MRCI Online
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| ScenarioSM Study for December Soybean Oil(CBOT) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 21 | 27 | 29 | 28 | 22 | 21 | 20 | 21 | 18 | 22 | 24 |
| Exceeded High | 17 | 25 | 29 | 24 | 17 | 16 | 15 | 15 | 15 | 16 | 11 |
| Scenario Percentage | 81% | 93% | 100% | 86% | 77% | 76% | 75% | 71% | 83% | 73% | 46% |
| Avg Max Increase | 9.54% | 8.25% | 9.86% | 12.51% | 20.14% | 21.35% | 12.69% | 11.11% | 13.29% | 10.11% | 7.09% |
| Max Increase | 34.01% | 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 | 16 | 17 | 17 | 19 | 16 | 18 | 19 | 19 | 19 | 15 | 7 |
| Avg Max Decline | -2.19% | -1.54% | -1.96% | -2.67% | -2.73% | -1.74% | -4.63% | -2.43% | -3.21% | -1.24% | -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 | 13 | 5 | 8 | 10 | 9 | 4 | 3 | 2 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
