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MRCI's ScenarioSM Study
ScenarioSM Study for January Soybean Oil(CBOT) as of Jan 10, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years 30 36 38 40 41 42 43 43 43 43 43
Closed Higher 18 25 22 18 20 19 20 20 21 21 12
Exceeded High 17 25 18 15 17 16 14 17 15 13 8
Scenario Percentage 94% 100% 82% 83% 85% 84% 70% 85% 71% 62% 67%
Avg Max Increase 7.82% 9.11% 12.48% 19.74% 22.20% 12.40% 10.41% 12.75% 9.82% 11.16% 7.33%
Max Increase 17.89% 35.80% 41.28% 76.18% 73.84% 53.60% 24.83% 32.54% 20.47% 26.54% 12.54%
Avg Days To Max Increase 17 18 19 18 16 17 19 21 16 11 11
Avg Max Decline -1.01% -1.68% -2.31% -3.05% -1.41% -3.25% -1.44% -2.85% -0.95% -1.57% -1.55%
Max Decline -5.25% -6.08% -7.76% -8.93% -5.39% -18.78% -4.18% -11.08% -3.01% -4.97% -6.09%
Avg Days to Max Decline 8 7 12 7 8 8 4 4 3 8 4
2003 Contract Condition Yes Yes   Yes   Yes Yes   Yes Yes  
Action Yes Yes   Yes   Yes Yes   Yes Yes  
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Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years 30 36 38 40 41 42 43 43 43 43 43
Closed Lower 12 10 16 22 21 23 23 23 22 21 31
Penetrated Low 7 9 11 20 17 17 18 20 17 16 19
Scenario Percentage 58% 90% 69% 91% 81% 74% 78% 87% 77% 76% 61%
Avg Max Decline 5.24% 5.80% 9.02% 7.41% 10.42% 6.37% 7.39% 8.14% 7.27% 5.73% 12.49%
Max Decline 14.48% 10.92% 13.33% 17.45% 25.87% 17.16% 14.58% 21.35% 20.13% 11.31% 74.18%
Avg Days To Max Decline 15 21 20 23 21 17 17 20 20 11 10
Avg Max Increase -2.28% -2.92% -1.75% -2.00% -2.45% -3.10% -3.51% -1.65% -4.11% -3.00% -1.08%
Max Increase -4.32% -6.13% -4.38% -5.60% -13.28% -9.84% -13.90% -7.30% -19.53% -9.68% -5.94%
Avg Days to Max Increase 6 20 6 11 8 12 8 5 10 5 4
2003 Contract Condition     Yes   Yes     Yes     Yes
Action     Yes   No     Yes     Yes
High 17.11 18.20 18.01 19.43 19.46 20.82 21.40 21.07 22.17 22.93 23.07
Low 16.35 16.95 17.20 16.90 18.15 18.38 20.04 19.70 19.21 21.70 20.85
Close/Last 16.55 17.42 17.20 19.43 19.01 20.48 20.72 19.88 21.84 22.77 21.24