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MRCI's ScenarioSM Study
ScenarioSM Study for September Soybean Oil(CBOT) as of Sep 30, 2002
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 28 39 42 43 43 43 43 43 43 43 43
Closed Higher 14 16 19 26 23 25 24 19 18 19 22
Exceeded High 9 11 14 19 19 20 20 15 16 12 8
Scenario Percentage 64% 69% 74% 73% 83% 80% 83% 79% 89% 63% 36%
Avg Max Increase 8.69% 8.77% 13.68% 10.27% 10.03% 11.41% 11.19% 21.44% 22.68% 14.31% 5.38%
Max Increase 18.48% 22.21% 48.88% 39.19% 27.07% 38.29% 43.95% 72.36% 81.17% 52.27% 12.56%
Avg Days To Max Increase 22 18 17 16 17 17 16 19 18 13 8
Avg Max Decline -0.52% -2.09% -1.28% -1.48% -1.99% -1.90% -2.04% -3.23% -0.94% -1.34% -0.69%
Max Decline -1.33% -8.22% -3.59% -6.71% -9.34% -6.90% -7.70% -9.75% -3.74% -6.00% -3.72%
Avg Days to Max Decline 3 8 7 7 6 10 8 7 5 2 2
2002 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 28 39 42 43 43 43 43 43 43 43 43
Closed Lower 14 22 23 17 20 18 18 23 25 24 21
Penetrated Low 11 16 19 11 14 14 14 20 22 16 12
Scenario Percentage 79% 73% 83% 65% 70% 78% 78% 87% 88% 67% 57%
Avg Max Decline 5.86% 6.03% 5.93% 7.53% 4.96% 6.70% 9.90% 9.15% 10.27% 6.55% 14.15%
Max Decline 20.00% 24.93% 29.75% 22.24% 15.51% 16.72% 17.69% 18.41% 29.75% 19.16% 72.10%
Avg Days To Max Decline 22 14 17 14 15 20 21 21 17 11 11
Avg Max Increase -4.01% -2.73% -2.91% -2.19% -1.72% -2.20% -2.29% -1.82% -2.67% -2.42% -2.15%
Max Increase -12.58% -8.41% -11.93% -8.43% -4.40% -6.40% -8.94% -6.02% -13.63% -9.20% -5.77%
Avg Days to Max Increase 17 7 12 6 7 14 6 10 7 4 3
2002 Contract Condition Yes   Yes Yes     Yes   Yes    
Action Yes   Yes Yes     Yes   No    
High 17.00 17.54 17.56 17.10 16.65 17.56 17.75 18.90 19.11 20.51 21.40
Low 16.02 16.70 16.00 15.75 15.73 16.08 16.59 16.38 17.80 17.86 19.80
Close/Last 16.56 17.07 16.17 15.80 15.96 16.90 16.59 18.88 18.49 20.24 20.64