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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for November Soybeans(CBOT) as of Dec 07, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   24 25 25 23 21 20 20 19 22 18 26
Exceeded High   19 24 21 21 16 19 14 12 17 14 16
Scenario Percentage   79% 96% 84% 91% 76% 95% 70% 63% 77% 78% 62%
Avg Max Increase   8.63% 6.64% 6.34% 7.94% 12.91% 12.08% 13.63% 11.01% 9.92% 8.80% 4.66%
Max Increase   28.07% 21.06% 13.23% 25.93% 46.60% 28.49% 53.92% 33.40% 36.42% 20.87% 9.12%
Avg Days To Max Increase   18 17 14 18 17 14 15 14 16 13 9
Avg Max Decline   -1.92% -1.86% -1.57% -2.04% -2.43% -2.26% -0.82% -3.13% -1.34% -2.27% -1.16%
Max Decline   -8.74% -7.68% -5.65% -6.24% -9.87% -6.79% -5.64% -7.66% -4.33% -6.99% -4.83%
Avg Days to Max Decline   11 8 8 12 11 6 5 8 4 5 2
2022 Contract Condition   Yes Yes Yes   Yes     Yes     Yes
Action   Yes Yes No   Yes     Yes     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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   21 20 20 22 24 25 25 26 23 27 19
Penetrated Low   14 14 15 18 16 23 24 21 18 23 7
Scenario Percentage   67% 70% 75% 82% 67% 92% 96% 81% 78% 85% 37%
Avg Max Decline   5.36% 5.00% 5.89% 5.15% 8.74% 8.42% 8.98% 7.67% 7.57% 6.22% 4.14%
Max Decline   13.82% 17.04% 11.66% 11.98% 17.25% 20.11% 17.83% 26.00% 37.69% 21.05% 9.45%
Avg Days To Max Decline   16 15 13 18 19 20 15 16 11 12 9
Avg Max Increase   -1.26% -2.03% -1.77% -2.40% -2.85% -4.30% -3.45% -2.41% -1.88% -1.56% -0.99%
Max Increase   -3.68% -6.50% -3.43% -7.52% -9.28% -13.29% -12.72% -14.59% -6.06% -4.32% -1.70%
Avg Days to Max Increase   10 6 7 11 11 13 7 9 6 5 1
2022 Contract Condition         Yes   Yes Yes   Yes Yes  
Action         Yes   Yes Yes   Yes Yes  
High 1268.50 1283.00 1369.25 1555.00 1520.25 1541.25 1560.50 1584.75 1489.00 1484.50 1508.75 1414.00
Low 1192.25 1204.75 1274.00 1362.25 1418.25 1394.00 1438.25 1399.25 1288.50 1356.00 1363.25 1350.00
Close/Last 1209.00 1269.25 1367.00 1435.75 1420.50 1514.75 1509.50 1458.00 1468.50 1422.50 1364.75 1407.00

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