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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Oats(CBOT) as of Oct 29, 2021
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   40 44 44 45 45 45 45 45 45 45 45
Closed Higher   15 18 19 25 19 17 20 22 25 25 20
Exceeded High   10 12 17 16 16 12 14 16 22 16 11
Scenario Percentage   67% 67% 89% 64% 84% 71% 70% 73% 88% 64% 55%
Avg Max Increase   10.36% 9.28% 10.01% 19.67% 19.95% 14.18% 12.71% 12.92% 16.46% 14.44% 5.79%
Max Increase   32.94% 30.42% 24.73% 124.03% 100.39% 22.60% 29.75% 40.25% 35.52% 27.44% 19.32%
Avg Days To Max Increase   15 18 15 16 16 14 17 18 16 10 8
Avg Max Decline   -1.68% -3.30% -1.41% -1.90% -3.02% -1.63% -5.42% -3.06% -2.44% -2.38% -1.82%
Max Decline   -6.32% -12.05% -7.08% -6.64% -9.23% -5.03% -9.14% -10.22% -7.59% -9.51% -6.62%
Avg Days to Max Decline   9 9 10 9 4 4 8 11 6 10 2
2021 Contract Condition     Yes Yes Yes Yes Yes Yes Yes Yes Yes  
Action     Yes Yes Yes Yes Yes Yes Yes Yes Not Yet  
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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   40 44 44 45 45 45 45 45 45 45 45
Closed Lower   25 24 24 19 24 28 25 22 20 19 24
Penetrated Low   20 17 15 15 22 23 19 15 18 12 9
Scenario Percentage   80% 71% 63% 79% 92% 82% 76% 68% 90% 63% 38%
Avg Max Decline   7.11% 8.56% 8.55% 8.87% 11.94% 11.78% 10.40% 9.21% 9.96% 9.72% 3.97%
Max Decline   18.88% 16.71% 16.12% 17.38% 27.19% 27.27% 22.12% 39.54% 39.56% 20.30% 9.89%
Avg Days To Max Decline   14 17 17 18 20 21 21 17 21 13 4
Avg Max Increase   -1.86% -1.02% -2.85% -3.89% -5.04% -2.88% -3.71% -3.94% -5.42% -2.97% -1.19%
Max Increase   -8.55% -3.62% -7.06% -11.41% -19.33% -10.65% -10.28% -9.52% -13.68% -7.99% -8.31%
Avg Days to Max Increase   8 9 14 11 12 4 11 8 12 5 2
2021 Contract Condition   Yes                    
Action   No                    
High 315.00 321.00 345.75 356.75 381.50 398.25 404.25 467.50 525.00 594.50 733.75  
Low 286.75 295.00 300.50 330.75 342.50 349.75 356.50 363.00 440.25 486.00 570.25  
Close/Last 314.00 307.50 332.50 348.75 375.00 377.00 392.00 447.75 502.25 582.25 729.75  

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