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MRCI's ScenarioSM Study
ScenarioSM Study for September Oats(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 18 24 25 28 28 28 28 28 28 28 28
Closed Higher 10 12 10 9 11 12 18 12 10 11 13
Exceeded High 6 8 5 7 6 10 10 8 7 7 7
Scenario Percentage 60% 67% 50% 78% 55% 83% 56% 67% 70% 64% 54%
Avg Max Increase 6.15% 5.68% 10.57% 6.14% 12.39% 10.71% 25.44% 27.98% 13.60% 11.52% 4.89%
Max Increase 10.00% 11.80% 35.19% 18.29% 30.95% 24.88% 134.52% 111.54% 22.22% 19.21% 8.28%
Avg Days To Max Increase 14 13 10 14 19 15 14 20 13 11 7
Avg Max Decline -2.65% -1.39% -0.65% -1.77% -2.16% -1.07% -1.16% -5.01% -2.87% -3.93% -0.69%
Max Decline -9.91% -5.49% -1.35% -4.29% -10.26% -6.44% -6.68% -12.38% -10.46% -8.82% -2.43%
Avg Days to Max Decline 9 6 3 7 6 7 6 4 6 6 1
2002 Contract Condition Yes Yes   Yes       Yes Yes Yes  
Action Yes Yes   Yes       Yes Yes Yes  
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 18 24 25 28 28 28 28 28 28 28 28
Closed Lower 8 12 14 19 16 16 10 16 18 17 15
Penetrated Low 6 10 10 15 11 10 9 16 13 11 3
Scenario Percentage 75% 83% 71% 79% 69% 63% 90% 100% 72% 65% 20%
Avg Max Decline 5.10% 7.37% 7.04% 8.13% 8.97% 10.06% 10.80% 12.76% 15.39% 9.91% 21.01%
Max Decline 11.75% 12.68% 15.51% 16.55% 15.31% 18.40% 19.38% 28.78% 30.34% 22.01% 30.85%
Avg Days To Max Decline 15 21 21 18 19 18 20 19 17 16 9
Avg Max Increase -3.74% -1.46% -2.33% -1.89% -1.23% -2.74% -4.75% -3.33% -2.93% -2.11% -6.50%
Max Increase -12.59% -4.82% -4.22% -8.70% -3.24% -7.55% -10.69% -12.53% -11.37% -8.21% -17.46%
Avg Days to Max Increase 13 8 9 5 11 12 12 10 6 5 4
2002 Contract Condition     Yes     Yes Yes       Yes
Action     No     Yes Yes       Yes
High 142.00 150.00 151.00 146.00 148.00 150.50 146.00 151.00 175.00 186.50 192.00
Low 137.00 138.00 135.00 138.00 140.00 140.00 120.50 117.50 137.00 152.00 174.50
Close/Last 141.00 150.00 140.00 145.00 145.00 144.00 121.00 149.75 169.75 178.50 177.50