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MRCI's ScenarioSM Study
ScenarioSM Study for September Soybeans(CBOT) as of Sep 18, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 30 42 44 44 44 44 44 44 44 44 45
Closed Higher 11 24 21 25 23 24 22 21 22 17 21
Exceeded High 9 15 16 18 19 19 14 17 19 9 10
Scenario Percentage 82% 63% 76% 72% 83% 79% 64% 81% 86% 53% 48%
Avg Max Increase 6.12% 6.42% 7.70% 7.41% 7.81% 7.22% 18.19% 18.45% 15.38% 8.64% 4.85%
Max Increase 14.44% 14.41% 31.20% 24.92% 19.61% 23.39% 72.72% 63.92% 57.58% 34.02% 12.43%
Avg Days To Max Increase 22 20 21 18 18 19 22 16 15 11 8
Avg Max Decline -1.10% -1.65% -1.11% -1.41% -1.93% -1.63% -1.00% -3.12% -2.72% -2.19% -0.89%
Max Decline -3.55% -3.39% -3.85% -6.46% -10.83% -5.66% -2.90% -27.40% -30.23% -6.99% -3.28%
Avg Days to Max Decline 6 10 8 7 9 16 7 7 6 5 2
2003 Contract Condition   Yes   Yes Yes   Yes Yes     Yes
Action   Yes   Yes Yes   Yes No     Yes
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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 30 42 44 44 44 44 44 44 44 44 45
Closed Lower 19 18 23 19 21 18 22 22 22 27 23
Penetrated Low 13 12 14 15 13 11 17 20 21 21 13
Scenario Percentage 68% 67% 61% 79% 62% 61% 77% 91% 95% 78% 57%
Avg Max Decline 6.05% 5.76% 6.25% 4.95% 6.26% 5.15% 6.53% 6.69% 8.63% 4.10% 11.17%
Max Decline 15.50% 25.58% 26.57% 18.36% 18.22% 13.61% 14.27% 17.41% 29.71% 11.47% 59.51%
Avg Days To Max Decline 16 10 15 15 13 17 18 20 11 7 8
Avg Max Increase -1.96% -1.31% -1.10% -1.50% -1.78% -1.39% -2.26% -2.88% -2.11% -1.21% -0.71%
Max Increase -6.25% -4.07% -3.35% -6.24% -3.74% -3.97% -8.75% -11.49% -11.35% -5.21% -2.48%
Avg Days to Max Increase 6 5 8 6 8 8 8 12 6 4 3
2003 Contract Condition Yes   Yes     Yes     Yes Yes  
Action No   Yes     No     Yes Yes  
High 535.00 532.00 534.50 547.25 549.00 546.00 587.00 620.00 612.00 592.00 596.25
Low 513.00 516.50 520.00 518.00 533.00 529.50 533.50 577.00 578.00 519.00 515.50
Close/Last 525.00 532.00 529.50 537.75 542.25 536.50 579.75 588.00 584.00 519.25 595.00