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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for May Soybean Oil(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 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   22 17 23 19 25 23 21 19 27 23 26
Exceeded High   14 12 17 17 17 17 16 17 25 19 14
Scenario Percentage   64% 71% 74% 89% 68% 74% 76% 89% 93% 83% 54%
Avg Max Increase   12.29% 9.79% 7.67% 10.05% 10.19% 9.55% 12.77% 11.94% 10.26% 10.05% 5.77%
Max Increase   63.86% 47.53% 25.97% 22.49% 19.19% 22.80% 34.54% 33.72% 41.95% 35.28% 19.49%
Avg Days To Max Increase   17 16 17 20 18 13 18 14 16 11 6
Avg Max Decline   -1.77% -3.13% -1.48% -2.64% -1.78% -2.14% -2.74% -2.42% -2.14% -2.12% -1.01%
Max Decline   -6.51% -10.23% -7.06% -9.18% -5.15% -8.98% -9.56% -7.42% -7.18% -7.65% -3.62%
Avg Days to Max Decline   11 9 6 6 8 9 11 10 5 6 1
2022 Contract Condition   Yes       Yes   Yes Yes Yes   Yes
Action   No       No   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   23 27 21 26 20 22 23 26 18 22 19
Penetrated Low   20 23 15 21 15 16 20 15 14 17 12
Scenario Percentage   87% 85% 71% 81% 75% 73% 87% 58% 78% 77% 63%
Avg Max Decline   9.35% 7.15% 8.28% 8.08% 6.90% 6.45% 6.06% 8.19% 7.00% 4.35% 2.93%
Max Decline   24.55% 25.89% 42.37% 31.91% 17.43% 14.37% 23.97% 20.69% 16.61% 8.77% 5.99%
Avg Days To Max Decline   16 16 19 15 21 18 17 13 18 11 6
Avg Max Increase   -2.09% -2.64% -2.20% -1.81% -3.35% -3.68% -3.14% -2.68% -2.82% -2.44% -1.23%
Max Increase   -11.51% -12.73% -10.22% -7.82% -9.80% -15.27% -8.58% -6.70% -5.96% -5.66% -5.62%
Avg Days to Max Increase   7 9 6 6 9 12 12 6 5 6 1
2022 Contract Condition     Yes Yes Yes   Yes       Yes  
Action     Yes Yes No   Yes       Yes  
High 56.88 63.67 62.77 62.03 59.35 62.21 60.54 58.31 66.67 74.58 78.58 91.40
Low 50.76 50.22 55.90 55.66 54.31 57.03 54.70 51.21 56.36 62.81 69.80 68.84
Close/Last 55.45 60.64 60.20 58.26 57.89 59.71 55.19 56.57 64.81 72.52 69.94 89.17

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