|
 |
| MRCI's ScenarioSM Study |
| ScenarioSM Study for August 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 |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
| Tested Years |
|
36 |
43 |
44 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
| Closed Higher |
|
15 |
25 |
22 |
20 |
25 |
29 |
25 |
28 |
21 |
19 |
20 |
| Exceeded High |
|
12 |
19 |
17 |
17 |
20 |
26 |
22 |
21 |
16 |
15 |
10 |
| Scenario Percentage |
|
80% |
76% |
77% |
85% |
80% |
90% |
88% |
75% |
76% |
79% |
50% |
| Avg Max Increase |
|
9.27% |
9.28% |
10.24% |
13.34% |
12.21% |
10.19% |
11.98% |
11.82% |
21.65% |
20.78% |
10.08% |
| 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 |
17 |
17 |
17 |
14 |
16 |
16 |
15 |
17 |
14 |
6 |
| Avg Max Decline |
|
-2.07% |
-1.24% |
-2.43% |
-1.61% |
-1.75% |
-2.27% |
-1.81% |
-2.36% |
-3.05% |
-0.93% |
-0.92% |
| 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 |
3 |
9 |
10 |
6 |
7 |
8 |
7 |
5 |
3 |
1 |
| 2011 Contract Condition |
|
Yes |
Yes |
Yes |
Yes |
Yes |
|
Yes |
|
Yes |
|
|
| Action |
|
Yes |
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 |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
| Tested Years |
|
36 |
43 |
44 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
| Closed Lower |
|
21 |
18 |
21 |
22 |
20 |
16 |
20 |
17 |
24 |
26 |
25 |
| Penetrated Low |
|
17 |
15 |
16 |
19 |
10 |
11 |
17 |
15 |
20 |
23 |
13 |
| Scenario Percentage |
|
81% |
83% |
76% |
86% |
50% |
69% |
85% |
88% |
83% |
88% |
52% |
| Avg Max Decline |
|
8.21% |
7.33% |
7.10% |
6.36% |
8.98% |
5.67% |
6.42% |
8.22% |
10.19% |
9.73% |
4.46% |
| Max Decline |
|
30.98% |
18.53% |
23.96% |
29.01% |
22.01% |
15.88% |
15.14% |
14.69% |
20.80% |
22.70% |
14.38% |
| Avg Days To Max Decline |
|
17 |
21 |
17 |
16 |
10 |
13 |
18 |
19 |
22 |
10 |
5 |
| Avg Max Increase |
|
-2.06% |
-3.98% |
-2.76% |
-2.98% |
-2.17% |
-1.81% |
-2.69% |
-2.25% |
-2.15% |
-2.38% |
-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 |
13 |
5 |
5 |
14 |
9 |
10 |
6 |
1 |
| 2011 Contract Condition |
|
|
|
|
|
|
Yes |
|
Yes |
|
|
|
| Action |
|
|
|
|
|
|
Yes |
|
Not Yet |
|
|
|
| High |
44.06 |
46.12 |
51.10 |
56.24 |
58.80 |
59.32 |
60.97 |
60.20 |
61.14 |
59.27 |
|
|
| Low |
40.92 |
41.07 |
44.31 |
49.06 |
53.00 |
56.50 |
54.75 |
53.50 |
56.80 |
58.40 |
|
|
| Close/Last |
41.20 |
45.84 |
50.38 |
52.12 |
58.70 |
58.87 |
58.06 |
59.56 |
58.83 |
58.85 |
|
|
|
|
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| www.mrci.com | sales@mrci.com | | Phone: 541-525-0521 |
|
