MRCI Online
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| ScenarioSM Study for December 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 | 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% | 9.56% | 11.94% | 20.53% | 20.28% | 12.98% | 11.85% | 13.92% | 9.95% | 7.09% |
| 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 | 20 | 19 | 19 | 15 | 7 |
| Avg Max Decline | -2.34% | -1.68% | -1.99% | -2.58% | -3.07% | -1.60% | -4.38% | -2.31% | -2.97% | -1.27% | -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 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
