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MRCI's ScenarioSM Study
ScenarioSM Study for December Oats(CBOT) as of Oct 31, 2004
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 24 28 28 29 29 29 29 29 30 30 30
Closed Higher 8 10 12 18 11 9 12 14 17 12 13
Exceeded High 5 6 10 10 8 6 9 9 13 8 5
Scenario Percentage 63% 60% 83% 56% 73% 67% 75% 64% 76% 67% 38%
Avg Max Increase 7.07% 9.46% 9.72% 23.52% 27.37% 16.09% 12.66% 12.33% 13.82% 13.85% 4.31%
Max Increase 16.76% 30.42% 24.73% 124.03% 100.39% 22.60% 25.92% 40.25% 34.73% 27.44% 9.13%
Avg Days To Max Increase 16 21 15 14 20 16 16 18 15 10 8
Avg Max Decline -1.75% -1.10% -1.30% -1.24% -4.05% -2.05% -5.32% -1.53% -2.38% -1.99% -1.90%
Max Decline -6.32% -3.75% -7.08% -6.64% -9.23% -5.03% -9.14% -3.68% -5.95% -8.02% -5.49%
Avg Days to Max Decline 6 9 10 8 4 7 5 11 5 11 3
2004 Contract Condition Yes Yes Yes Yes       Yes      
Action Yes Yes Yes No       Yes      
Copyright © 2003 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 24 28 28 29 29 29 29 29 30 30 30
Closed Lower 16 16 15 11 17 20 17 14 13 17 17
Penetrated Low 13 12 9 10 17 16 14 9 12 11 6
Scenario Percentage 81% 75% 60% 91% 100% 80% 82% 64% 92% 65% 35%
Avg Max Decline 7.04% 7.86% 9.69% 9.86% 12.36% 12.26% 9.43% 7.85% 7.96% 9.06% 13.38%
Max Decline 16.23% 13.00% 16.12% 17.38% 27.19% 27.27% 22.12% 15.05% 21.12% 19.49% 36.52%
Avg Days To Max Decline 12 18 20 20 20 19 21 19 21 16 7
Avg Max Increase -1.58% -0.80% -2.74% -4.39% -3.21% -2.89% -4.10% -4.14% -5.46% -2.41% -1.84%
Max Increase -8.55% -2.91% -7.06% -9.00% -10.01% -10.65% -10.28% -9.52% -13.68% -7.22% -7.42%
Avg Days to Max Increase 8 8 17 12 12 5 11 9 12 6 4
2004 Contract Condition         Yes Yes Yes   Yes Yes Yes
Action         Yes Yes No   Yes Not Yet  
High 159.00 164.00 185.50 193.00 190.00 174.00 149.75 154.75 172.50 148.25 141.25
Low 150.00 154.00 159.25 176.00 156.00 146.50 128.25 130.50 140.50 136.25 139.25
Close/Last 155.50 163.50 183.00 190.00 162.00 147.00 129.75 152.00 144.25 142.75 139.50