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| MRCI's ScenarioSM Study |
| ScenarioSM Study for December Soybean Oil(CBOT) as of Apr 04, 2008 |
Condition 1:
Higher Monthly Close.
Action --->
Buy that month's close with objective of exceeding month's
high within 2 months. |
| Tested Month |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
| Tested Years |
39 |
44 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
| Closed Higher |
20 |
26 |
29 |
27 |
21 |
21 |
21 |
22 |
20 |
23 |
24 |
| Exceeded High |
16 |
24 |
28 |
23 |
16 |
17 |
16 |
16 |
17 |
17 |
11 |
| Scenario Percentage |
80% |
92% |
97% |
85% |
76% |
81% |
76% |
73% |
85% |
74% |
46% |
| Avg Max Increase |
8.02% |
8.26% |
9.55% |
11.92% |
20.47% |
20.28% |
12.95% |
11.85% |
13.90% |
9.93% |
7.08% |
| Max Increase |
16.50% |
19.98% |
36.60% |
42.59% |
76.62% |
76.98% |
54.52% |
33.02% |
36.63% |
18.53% |
24.21% |
| Avg Days To Max Increase |
17 |
18 |
18 |
20 |
18 |
17 |
18 |
19 |
19 |
15 |
7 |
| Avg Max Decline |
-2.34% |
-1.68% |
-1.99% |
-2.58% |
-3.05% |
-1.57% |
-4.38% |
-2.24% |
-2.97% |
-1.14% |
-0.72% |
| Max Decline |
-6.55% |
-6.13% |
-6.20% |
-8.20% |
-8.54% |
-6.99% |
-19.47% |
-7.72% |
-10.63% |
-5.25% |
-2.06% |
| Avg Days to Max Decline |
9 |
7 |
8 |
14 |
6 |
8 |
10 |
8 |
5 |
4 |
2 |
| 2006 Contract Condition |
Yes |
Yes |
|
Yes |
|
Yes |
Yes |
|
|
Yes |
Yes |
| Action |
Yes |
Yes |
|
Yes |
|
Yes |
No |
|
|
Yes |
Not Yet |
Condition 2:
Lower Monthly Close.
Action --->
Sell that month's close with objective of penetrating month's
low within 2 months.
|
| Tested Month |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
| Tested Years |
39 |
44 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
| Closed Lower |
19 |
18 |
16 |
18 |
24 |
23 |
24 |
23 |
25 |
21 |
21 |
| Penetrated Low |
11 |
10 |
14 |
14 |
22 |
20 |
18 |
18 |
23 |
15 |
12 |
| Scenario Percentage |
58% |
56% |
88% |
78% |
92% |
87% |
75% |
78% |
92% |
71% |
57% |
| Avg Max Decline |
7.17% |
5.62% |
5.91% |
8.44% |
8.19% |
10.77% |
6.45% |
7.44% |
7.36% |
6.59% |
14.11% |
| Max Decline |
21.91% |
14.93% |
14.12% |
14.38% |
18.95% |
26.61% |
17.99% |
14.92% |
22.02% |
13.81% |
40.14% |
| Avg Days To Max Decline |
10 |
15 |
18 |
19 |
22 |
18 |
16 |
16 |
17 |
17 |
14 |
| Avg Max Increase |
-2.09% |
-1.67% |
-2.46% |
-1.84% |
-2.25% |
-2.72% |
-3.16% |
-3.44% |
-1.83% |
-4.46% |
-2.89% |
| Max Increase |
-6.94% |
-4.22% |
-6.22% |
-4.65% |
-6.12% |
-13.58% |
-9.86% |
-14.88% |
-7.63% |
-19.67% |
-9.79% |
| Avg Days to Max Increase |
6 |
5 |
14 |
5 |
10 |
9 |
10 |
9 |
4 |
7 |
3 |
| 2006 Contract Condition |
|
|
Yes |
|
Yes |
|
|
Yes |
Yes |
|
|
| Action |
|
|
Yes |
|
Yes |
|
|
Yes |
Yes |
|
|
| High |
24.85 |
25.18 |
26.03 |
27.42 |
27.68 |
27.72 |
28.70 |
28.15 |
25.76 |
27.80 |
29.37 |
| Low |
22.48 |
23.30 |
23.91 |
23.57 |
25.60 |
25.02 |
26.58 |
24.98 |
23.80 |
23.48 |
26.88 |
| Close/Last |
24.19 |
25.11 |
24.21 |
26.57 |
26.27 |
27.27 |
27.54 |
25.74 |
24.24 |
26.83 |
29.18 |
|
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