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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for January Soybeans(CBOT) as of Sep 16, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   25 24 22 21 20 18 22 19 25 27 19
Exceeded High   23 22 17 20 14 11 17 15 20 16 14
Scenario Percentage   92% 92% 77% 95% 70% 61% 77% 79% 80% 59% 74%
Avg Max Increase   6.00% 7.70% 12.74% 11.26% 13.28% 11.81% 9.89% 10.55% 7.87% 6.60% 4.13%
Max Increase   13.45% 25.55% 43.56% 26.75% 52.85% 32.84% 36.66% 20.86% 25.11% 22.38% 8.72%
Avg Days To Max Increase   16 18 16 14 15 15 16 18 17 11 7
Avg Max Decline   -1.56% -1.86% -2.01% -2.02% -0.59% -2.53% -1.22% -2.33% -2.23% -2.03% -0.44%
Max Decline   -5.55% -6.19% -9.08% -6.63% -5.42% -6.01% -4.05% -6.79% -9.38% -6.24% -3.21%
Avg Days to Max Decline   10 13 9 6 5 8 4 6 6 6 4
2022 Contract Condition   Yes Yes Yes Yes Yes           Yes
Action   Yes Yes Yes Yes No           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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   20 21 23 24 25 27 23 26 20 18 26
Penetrated Low   15 17 14 22 23 23 17 23 15 11 14
Scenario Percentage   75% 81% 61% 92% 92% 85% 74% 88% 75% 61% 54%
Avg Max Decline   5.83% 5.10% 9.31% 7.85% 9.59% 7.39% 7.46% 7.25% 6.55% 5.62% 2.65%
Max Decline   11.25% 11.94% 16.64% 19.52% 26.94% 25.70% 37.53% 21.37% 16.80% 12.09% 7.50%
Avg Days To Max Decline   13 19 17 19 15 14 12 14 16 10 7
Avg Max Increase   -1.52% -2.42% -2.21% -3.60% -2.85% -2.35% -1.31% -1.76% -2.56% -1.87% -1.10%
Max Increase   -3.22% -7.18% -7.29% -12.62% -12.51% -13.69% -3.78% -7.92% -6.08% -4.33% -3.49%
Avg Days to Max Increase   6 11 8 12 7 8 5 5 5 6 3
2022 Contract Condition             Yes Yes Yes Yes Yes  
Action             Yes Yes Yes Yes Not Yet  
High 1197.00 1243.50 1259.50 1381.50 1456.00 1479.00 1425.00 1383.75 1317.00 1273.75 1289.25 1375.75
Low 1092.75 1130.50 1183.75 1242.00 1327.00 1244.75 1305.00 1282.50 1259.25 1195.75 1181.25 1216.25
Close/Last 1134.75 1217.75 1256.00 1338.50 1373.00 1399.75 1354.25 1300.25 1265.50 1249.50 1217.25 1328.75

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