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MRCI's ScenarioSM Study
ScenarioSM Study for March Soybeans(CBOT) as of Dec 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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 34 43 44 44 45 45 45 45 45 45 45
Closed Higher 16 20 22 17 23 22 28 23 20 23 20
Exceeded High 13 19 19 11 18 16 20 13 17 15 12
Scenario Percentage 81% 95% 86% 65% 78% 73% 71% 57% 85% 65% 60%
Avg Max Increase 15.77% 15.01% 13.64% 9.71% 8.47% 9.44% 5.90% 8.30% 10.00% 10.39% 6.19%
Max Increase 50.54% 62.34% 54.17% 31.98% 35.44% 17.57% 23.10% 30.54% 59.67% 42.75% 17.09%
Avg Days To Max Increase 15 15 16 15 16 19 17 19 17 11 7
Avg Max Decline -1.65% -2.76% -0.76% -4.19% -1.28% -1.85% -2.43% -2.23% -1.13% -1.16% -0.25%
Max Decline -4.55% -14.36% -3.52% -19.86% -3.84% -5.03% -10.06% -5.15% -3.71% -3.54% -1.64%
Avg Days to Max Decline 8 7 5 8 7 8 8 12 6 4 1
2005 Contract Condition         Yes   Yes   Yes    
Action         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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 34 43 44 44 45 45 45 45 45 45 45
Closed Lower 18 22 22 26 22 22 17 22 25 22 25
Penetrated Low 13 17 20 19 15 20 12 17 20 17 12
Scenario Percentage 72% 77% 91% 73% 68% 91% 71% 77% 80% 77% 48%
Avg Max Decline 7.12% 6.82% 8.24% 4.62% 6.31% 5.95% 6.98% 6.49% 6.33% 4.80% 13.29%
Max Decline 13.07% 14.31% 26.40% 12.05% 25.69% 20.80% 16.92% 29.78% 31.19% 21.15% 48.28%
Avg Days To Max Decline 15 19 14 13 12 13 19 15 17 12 13
Avg Max Increase -2.52% -2.97% -1.86% -1.58% -1.66% -1.65% -2.77% -2.28% -2.11% -1.38% -3.08%
Max Increase -6.80% -12.12% -10.05% -8.44% -7.84% -5.98% -6.99% -7.38% -6.19% -6.41% -17.11%
Avg Days to Max Increase 10 11 6 7 6 6 7 10 13 5 -55
2005 Contract Condition Yes Yes Yes Yes   Yes   Yes   Yes  
Action Yes Yes Yes Yes   Yes   Not Yet      
High 785.00 773.00 733.00 685.00 639.50 662.00 554.50 565.00 561.00 541.75  
Low 706.00 673.00 654.00 584.75 566.00 539.00 519.50 510.00 519.00 535.00  
Close/Last 736.00 683.00 671.50 585.50 638.50 539.75 540.25 536.00 547.25 535.50