|
 |
| MRCI's ScenarioSM Study |
| ScenarioSM Study for September 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 |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
| Tested Years |
|
36 |
44 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
| Closed Higher |
|
20 |
20 |
23 |
25 |
28 |
25 |
27 |
22 |
20 |
19 |
21 |
| Exceeded High |
|
15 |
15 |
19 |
20 |
24 |
22 |
23 |
17 |
15 |
10 |
11 |
| Scenario Percentage |
|
75% |
75% |
83% |
80% |
86% |
88% |
85% |
77% |
75% |
53% |
52% |
| Avg Max Increase |
|
8.95% |
8.65% |
12.75% |
11.77% |
9.53% |
11.91% |
11.57% |
20.38% |
23.08% |
16.07% |
6.28% |
| Max Increase |
|
18.48% |
22.21% |
48.88% |
39.19% |
27.07% |
38.29% |
43.95% |
72.36% |
81.17% |
59.11% |
12.56% |
| Avg Days To Max Increase |
|
19 |
15 |
17 |
14 |
16 |
16 |
15 |
18 |
17 |
13 |
9 |
| Avg Max Decline |
|
-0.98% |
-1.98% |
-1.36% |
-1.46% |
-1.73% |
-1.92% |
-2.21% |
-2.94% |
-0.98% |
-2.41% |
-1.80% |
| Max Decline |
|
-6.64% |
-8.22% |
-5.70% |
-6.71% |
-5.99% |
-6.90% |
-7.70% |
-9.75% |
-3.74% |
-10.83% |
-5.08% |
| Avg Days to Max Decline |
|
3 |
7 |
7 |
7 |
6 |
9 |
7 |
5 |
5 |
3 |
3 |
| 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 |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
| Tested Years |
|
36 |
44 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
| Closed Lower |
|
16 |
23 |
22 |
20 |
17 |
20 |
17 |
22 |
25 |
26 |
24 |
| Penetrated Low |
|
13 |
19 |
19 |
12 |
11 |
17 |
14 |
19 |
23 |
18 |
15 |
| Scenario Percentage |
|
81% |
83% |
86% |
60% |
65% |
85% |
82% |
86% |
92% |
69% |
63% |
| Avg Max Decline |
|
6.79% |
6.26% |
6.18% |
7.17% |
5.30% |
6.18% |
8.89% |
9.50% |
10.55% |
6.76% |
5.34% |
| Max Decline |
|
20.00% |
24.93% |
29.75% |
22.24% |
15.51% |
15.15% |
15.07% |
20.30% |
29.75% |
19.67% |
12.95% |
| Avg Days To Max Decline |
|
21 |
15 |
16 |
9 |
13 |
19 |
20 |
21 |
16 |
10 |
9 |
| Avg Max Increase |
|
-4.33% |
-2.32% |
-2.85% |
-2.37% |
-1.62% |
-2.62% |
-2.64% |
-1.99% |
-2.76% |
-2.28% |
-1.02% |
| Max Increase |
|
-12.58% |
-8.41% |
-11.93% |
-8.43% |
-4.40% |
-6.40% |
-8.94% |
-6.86% |
-13.63% |
-9.20% |
-4.87% |
| Avg Days to Max Increase |
|
15 |
8 |
11 |
6 |
5 |
15 |
6 |
10 |
6 |
4 |
2 |
| 2011 Contract Condition |
|
|
|
|
|
Yes |
|
Yes |
|
|
|
|
| Action |
|
|
|
|
|
Yes |
|
Not Yet |
|
|
|
|
| High |
46.15 |
50.85 |
56.26 |
58.55 |
59.19 |
61.19 |
60.35 |
61.36 |
59.51 |
|
|
|
| Low |
41.17 |
44.37 |
49.08 |
53.05 |
56.80 |
54.85 |
53.00 |
57.13 |
58.68 |
|
|
|
| Close/Last |
45.87 |
50.38 |
52.18 |
58.55 |
58.95 |
58.16 |
59.70 |
59.09 |
59.11 |
|
|
|
|
|
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| www.mrci.com | sales@mrci.com | | Phone: 541-525-0521 |
|
