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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July 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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 35 44 45 45 45 45 45 45 45 45 45
Closed Higher 19 20 25 21 17 24 28 22 26 19 20
Exceeded High 15 17 18 16 13 18 25 20 21 12 15
Scenario Percentage 79% 85% 72% 76% 76% 75% 89% 91% 81% 63% 75%
Avg Max Increase 8.40% 10.08% 9.36% 10.44% 13.39% 11.67% 10.40% 11.50% 10.53% 16.05% 8.73%
Max Increase 25.86% 23.41% 21.10% 41.88% 55.06% 39.33% 33.39% 38.07% 43.99% 33.88% 18.67%
Avg Days To Max Increase 16 18 18 17 18 15 18 17 15 12 8
Avg Max Decline -1.32% -2.64% -1.04% -2.82% -1.89% -2.10% -2.81% -2.36% -2.04% -3.36% -0.82%
Max Decline -6.87% -9.19% -2.78% -9.32% -5.88% -6.99% -17.40% -7.81% -9.65% -9.76% -3.49%
Avg Days to Max Decline 5 6 4 11 9 9 8 9 5 4 2
2007 Contract Condition     Yes Yes     Yes Yes Yes Yes Yes
Action     Yes Yes     Yes Yes Yes Yes Yes
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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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 35 44 45 45 45 45 45 45 45 45 45
Closed Lower 16 24 20 24 28 20 17 23 19 25 25
Penetrated Low 12 21 17 18 22 10 12 19 16 21 19
Scenario Percentage 75% 88% 85% 75% 79% 50% 71% 83% 84% 84% 76%
Avg Max Decline 6.54% 7.21% 6.93% 6.56% 6.60% 8.81% 6.03% 6.76% 8.84% 7.37% 13.99%
Max Decline 12.85% 20.55% 17.99% 24.03% 29.58% 22.80% 15.92% 15.53% 15.41% 15.36% 40.90%
Avg Days To Max Decline 18 18 23 16 15 12 15 19 19 12 12
Avg Max Increase -3.02% -1.88% -3.84% -3.04% -2.59% -1.69% -2.03% -2.40% -2.19% -2.14% -1.72%
Max Increase -10.83% -7.02% -13.95% -7.85% -12.52% -4.17% -4.37% -7.14% -5.99% -6.49% -7.65%
Avg Days to Max Increase 6 6 12 9 11 5 6 14 8 6 3
2007 Contract Condition Yes Yes     Yes Yes          
Action Yes Yes     Yes No          
High 29.35 27.20 29.00 30.86 30.85 30.87 32.14 33.61 34.04 36.19 37.57
Low 26.45 25.32 25.06 28.20 28.90 28.82 29.75 30.15 31.57 32.77 34.35
Close/Last 27.25 25.82 28.14 30.72 30.69 30.26 31.15 32.92 33.77 35.71 36.63

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