|
 |
| MRCI's ScenarioSM Study |
| ScenarioSM Study for July Soybean Oil(CBOT) as of Apr 30, 2011 |
Condition 1:
Higher Monthly Close.
Action --->
Buy that month's close with objective of exceeding month's
high within 2 months. |
| Tested Month |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
| Tested Years |
|
38 |
44 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
| Closed Higher |
|
19 |
18 |
24 |
22 |
19 |
23 |
29 |
22 |
28 |
20 |
19 |
| Exceeded High |
|
15 |
15 |
18 |
17 |
15 |
19 |
26 |
21 |
22 |
14 |
14 |
| Scenario Percentage |
|
79% |
83% |
75% |
77% |
79% |
83% |
90% |
95% |
79% |
70% |
74% |
| Avg Max Increase |
|
8.40% |
10.06% |
9.86% |
10.44% |
14.68% |
12.83% |
10.39% |
11.84% |
11.18% |
15.67% |
10.56% |
| Max Increase |
|
25.86% |
23.41% |
21.10% |
41.88% |
55.06% |
39.33% |
33.39% |
38.07% |
43.99% |
33.88% |
21.07% |
| Avg Days To Max Increase |
|
16 |
18 |
17 |
16 |
18 |
14 |
17 |
17 |
14 |
12 |
9 |
| Avg Max Decline |
|
-1.32% |
-3.00% |
-1.03% |
-2.69% |
-1.67% |
-1.99% |
-2.51% |
-2.30% |
-2.18% |
-3.33% |
-0.88% |
| Max Decline |
|
-6.87% |
-9.19% |
-2.78% |
-8.73% |
-5.88% |
-6.99% |
-17.40% |
-7.81% |
-9.65% |
-9.76% |
-3.49% |
| Avg Days to Max Decline |
|
5 |
6 |
4 |
10 |
8 |
8 |
7 |
8 |
4 |
5 |
2 |
| 2011 Contract Condition |
|
|
Yes |
Yes |
Yes |
Yes |
|
|
Yes |
|
Yes |
|
| Action |
|
|
Yes |
Yes |
Yes |
Yes |
|
|
Yes |
|
|
|
Condition 2:
Lower Monthly Close.
Action --->
Sell that month's close with objective of penetrating month's
low within 2 months.
|
| Tested Month |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
| Tested Years |
|
38 |
44 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
| Closed Lower |
|
19 |
26 |
21 |
23 |
26 |
21 |
16 |
23 |
17 |
24 |
26 |
| Penetrated Low |
|
14 |
22 |
18 |
18 |
21 |
11 |
11 |
19 |
15 |
21 |
17 |
| Scenario Percentage |
|
74% |
85% |
86% |
78% |
81% |
52% |
69% |
83% |
88% |
88% |
65% |
| Avg Max Decline |
|
8.97% |
8.35% |
7.50% |
7.06% |
6.93% |
8.59% |
5.87% |
6.87% |
8.45% |
7.50% |
6.06% |
| Max Decline |
|
41.85% |
32.33% |
17.99% |
24.03% |
29.58% |
22.80% |
15.92% |
15.53% |
15.41% |
15.75% |
21.26% |
| Avg Days To Max Decline |
|
20 |
18 |
22 |
15 |
14 |
10 |
14 |
18 |
19 |
12 |
9 |
| Avg Max Increase |
|
-2.47% |
-1.88% |
-4.16% |
-2.96% |
-2.78% |
-1.97% |
-2.08% |
-2.81% |
-2.28% |
-2.11% |
-1.13% |
| Max Increase |
|
-10.83% |
-7.02% |
-13.95% |
-7.85% |
-12.52% |
-5.61% |
-4.37% |
-7.14% |
-5.99% |
-6.95% |
-7.65% |
| Avg Days to Max Increase |
|
6 |
6 |
11 |
9 |
11 |
5 |
5 |
15 |
8 |
8 |
3 |
| 2011 Contract Condition |
|
Yes |
|
|
|
|
Yes |
Yes |
|
Yes |
|
|
| Action |
|
No |
|
|
|
|
Yes |
Yes |
|
Not Yet |
|
|
| High |
41.44 |
44.03 |
46.19 |
51.11 |
56.22 |
59.00 |
59.51 |
61.02 |
60.20 |
61.00 |
59.02 |
|
| Low |
37.95 |
40.60 |
40.89 |
44.25 |
49.14 |
51.90 |
56.37 |
54.53 |
53.26 |
56.55 |
58.10 |
|
| Close/Last |
41.44 |
41.10 |
45.81 |
50.38 |
52.04 |
58.82 |
58.77 |
57.86 |
59.38 |
58.58 |
58.60 |
|
|
|
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| www.mrci.com | sales@mrci.com | | Phone: 541-525-0521 |
|
