MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for May Soybean Oil(CBOT) as of Feb 28, 2005
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years 33 41 44 45 45 45 45 45 45 45 45
Closed Higher 16 18 21 20 22 20 18 23 26 26 26
Exceeded High 12 16 15 18 17 15 13 18 22 20 14
Scenario Percentage 75% 89% 71% 90% 77% 75% 72% 78% 85% 77% 54%
Avg Max Increase 22.30% 11.08% 9.50% 10.95% 8.53% 11.34% 16.58% 13.09% 10.76% 9.43% 5.30%
Max Increase 63.86% 47.53% 25.97% 23.58% 19.19% 46.74% 61.85% 41.38% 33.57% 30.11% 19.49%
Avg Days To Max Increase 15 17 20 19 17 16 17 17 17 11 6
Avg Max Decline -1.17% -3.21% -1.48% -2.54% -1.36% -2.71% -1.80% -2.03% -2.99% -1.88% -0.66%
Max Decline -3.62% -17.57% -7.06% -10.08% -3.89% -9.64% -6.83% -7.42% -19.15% -7.65% -3.62%
Avg Days to Max Decline 9 9 6 5 6 12 7 8 6 5 1
2005 Contract Condition     Yes   Yes   Yes   Yes    
Action     Yes   No   Yes   Not Yet    
Copyright © 1989- 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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years 33 41 44 45 45 45 45 45 45 45 45
Closed Lower 17 23 21 25 22 24 26 22 19 18 19
Penetrated Low 14 19 16 22 18 16 22 13 13 14 12
Scenario Percentage 82% 83% 76% 88% 82% 67% 85% 59% 68% 78% 63%
Avg Max Decline 10.42% 5.33% 6.24% 7.86% 6.77% 6.96% 6.54% 8.34% 6.13% 5.28% 11.03%
Max Decline 24.55% 16.28% 13.20% 21.91% 18.39% 23.36% 29.40% 23.25% 16.61% 13.47% 54.23%
Avg Days To Max Decline 19 16 18 19 21 16 18 15 16 15 10
Avg Max Increase -2.10% -3.21% -3.37% -1.58% -3.50% -3.47% -3.00% -1.84% -2.38% -1.87% -1.72%
Max Increase -11.51% -12.73% -11.87% -6.03% -16.31% -9.12% -13.34% -4.69% -5.96% -5.83% -5.62%
Avg Days to Max Increase 8 11 8 5 11 8 13 6 8 6 3
2005 Contract Condition Yes Yes   Yes   Yes   Yes      
Action Yes Yes   Yes   Yes   Yes      
High 26.10 24.50 24.75 25.40 22.20 22.20 21.65 20.65 23.47    
Low 23.75 20.75 20.65 20.73 20.30 20.30 20.03 19.27 19.01    
Close/Last 24.25 20.78 24.75 20.80 21.76 20.96 21.02 19.50 23.35