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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for May Soybeans(CBOT) as of Oct 06, 2023
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   20 19 22 20 23 26 21 23 25 26 25
Exceeded High   14 12 18 14 18 18 18 20 21 20 14
Scenario Percentage   70% 63% 82% 70% 78% 69% 86% 87% 84% 77% 56%
Avg Max Increase   11.70% 10.95% 9.06% 10.78% 8.02% 7.04% 9.08% 8.38% 7.68% 8.35% 4.36%
Max Increase   49.09% 30.88% 30.28% 20.56% 26.01% 22.99% 30.41% 29.29% 14.97% 22.90% 9.35%
Avg Days To Max Increase   15 15 16 19 21 14 17 16 16 14 8
Avg Max Decline   -0.50% -2.39% -1.06% -1.86% -2.70% -2.01% -2.31% -1.86% -1.72% -1.57% -1.14%
Max Decline   -3.82% -6.74% -3.73% -5.75% -10.89% -5.30% -9.44% -7.40% -5.45% -4.88% -2.62%
Avg Days to Max Decline   5 6 4 5 8 8 11 7 7 9 2
2023 Contract Condition     Yes     Yes Yes Yes Yes   Yes  
Action     Yes     Yes Yes Yes Yes   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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   25 26 23 25 22 19 24 22 20 19 20
Penetrated Low   22 21 12 23 17 11 21 18 15 17 8
Scenario Percentage   88% 81% 52% 92% 77% 58% 88% 82% 75% 89% 40%
Avg Max Decline   8.58% 6.94% 8.90% 6.43% 6.52% 6.90% 5.26% 5.01% 5.67% 4.44% 3.05%
Max Decline   15.90% 24.91% 36.89% 21.59% 17.79% 12.61% 16.45% 15.05% 13.88% 10.07% 6.05%
Avg Days To Max Decline   16 16 10 13 15 17 16 15 11 10 8
Avg Max Increase   -2.42% -1.94% -0.66% -1.61% -2.04% -2.60% -2.14% -2.19% -2.14% -1.25% -1.34%
Max Increase   -10.08% -11.53% -2.67% -7.24% -6.17% -7.48% -6.92% -7.36% -4.36% -4.57% -3.00%
Avg Days to Max Increase   6 8 5 5 5 13 12 8 8 2 2
2023 Contract Condition   Yes   Yes Yes         Yes   Yes
Action   Yes   No Yes         Yes   Yes
High 1555.00 1567.50 1481.75 1485.75 1504.25 1438.00 1491.50 1543.50 1544.75 1549.75 1538.50 1531.50
Low 1434.00 1401.25 1300.00 1365.50 1384.50 1380.00 1419.00 1439.25 1472.00 1477.75 1405.00 1420.75
Close/Last 1508.00 1450.50 1464.25 1431.50 1390.50 1434.75 1482.75 1530.00 1530.25 1479.00 1505.50 1444.25

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