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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Corn(CBOT) as of May 17, 2024
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   25 24 25 22 21 17 16 21 17 24 16
Exceeded High   23 20 22 20 19 13 10 13 16 14 4
Scenario Percentage   92% 83% 88% 91% 90% 76% 63% 62% 94% 58% 25%
Avg Max Increase   6.96% 8.16% 8.72% 12.25% 10.48% 10.79% 12.11% 9.35% 12.23% 6.28% 3.20%
Max Increase   20.49% 25.97% 33.61% 62.47% 50.71% 33.75% 29.99% 33.86% 44.00% 17.85% 6.05%
Avg Days To Max Increase   19 14 15 16 11 12 15 15 17 13 6
Avg Max Decline   -1.58% -3.11% -1.74% -3.86% -2.93% -1.31% -2.48% -3.52% -3.00% -2.14% -0.81%
Max Decline   -7.86% -10.22% -10.38% -8.15% -6.10% -8.70% -7.19% -11.79% -10.19% -7.38% -1.33%
Avg Days to Max Decline   12 10 12 11 7 6 5 13 7 4 2
2024 Contract Condition       Yes   Yes            
Action       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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   20 21 20 23 24 28 29 24 28 20 29
Penetrated Low   19 17 19 22 22 26 24 18 23 19 17
Scenario Percentage   95% 81% 95% 96% 92% 93% 83% 75% 82% 95% 59%
Avg Max Decline   5.31% 5.66% 6.61% 8.02% 10.61% 10.74% 8.50% 7.63% 7.57% 6.90% 4.04%
Max Decline   11.65% 13.66% 13.37% 18.00% 24.31% 17.31% 20.08% 37.78% 30.97% 27.77% 17.02%
Avg Days To Max Decline   20 17 17 22 21 17 17 16 20 10 7
Avg Max Increase   -2.14% -2.44% -2.85% -3.90% -5.87% -3.32% -3.51% -1.27% -2.36% -1.85% -1.05%
Max Increase   -6.33% -7.38% -7.08% -19.34% -27.57% -17.80% -11.02% -4.37% -6.87% -5.11% -3.20%
Avg Days to Max Increase   10 15 9 13 12 7 11 4 10 5 2
2024 Contract Condition   Yes Yes   Yes              
Action   Yes No   Not Yet              
High 517.50 502.25 480.75 481.00 477.50 496.75            
Low 500.25 471.00 446.00 456.50 459.50 466.00            
Close/Last 503.50 480.00 463.25 477.75 469.50 476.50            

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