|
 |
| MRCI's ScenarioSM Study |
| ScenarioSM Study for August Soybean Oil(CBOT) as of May 31, 2010 |
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 |
Jul |
| Tested Years |
|
35 |
42 |
43 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
| Closed Higher |
|
15 |
24 |
21 |
20 |
26 |
28 |
25 |
27 |
21 |
20 |
19 |
| Exceeded High |
|
12 |
18 |
16 |
17 |
20 |
25 |
22 |
21 |
16 |
15 |
9 |
| Scenario Percentage |
|
80% |
75% |
76% |
85% |
77% |
89% |
88% |
78% |
76% |
75% |
47% |
| Avg Max Increase |
|
9.27% |
9.11% |
10.73% |
13.34% |
12.21% |
10.46% |
11.98% |
11.82% |
21.65% |
20.78% |
10.60% |
| Max Increase |
|
18.96% |
19.05% |
41.11% |
52.91% |
38.42% |
32.20% |
38.21% |
44.01% |
74.39% |
59.87% |
24.41% |
| Avg Days To Max Increase |
|
21 |
18 |
18 |
17 |
14 |
17 |
16 |
15 |
17 |
14 |
7 |
| Avg Max Decline |
|
-2.07% |
-1.31% |
-2.17% |
-1.61% |
-1.75% |
-2.35% |
-1.81% |
-2.36% |
-3.05% |
-0.93% |
-1.04% |
| Max Decline |
|
-8.77% |
-6.54% |
-8.55% |
-5.74% |
-6.83% |
-16.60% |
-7.63% |
-7.97% |
-8.97% |
-3.76% |
-6.24% |
| Avg Days to Max Decline |
|
7 |
4 |
8 |
10 |
6 |
7 |
8 |
7 |
5 |
3 |
1 |
| 2010 Contract Condition |
|
|
Yes |
Yes |
|
|
Yes |
|
Yes |
|
|
|
| Action |
|
|
Yes |
Yes |
|
|
Yes |
|
Not Yet |
|
|
|
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 |
Jul |
| Tested Years |
|
35 |
42 |
43 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
| Closed Lower |
|
20 |
18 |
21 |
23 |
19 |
17 |
20 |
18 |
24 |
25 |
26 |
| Penetrated Low |
|
17 |
15 |
16 |
20 |
10 |
12 |
17 |
16 |
20 |
22 |
13 |
| Scenario Percentage |
|
85% |
83% |
76% |
87% |
53% |
71% |
85% |
89% |
83% |
88% |
50% |
| Avg Max Decline |
|
8.21% |
7.33% |
7.10% |
6.26% |
8.98% |
5.73% |
7.14% |
8.59% |
10.22% |
10.10% |
4.46% |
| Max Decline |
|
30.98% |
18.53% |
23.96% |
29.01% |
22.01% |
15.88% |
17.18% |
14.69% |
20.80% |
22.70% |
14.38% |
| Avg Days To Max Decline |
|
17 |
21 |
17 |
16 |
10 |
14 |
18 |
19 |
23 |
10 |
5 |
| Avg Max Increase |
|
-2.06% |
-3.98% |
-2.76% |
-2.78% |
-2.17% |
-1.82% |
-2.47% |
-2.14% |
-2.16% |
-2.48% |
-0.44% |
| Max Increase |
|
-7.79% |
-14.59% |
-8.14% |
-11.96% |
-6.26% |
-4.44% |
-5.73% |
-5.96% |
-7.08% |
-7.91% |
-1.81% |
| Avg Days to Max Increase |
|
6 |
13 |
9 |
12 |
5 |
5 |
14 |
9 |
9 |
6 |
1 |
| 2010 Contract Condition |
|
Yes |
|
|
|
Yes |
|
Yes |
|
Yes |
Yes |
|
| Action |
|
No |
|
|
|
No |
|
Yes |
|
Not Yet |
|
|
| High |
40.12 |
36.35 |
40.10 |
42.05 |
42.45 |
42.75 |
40.50 |
41.64 |
41.15 |
39.28 |
38.03 |
|
| Low |
36.50 |
34.69 |
35.15 |
37.76 |
39.00 |
36.95 |
37.11 |
38.72 |
38.96 |
37.04 |
37.65 |
|
| Close/Last |
36.50 |
35.76 |
37.76 |
41.70 |
41.70 |
37.19 |
40.30 |
38.96 |
39.11 |
37.84 |
37.74 |
|
|
|
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| www.mrci.com | sales@mrci.com | | Phone: 541-525-0521 |
|
