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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for January Soybean Oil(CBOT) as of Jan 01, 2008
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 35 41 43 44 44 45 45 45 45 45 45
Closed Higher 23 27 25 20 21 21 21 21 24 23 13
Exceeded High 22 27 21 16 17 16 16 18 17 13 8
Scenario Percentage 96% 100% 84% 80% 81% 76% 76% 86% 71% 57% 62%
Avg Max Increase 7.59% 9.28% 12.19% 19.58% 21.93% 12.27% 10.77% 12.21% 10.08% 10.22% 6.97%
Max Increase 17.89% 35.80% 41.28% 76.18% 73.84% 53.60% 29.96% 32.54% 20.47% 26.54% 12.35%
Avg Days To Max Increase 18 18 19 18 16 18 18 20 15 10 8
Avg Max Decline -1.15% -1.70% -2.23% -3.18% -1.42% -3.40% -1.68% -2.77% -1.01% -1.21% -0.84%
Max Decline -5.62% -6.08% -7.76% -8.93% -5.39% -18.78% -7.29% -11.08% -4.43% -2.93% -6.09%
Avg Days to Max Decline 9 8 12 7 8 9 6 4 4 7 4
2007 Contract Condition Yes   Yes   Yes Yes     Yes Yes  
Action Yes   Yes   Yes No     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 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years 35 41 43 44 44 45 45 45 45 45 45
Closed Lower 12 13 18 24 23 24 24 24 21 22 32
Penetrated Low 7 11 13 22 19 18 19 21 16 17 22
Scenario Percentage 58% 85% 72% 92% 83% 75% 79% 88% 76% 77% 69%
Avg Max Decline 5.24% 6.17% 8.69% 7.79% 10.76% 6.06% 7.36% 7.67% 7.75% 5.54% 13.61%
Max Decline 14.48% 13.42% 13.33% 18.81% 25.87% 17.16% 14.58% 21.35% 20.13% 9.73% 74.18%
Avg Days To Max Decline 15 20 19 23 20 16 15 17 22 11 12
Avg Max Increase -2.28% -2.63% -1.67% -2.10% -2.43% -3.07% -3.39% -1.63% -4.35% -3.11% -0.90%
Max Increase -4.32% -6.13% -4.38% -5.60% -13.28% -9.84% -13.90% -7.30% -19.53% -9.68% -4.82%
Avg Days to Max Increase 6 17 5 10 7 11 8 4 10 7 4
2007 Contract Condition   Yes   Yes     Yes Yes     Yes
Action   Yes   Yes     Yes Yes     Yes
High 25.27 26.05 27.62 27.85 27.70 28.95 28.25 26.04 28.23 29.83 29.76
Low 23.63 24.10 23.85 25.85 25.30 26.87 25.35 24.12 23.89 27.15 27.56
Close/Last 25.27 24.40 26.75 26.46 27.47 27.80 26.08 24.64 27.15 29.62 29.26

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