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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Soybean Meal(CBOT) as of Jan 01, 2015
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   39 44 44 45 45 45 45 45 45 45 45
Closed Higher   18 20 22 22 22 24 25 26 23 25 19
Exceeded High   14 16 12 16 19 20 19 18 17 20 6
Scenario Percentage   78% 80% 55% 73% 86% 83% 76% 69% 74% 80% 32%
Avg Max Increase   11.96% 9.55% 10.51% 10.69% 10.97% 11.74% 11.08% 20.71% 17.27% 12.65% 9.35%
Max Increase   21.18% 38.22% 42.68% 48.61% 30.93% 35.17% 31.55% 86.01% 37.46% 29.03% 23.80%
Avg Days To Max Increase   15 19 17 22 19 20 16 20 15 14 9
Avg Max Decline   -1.74% -2.44% -1.77% -2.80% -1.93% -2.80% -1.71% -2.41% -1.64% -2.10% -6.16%
Max Decline   -5.58% -9.99% -5.09% -9.97% -7.12% -19.86% -4.98% -14.56% -6.22% -18.14% -31.03%
Avg Days to Max Decline   6 10 5 13 6 10 10 9 8 5 4
2014 Contract Condition       Yes     Yes Yes Yes Yes    
Action       Yes     Yes Yes Yes No    
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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   39 44 44 45 45 45 45 45 45 45 45
Closed Lower   20 24 22 22 23 21 20 19 22 19 26
Penetrated Low   19 17 14 15 21 16 13 15 20 15 17
Scenario Percentage   95% 71% 64% 68% 91% 76% 65% 79% 91% 79% 65%
Avg Max Decline   6.46% 6.68% 7.84% 9.50% 5.86% 7.12% 6.53% 6.27% 9.28% 11.86% 5.84%
Max Decline   17.88% 18.62% 29.20% 27.35% 15.00% 29.32% 25.16% 15.00% 41.12% 35.61% 14.38%
Avg Days To Max Decline   14 13 15 17 16 12 16 20 16 11 7
Avg Max Increase   -1.76% -2.11% -1.79% -2.12% -2.07% -2.40% -1.66% -4.41% -4.15% -1.30% -0.69%
Max Increase   -5.56% -6.86% -5.06% -9.70% -5.37% -8.30% -4.64% -9.99% -27.41% -12.89% -3.40%
Avg Days to Max Increase   9 10 9 6 8 9 9 13 9 4 2
2014 Contract Condition   Yes Yes   Yes Yes         Yes Yes
Action   Yes Yes   Yes No         Yes Not Yet
High 397.90 399.90 391.40 393.70 403.90 399.90 433.50 437.10 464.90 479.40 478.70 432.80
Low 350.50 375.90 372.50 365.90 386.40 380.70 385.50 406.80 432.60 446.20 424.00 376.20
Close/Last 392.30 376.90 373.20 392.40 389.50 386.20 424.20 436.60 464.50 473.90 430.70 391.30

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