MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for March Soybean Oil(CBOT) as of Mar 19, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 31 40 41 42 44 44 44 44 44 44 44
Closed Higher 17 18 20 19 22 20 21 20 14 21 23
Exceeded High 13 15 17 17 16 17 15 15 9 15 14
Scenario Percentage 76% 83% 85% 89% 73% 85% 71% 75% 64% 71% 61%
Avg Max Increase 12.49% 19.46% 21.69% 11.87% 9.08% 11.85% 9.31% 11.49% 21.79% 14.54% 7.78%
Max Increase 39.42% 76.66% 69.44% 51.45% 19.08% 26.42% 18.98% 53.06% 79.61% 43.40% 23.04%
Avg Days To Max Increase 20 18 15 18 19 21 16 16 21 14 8
Avg Max Decline -2.12% -3.25% -1.23% -3.30% -1.48% -2.63% -1.05% -2.73% -1.82% -1.38% -0.36%
Max Decline -6.63% -8.92% -4.31% -18.49% -7.25% -10.23% -2.88% -10.53% -6.21% -3.28% -3.60%
Avg Days to Max Decline 14 7 8 10 6 7 5 13 6 5 1
2003 Contract Condition   Yes   Yes Yes   Yes Yes     Yes
Action   Yes   Yes Yes   Yes Yes     Not Yet
Copyright © 2001 Moore Research Center, Inc. All Rights Reserved.
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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 31 40 41 42 44 44 44 44 44 44 44
Closed Lower 14 22 20 23 22 24 23 24 30 23 21
Penetrated Low 8 20 16 17 18 22 18 18 25 14 11
Scenario Percentage 57% 91% 80% 74% 82% 92% 78% 75% 83% 61% 52%
Avg Max Decline 8.91% 7.01% 9.82% 6.07% 6.77% 7.36% 7.06% 6.68% 6.40% 8.40% 14.77%
Max Decline 12.59% 17.22% 25.30% 16.81% 13.44% 19.59% 19.01% 22.84% 30.93% 24.16% 57.62%
Avg Days To Max Decline 21 23 21 16 18 17 19 14 16 12 12
Avg Max Increase -1.83% -2.00% -2.50% -2.92% -3.59% -1.55% -3.69% -3.45% -3.00% -1.81% -3.93%
Max Increase -4.58% -5.78% -12.50% -10.09% -13.21% -6.45% -17.82% -9.66% -13.99% -4.52% -15.93%
Avg Days to Max Increase 5 11 10 12 9 5 10 8 11 5 -60
2003 Contract Condition Yes   Yes     Yes     Yes Yes  
Action Yes   No     Yes     Yes Yes  
High 18.40 19.65 19.64 20.82 21.35 21.15 22.00 22.80 22.92 21.48 20.97
Low 17.43 17.10 18.35 18.55 20.02 19.82 19.31 21.60 20.90 19.87 19.75
Close/Last 17.43 19.60 19.20 20.50 20.82 19.96 21.76 22.65 21.33 20.35 20.77