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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Corn(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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   19 19 26 19 24 25 25 25 17 22 17
Exceeded High   11 18 17 10 20 23 20 24 13 16 14
Scenario Percentage   58% 95% 65% 53% 83% 92% 80% 96% 76% 73% 82%
Avg Max Increase   8.90% 9.95% 8.37% 11.43% 8.28% 8.13% 7.86% 8.44% 9.40% 11.91% 7.00%
Max Increase   30.68% 38.35% 18.35% 28.80% 19.55% 21.60% 26.54% 34.29% 24.95% 60.09% 18.07%
Avg Days To Max Increase   17 16 23 16 16 19 13 14 18 10 9
Avg Max Decline   -2.83% -2.28% -2.21% -3.32% -2.02% -1.56% -3.34% -2.31% -4.80% -3.71% -1.42%
Max Decline   -9.08% -8.83% -11.93% -8.20% -8.20% -4.31% -16.09% -10.79% -12.89% -10.06% -13.96%
Avg Days to Max Decline   14 6 9 13 9 9 9 9 15 9 3
2022 Contract Condition     Yes Yes   Yes Yes Yes Yes Yes    
Action     Yes Yes   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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   26 26 19 26 21 19 20 20 28 23 28
Penetrated Low   16 21 18 20 16 18 13 17 24 20 16
Scenario Percentage   62% 81% 95% 77% 76% 95% 65% 85% 86% 87% 57%
Avg Max Decline   7.35% 6.61% 6.05% 5.31% 4.19% 6.02% 6.52% 7.66% 8.72% 8.59% 6.36%
Max Decline   35.76% 29.27% 26.37% 16.28% 14.84% 13.49% 17.05% 13.95% 20.53% 22.44% 16.21%
Avg Days To Max Decline   15 21 14 11 16 19 14 18 20 12 9
Avg Max Increase   -1.28% -2.24% -1.54% -1.58% -2.01% -2.31% -2.63% -2.03% -4.15% -2.71% -0.58%
Max Increase   -4.02% -10.86% -6.15% -6.87% -5.95% -6.56% -4.86% -5.12% -16.67% -9.22% -3.16%
Avg Days to Max Increase   5 12 9 8 10 13 12 10 14 5 2
2022 Contract Condition   Yes     Yes           Yes Yes
Action   Yes     No           Yes Not Yet
High 617.00 602.50 559.25 580.25 601.25 618.25 634.25 709.50 753.00 824.50 813.75 800.00
Low 521.50 539.50 512.75 524.25 564.50 570.25 584.75 606.00 677.25 718.25 747.25 720.50
Close/Last 558.25 548.25 549.00 578.75 570.75 593.50 619.25 677.00 733.00 813.50 753.50 743.75

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