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MRCI's ScenarioSM Study
ScenarioSM Study for July Soybeans(CBOT) as of Feb 28, 2007
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 34 45 45 45 45 45 45 45 45 45 45
Closed Higher 18 25 23 24 21 25 22 23 23 19 21
Exceeded High 15 16 17 14 16 19 20 18 15 16 15
Scenario Percentage 83% 64% 74% 58% 76% 76% 91% 78% 65% 84% 71%
Avg Max Increase 8.23% 9.56% 5.32% 7.32% 9.33% 9.48% 10.29% 8.42% 18.52% 15.88% 8.89%
Max Increase 27.16% 16.50% 14.78% 18.01% 42.65% 40.03% 35.97% 20.82% 90.20% 37.78% 15.90%
Avg Days To Max Increase 14 18 18 21 18 18 17 17 17 13 8
Avg Max Decline -1.02% -1.61% -2.10% -1.87% -1.59% -1.52% -1.86% -1.86% -0.96% -1.29% -0.28%
Max Decline -3.69% -4.69% -10.49% -5.32% -9.44% -7.11% -11.62% -6.33% -3.20% -4.60% -1.68%
Avg Days to Max Decline 4 8 6 11 8 6 7 11 6 5 1
2007 Contract Condition     Yes Yes Yes Yes Yes        
Action     Yes 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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 34 45 45 45 45 45 45 45 45 45 45
Closed Lower 16 20 22 21 23 20 23 22 22 26 24
Penetrated Low 10 17 15 14 17 15 17 16 18 21 18
Scenario Percentage 63% 85% 68% 67% 74% 75% 74% 73% 82% 81% 75%
Avg Max Decline 5.83% 6.63% 6.91% 7.13% 6.79% 5.55% 6.13% 4.46% 5.49% 7.09% 14.43%
Max Decline 13.81% 20.24% 16.18% 28.44% 30.14% 19.95% 17.31% 14.96% 16.01% 37.60% 66.97%
Avg Days To Max Decline 13 16 18 16 16 15 14 15 17 12 13
Avg Max Increase -1.89% -2.18% -2.27% -2.24% -1.43% -1.55% -1.73% -1.08% -2.77% -2.01% -1.94%
Max Increase -7.28% -6.26% -6.57% -7.43% -4.18% -6.58% -4.01% -4.43% -14.89% -6.51% -11.68%
Avg Days to Max Increase 6 8 6 9 9 5 8 6 8 6 -36
2007 Contract Condition Yes Yes                  
Action Yes No                  
High 646.50 607.50 677.00 722.00 722.00 757.50 822.00        
Low 595.00 582.50 587.00 665.00 683.00 685.00 747.75        
Close/Last 601.50 593.50 667.50 716.00 720.50 747.75 802.50