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MRCI's ScenarioSM Study
ScenarioSM Study for July Rough Rice(CBOT) as of Jul 08, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 2 8 9 12 13 13 13 13 13 13 13
Closed Higher   4 4 5 6 6 2 4 6 8 4
Exceeded High   3 3 2 4 2 2 3 5 7 3
Scenario Percentage   75% 75% 40% 67% 33% 100% 75% 83% 88% 75%
Avg Max Increase   4.75% 3.15% 16.74% 11.34% 3.35% 5.78% 13.75% 15.23% 8.96% 5.96%
Max Increase   6.99% 5.17% 17.80% 14.36% 4.05% 9.55% 24.65% 24.53% 22.37% 9.55%
Avg Days To Max Increase   8 8 25 16 20 13 19 11 11 17
Avg Max Decline   0.30% -1.61% -0.55% -1.75% -1.72% -1.59% -2.21% -2.55% -0.56% -0.85%
Max Decline   -0.35% -5.11% -0.84% -4.62% -2.98% -3.95% -3.46% -6.82% -3.76% -1.80%
Avg Days to Max Decline   2 11 1 3 18 6 9 4 4 1
2003 Contract Condition       Yes   Yes Yes Yes Yes    
Action       No   Yes Yes Yes No    
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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 2 8 9 12 13 13 13 13 13 13 13
Closed Lower 2 4 5 7 7 7 11 9 7 5 9
Penetrated Low 1 4 4 7 6 6 9 8 7 4 4
Scenario Percentage 50% 100% 80% 100% 86% 86% 82% 89% 100% 80% 44%
Avg Max Decline 12.38% 6.42% 7.19% 5.91% 12.19% 13.59% 9.25% 10.78% 9.69% 7.37% 7.55%
Max Decline 12.38% 12.27% 10.39% 11.08% 22.56% 18.76% 19.56% 30.58% 21.10% 16.94% 15.80%
Avg Days To Max Decline 30 14 12 19 23 16 22 14 12 9 22
Avg Max Increase -2.36% 0.21% -0.87% -1.57% -2.32% -1.65% -3.39% -2.73% -6.50% -2.40% -5.63%
Max Increase -2.36% -1.38% -1.86% -6.55% -5.08% -5.96% -7.38% -7.47% -27.43% -11.68% -7.69%
Avg Days to Max Increase 5 9 9 11 9 10 8 8 24 4 7
2003 Contract Condition Yes Yes Yes   Yes         Yes Yes
Action Yes Yes Yes   No         Yes Not Yet
High 5.68 5.08 4.99 4.85 4.68 4.85 5.05 5.42 6.95 6.88 6.24
Low 5.09 4.82 4.56 4.57 4.42 4.50 4.76 4.83 5.32 5.71 5.46
Close/Last 5.09 4.90 4.63 4.68 4.50 4.80 4.95 5.32 6.40 5.87 5.80