13 16 17 22 23 15
Scenario Percentage   84% 76% 75% 86% 50% 76% 80% 89% 85% 92% 56%
Avg Max Decline   6.60% 5.85% 5.77% 5.35% 8.86% 6.77% 5.79% 7.08% 9.81% 10.21% 4.28%
Max Decline   30.98% 16.95% 13.99% 22.89% 19.78% 15.88% 15.14% 14.31% 20.80% 22.70% 14.38%
Avg Days To Max Decline   15 21 19 17 14 16 15 18 24 11 6
Avg Max Increase   -2.10% -3.29% -3.06% -2.81% -2.60% -2.33% -3.34% -2.24% -2.81% -2.43% -0.38%
Max Increase   -7.95% -9.37% -14.79% -8.29% -6.49% -4.69% -8.02% -5.44% -8.26% -7.91% -1.81%
Avg Days to Max Increase   6 12 12 12 5 5 14 8 11 6 2
2021 Contract Condition     Yes                  
Action     No                  
High 34.12 35.41 34.12 37.35 40.49 42.72 48.60 52.79 58.88 66.30 70.32 69.18
Low 30.67 32.34 32.02 32.48 35.79 39.38 41.17 46.24 47.56 57.41 53.73 59.40
Close/Last 33.14 33.42 32.90 36.49 40.25 42.34 47.47 48.79 57.47 62.33 63.42 65.82

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