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MRCI's ScenarioSM Study
ScenarioSM Study for January Soybeans(CBOT) as of Nov 30, 2004
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years 35 43 44 44 44 44 45 45 45 45 45
Closed Higher 18 23 19 22 21 17 22 21 28 24 19
Exceeded High 18 21 14 21 18 9 17 16 18 13 13
Scenario Percentage 100% 91% 74% 95% 86% 53% 77% 76% 64% 54% 68%
Avg Max Increase 6.19% 6.12% 16.28% 14.50% 14.74% 11.37% 8.90% 8.84% 6.48% 5.33% 2.93%
Max Increase 14.58% 25.55% 52.48% 63.29% 54.89% 32.84% 36.33% 18.50% 25.11% 17.00% 6.42%
Avg Days To Max Increase 17 19 18 16 17 13 16 19 14 11 9
Avg Max Decline -1.74% -1.65% -1.44% -2.54% -0.82% -2.68% -1.33% -1.75% -1.97% -1.48% -0.49%
Max Decline -7.51% -6.19% -3.90% -12.08% -3.63% -10.01% -4.05% -4.97% -9.38% -5.00% -2.05%
Avg Days to Max Decline 10 14 9 8 5 5 6 9 7 6 4
2005 Contract Condition Yes Yes         Yes     Yes  
Action 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 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years 35 43 44 44 44 44 45 45 45 45 45
Closed Lower 17 20 24 22 22 27 22 24 16 21 26
Penetrated Low 12 13 15 17 20 20 15 21 12 13 18
Scenario Percentage 71% 65% 63% 77% 91% 74% 68% 88% 75% 62% 69%
Avg Max Decline 6.04% 4.99% 6.99% 7.10% 8.65% 4.69% 6.47% 6.16% 6.97% 6.05% 10.77%
Max Decline 18.43% 12.84% 13.99% 15.23% 26.94% 11.83% 26.20% 20.14% 17.94% 14.95% 49.89%
Avg Days To Max Decline 12 16 18 19 15 13 13 13 18 11 11
Avg Max Increase -1.87% -1.34% -1.84% -3.04% -1.84% -1.62% -1.76% -1.79% -2.94% -1.92% -2.17%
Max Increase -3.85% -4.53% -7.29% -12.62% -10.58% -8.55% -7.17% -5.86% -6.83% -4.43% -8.90%
Avg Days to Max Increase 8 10 7 12 6 7 6 6 7 5 5
2005 Contract Condition     Yes Yes Yes Yes   Yes Yes    
Action     Yes Yes Yes Yes   Yes Yes    
High 739.00 796.50 799.00 785.00 736.00 687.00 634.00 656.00 548.50 562.00  
Low 638.00 723.00 711.00 672.00 657.00 576.00 558.50 530.50 513.50 503.00  
Close/Last 735.50 749.50 745.00 686.00 669.00 577.00 633.00 534.75 533.50 534.75