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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for January Soybeans(CBOT) as of Jan 01, 2008
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 38 45 45 45 45 45 45 45 45 45 45
Closed Higher 20 24 19 22 22 17 23 20 26 26 20
Exceeded High 20 21 15 21 19 8 18 15 17 14 11
Scenario Percentage 100% 88% 79% 95% 86% 47% 78% 75% 65% 54% 55%
Avg Max Increase 6.26% 6.12% 16.96% 15.06% 14.12% 12.56% 8.63% 9.12% 6.93% 5.29% 2.57%
Max Increase 14.58% 25.55% 52.48% 63.29% 54.89% 32.84% 36.66% 18.94% 25.11% 17.00% 5.95%
Avg Days To Max Increase 17 19 18 16 16 13 16 19 15 11 7
Avg Max Decline -1.74% -1.65% -1.53% -2.57% -0.80% -3.02% -1.30% -1.83% -1.85% -1.60% -0.35%
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 6 6 3
2007 Contract Condition     Yes   Yes       Yes Yes  
Action     Yes   Yes       Yes Not Yet  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
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 38 45 45 45 45 45 45 45 45 45 45
Closed Lower 18 21 25 23 23 28 21 25 18 19 25
Penetrated Low 13 14 16 18 22 21 14 21 14 12 17
Scenario Percentage 72% 67% 64% 78% 96% 75% 67% 84% 78% 63% 68%
Avg Max Decline 6.01% 4.89% 7.29% 7.57% 9.07% 5.15% 7.31% 6.69% 6.78% 6.09% 12.58%
Max Decline 18.43% 12.84% 13.99% 16.03% 26.94% 11.83% 26.20% 20.14% 17.94% 14.95% 49.89%
Avg Days To Max Decline 12 16 18 20 15 13 15 13 18 10 12
Avg Max Increase -1.84% -1.24% -2.06% -3.59% -2.42% -2.25% -2.05% -1.91% -2.86% -1.99% -2.04%
Max Increase -3.85% -4.53% -7.29% -12.62% -12.51% -13.69% -7.17% -5.86% -6.83% -4.43% -8.90%
Avg Days to Max Increase 8 10 7 11 6 8 6 6 6 5 5
2007 Contract Condition Yes Yes   Yes   Yes Yes Yes     Yes
Action Yes Yes   Yes   Yes Yes No     Yes
High 640.00 634.00 635.00 645.00 644.00 650.75 619.50 577.00 657.00 695.75 687.50
Low 610.50 607.00 589.00 612.50 601.50 604.00 561.75 550.00 554.75 641.50 642.75
Close/Last 624.50 610.50 627.00 614.75 630.50 612.00 569.25 562.25 644.25 685.50 683.50

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