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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Soybean Oil(CBOT) as of Jan 01, 2013
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   38 43 44 45 45 45 45 45 45 45 45
Closed Higher   16 26 22 21 25 30 25 27 20 19 21
Exceeded High   13 19 17 18 20 27 22 20 15 15 9
Scenario Percentage   81% 73% 77% 86% 80% 90% 88% 74% 75% 79% 43%
Avg Max Increase   10.30% 9.53% 10.22% 12.25% 12.05% 9.99% 11.97% 12.34% 22.83% 20.05% 10.82%
Max Increase   22.69% 19.05% 41.11% 52.91% 38.42% 32.20% 38.21% 44.01% 74.39% 59.87% 28.03%
Avg Days To Max Increase   20 18 16 18 14 16 15 14 18 15 9
Avg Max Decline   -2.16% -1.40% -2.32% -1.99% -1.75% -2.31% -1.78% -2.11% -3.24% -0.96% -1.07%
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   6 4 9 12 6 7 8 5 5 3 2
2012 Contract Condition     Yes   Yes   Yes Yes     Yes Yes
Action     No   Yes   Yes Yes     Yes Not Yet
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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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   38 43 44 45 45 45 45 45 45 45 45
Closed Lower   22 17 21 21 20 15 20 18 25 26 24
Penetrated Low   18 14 16 18 9 11 17 16 21 24 15
Scenario Percentage   82% 82% 76% 86% 45% 73% 85% 89% 84% 92% 63%
Avg Max Decline   7.89% 7.45% 6.90% 6.55% 9.76% 6.28% 6.42% 8.42% 10.01% 9.95% 5.15%
Max Decline   30.98% 18.53% 23.96% 29.01% 22.01% 15.88% 15.14% 14.69% 20.80% 24.20% 14.52%
Avg Days To Max Decline   17 21 17 16 10 14 18 19 22 11 8
Avg Max Increase   -2.38% -4.25% -2.87% -3.08% -2.34% -1.94% -2.69% -1.98% -2.21% -3.08% -1.27%
Max Increase   -7.95% -14.59% -8.14% -11.96% -6.26% -4.44% -5.73% -5.96% -7.08% -13.98% -5.36%
Avg Days to Max Increase   6 13 9 12 6 5 14 8 9 7 2
2012 Contract Condition   Yes   Yes   Yes     Yes Yes    
Action   Yes   Yes   No     Yes Yes    
High 59.28 59.39 54.86 53.89 53.12 54.25 55.60 56.33 57.98 55.68 52.57 55.19
Low 54.52 50.80 49.85 49.57 49.56 51.00 51.88 53.47 54.98 48.79 47.95 51.33
Close/Last 59.28 50.82 52.57 50.54 53.10 51.87 54.97 55.70 55.23 49.42 52.39 52.55

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