MRCI's ScenarioSM Study

ScenarioSM Study for March Soybean Oil(CBOT) as of Jan 01, 2015
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb
Tested Years		42	45	45	45	45	45	45	45	45	45	45
Closed Higher		24	22	21	21	22	19	23	21	15	19	28
Exceeded High		19	18	17	16	17	16	16	15	11	14	19
Scenario Percentage		79%	82%	81%	76%	77%	84%	70%	71%	73%	74%	68%
Avg Max Increase		12.07%	17.84%	20.90%	11.87%	8.41%	11.72%	9.97%	12.31%	20.20%	17.64%	7.20%
Max Increase		39.42%	76.66%	69.44%	51.45%	28.43%	26.42%	18.98%	53.06%	79.61%	43.40%	23.04%
Avg Days To Max Increase		20	15	15	18	16	19	17	14	20	10	7
Avg Max Decline		-2.05%	-2.83%	-1.19%	-4.22%	-1.36%	-3.15%	-1.60%	-2.56%	-2.72%	-1.48%	-0.54%
Max Decline		-6.63%	-8.92%	-3.74%	-18.49%	-7.25%	-10.23%	-4.45%	-9.47%	-6.21%	-3.28%	-3.60%
Avg Days to Max Decline		14	7	9	12	5	6	6	13	9	4	2
2014 Contract Condition						Yes		Yes				Yes
Action						No		Yes				Yes

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Condition 2: Lower Monthly Close. Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb
Tested Years		42	45	45	45	45	45	45	45	45	45	45
Closed Lower		18	23	23	24	23	26	22	24	30	26	17
Penetrated Low		12	21	20	16	18	23	17	19	25	14	8
Scenario Percentage		67%	91%	87%	67%	78%	88%	77%	79%	83%	54%	47%
Avg Max Decline		9.06%	7.50%	9.71%	7.56%	9.30%	8.53%	8.58%	7.49%	6.85%	8.72%	3.40%
Max Decline		12.59%	18.57%	25.30%	26.20%	42.77%	32.62%	19.01%	22.84%	30.93%	24.16%	5.28%
Avg Days To Max Decline		21	22	18	16	17	16	18	16	15	10	6
Avg Max Increase		-1.76%	-2.14%	-2.54%	-3.00%	-3.19%	-1.81%	-4.42%	-3.51%	-3.04%	-2.43%	-1.80%
Max Increase		-4.58%	-5.78%	-12.50%	-10.09%	-13.21%	-7.87%	-17.82%	-9.66%	-13.99%	-6.23%	-3.86%
Avg Days to Max Increase		8	11	7	10	6	4	9	9	11	6	3
2014 Contract Condition		Yes	Yes	Yes	Yes		Yes		Yes	Yes	Yes
Action		Yes	Yes	Yes	Yes		Yes		Yes	Yes	Not Yet
High	50.63	50.30	49.29	48.26	46.70	45.65	45.45	42.80	42.85	41.45	39.19	41.70
Low	48.70	47.39	47.25	44.58	42.99	42.40	41.64	39.88	40.47	38.88	36.80	37.20
Close/Last	49.96	48.27	47.81	45.19	43.06	44.68	41.71	41.99	40.86	39.13	37.64	41.52