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MRCI's ScenarioSM Study
ScenarioSM Study for September Corn(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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 35 44 45 45 45 45 45 45 45 45 45
Closed Higher 18 20 22 22 23 26 17 22 17 15 24
Exceeded High 10 11 16 19 19 24 13 16 12 9 12
Scenario Percentage 56% 55% 73% 86% 83% 92% 76% 73% 71% 60% 50%
Avg Max Increase 5.40% 6.83% 7.72% 6.10% 5.21% 7.40% 12.26% 13.78% 13.88% 11.10% 3.85%
Max Increase 10.94% 14.20% 29.46% 15.89% 17.33% 41.01% 42.10% 56.06% 32.50% 20.75% 10.02%
Avg Days To Max Increase 19 16 18 19 14 14 16 15 15 10 7
Avg Max Decline -0.92% -1.23% -0.83% -1.16% -1.63% -1.47% -1.33% -2.29% -0.93% -1.26% -0.71%
Max Decline -2.62% -4.56% -3.84% -2.85% -5.14% -7.29% -6.25% -5.50% -5.72% -6.60% -2.19%
Avg Days to Max Decline 9 9 6 8 8 9 10 8 5 2 3
2006 Contract Condition     Yes Yes Yes Yes Yes        
Action     Yes 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 35 44 45 45 45 45 45 45 45 45 45
Closed Lower 17 24 22 23 22 18 27 23 28 30 21
Penetrated Low 12 17 17 22 16 16 24 21 23 22 13
Scenario Percentage 71% 71% 77% 96% 73% 89% 89% 91% 82% 73% 62%
Avg Max Decline 4.30% 5.68% 4.13% 4.42% 4.29% 6.16% 8.44% 9.70% 11.77% 6.17% 10.99%
Max Decline 8.01% 22.45% 20.47% 17.92% 9.56% 12.01% 18.83% 27.77% 19.93% 14.83% 57.91%
Avg Days To Max Decline 15 14 17 15 14 15 22 22 16 9 11
Avg Max Increase -1.44% -1.22% -1.23% -1.44% -2.35% -2.01% -2.39% -3.50% -2.31% -1.26% -1.51%
Max Increase -6.50% -4.22% -3.85% -4.19% -9.03% -5.91% -10.51% -15.97% -18.34% -8.17% -4.57%
Avg Days to Max Increase 8 7 7 9 8 9 11 9 5 4 4
2006 Contract Condition Yes Yes           Yes      
Action Yes No                  
High 242.75 235.50 240.75 247.00 255.75 260.00 263.75 261.75      
Low 233.00 226.25 226.50 231.25 242.75 237.25 250.50 258.25      
Close/Last 233.00 226.75 239.25 245.25 254.25 256.00 259.75 258.75