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MRCI's ScenarioSM Study
ScenarioSM Study for November Soybeans(CBOT) as of Dec 05, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 35 43 44 44 44 44 44 44 45 45 45
Closed Higher 16 27 23 24 21 21 21 18 22 19 27
Exceeded High 11 20 21 22 16 20 18 11 17 14 19
Scenario Percentage 69% 74% 91% 92% 76% 95% 86% 61% 77% 74% 70%
Avg Max Increase 7.07% 5.85% 6.16% 6.06% 14.66% 12.64% 15.18% 9.37% 8.93% 8.21% 3.17%
Max Increase 20.87% 20.62% 13.83% 25.93% 56.55% 31.40% 56.14% 33.40% 36.16% 18.42% 9.76%
Avg Days To Max Increase 21 15 17 19 17 15 15 12 17 12 7
Avg Max Decline -1.59% -1.59% -1.62% -1.69% -1.35% -2.54% -1.01% -2.60% -1.42% -1.93% -0.60%
Max Decline -4.13% -5.81% -6.96% -6.24% -4.05% -11.83% -3.53% -9.48% -4.33% -4.91% -1.74%
Avg Days to Max Decline 9 7 7 15 9 9 5 6 7 8 2
2003 Contract Condition Yes Yes     Yes Yes     Yes Yes Yes
Action Yes Yes     Yes Yes     Yes Yes Not Yet
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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 35 43 44 44 44 44 44 44 45 45 45
Closed Lower 19 16 21 20 23 23 23 26 23 26 16
Penetrated Low 11 12 14 13 16 18 22 19 16 21 12
Scenario Percentage 58% 75% 67% 65% 70% 78% 96% 73% 70% 81% 75%
Avg Max Decline 7.25% 5.17% 5.94% 5.14% 6.72% 6.90% 8.32% 4.96% 6.81% 6.29% 18.10%
Max Decline 25.13% 17.95% 18.58% 13.02% 14.69% 15.74% 27.55% 11.74% 26.11% 19.69% 58.81%
Avg Days To Max Decline 18 15 14 16 19 21 15 13 13 15 13
Avg Max Increase -1.73% -1.51% -1.86% -1.48% -2.43% -3.82% -2.27% -1.56% -1.96% -1.79% -3.73%
Max Increase -6.81% -6.50% -3.94% -4.70% -9.28% -13.29% -11.09% -8.85% -8.34% -6.42% -9.72%
Avg Days to Max Increase 10 4 9 10 9 15 6 8 6 5 7
2003 Contract Condition     Yes Yes     Yes Yes      
Action     Yes No     Yes No      
High 516.50 533.00 535.50 529.00 551.00 585.00 588.00 561.50 597.00 691.00 802.00
Low 503.00 502.50 519.00 507.25 511.00 545.00 546.00 507.50 509.75 569.50 669.00
Close/Last 512.75 525.25 522.75 515.25 547.00 560.25 552.50 509.00 589.00 677.25 794.25