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MRCI's ScenarioSM Study
ScenarioSM Study for August Soybean Oil(CBOT) as of Apr 30, 2006
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years 31 39 40 43 43 44 44 44 44 44 44
Closed Higher 13 23 19 17 25 26 24 24 19 18 19
Exceeded High 10 16 14 14 18 23 20 18 14 14 11
Scenario Percentage 77% 70% 74% 82% 72% 88% 83% 75% 74% 78% 58%
Avg Max Increase 8.96% 8.69% 11.00% 12.58% 11.20% 10.31% 11.78% 11.53% 23.33% 22.50% 10.39%
Max Increase 18.96% 19.05% 41.11% 52.91% 38.42% 32.20% 38.21% 44.01% 74.39% 59.87% 28.03%
Avg Days To Max Increase 22 17 17 17 15 17 15 15 19 14 8
Avg Max Decline -2.21% -1.42% -1.85% -1.63% -1.84% -2.39% -1.75% -2.21% -3.43% -0.79% -0.97%
Max Decline -8.77% -6.54% -8.55% -5.09% -6.83% -16.60% -7.63% -7.97% -8.97% -3.76% -6.24%
Avg Days to Max Decline 8 4 8 10 7 7 8 8 6 2 2
2006 Contract Condition Yes       Yes Yes   Yes Yes    
Action Yes       Yes Yes   Not Yet      
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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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years 31 39 40 43 43 44 44 44 44 44 44
Closed Lower 18 16 20 25 18 18 20 20 25 26 25
Penetrated Low 15 13 15 21 10 13 17 17 21 23 18
Scenario Percentage 83% 81% 75% 84% 56% 72% 85% 85% 84% 88% 72%
Avg Max Decline 7.05% 6.56% 6.83% 6.31% 8.41% 5.74% 7.82% 9.22% 10.30% 10.25% 10.69%
Max Decline 20.19% 18.53% 23.96% 29.01% 22.01% 15.88% 17.45% 19.28% 20.80% 24.20% 41.35%
Avg Days To Max Decline 18 22 17 16 12 15 20 20 22 12 13
Avg Max Increase -2.24% -3.66% -3.02% -2.70% -1.69% -1.70% -2.42% -2.07% -2.26% -2.80% -3.93%
Max Increase -7.79% -14.59% -8.14% -11.96% -4.33% -4.44% -5.73% -5.96% -7.08% -13.98% -10.72%
Avg Days to Max Increase 6 14 9 12 5 6 15 8 10 6 -34
2006 Contract Condition   Yes Yes       Yes        
Action   Yes Yes       Yes        
High 24.50 25.40 24.35 22.87 24.42 24.43 25.52 26.70 26.30    
Low 22.70 23.70 22.05 21.91 21.93 22.74 23.22 22.88 26.05    
Close/Last 24.50 23.70 22.25 22.25 23.30 24.43 23.50 25.82 26.09