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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September 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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   38 44 45 45 45 45 45 45 45 45 45
Closed Higher   22 20 24 25 29 25 25 21 20 20 21
Exceeded High   16 15 20 20 25 22 21 16 15 11 9
Scenario Percentage   73% 75% 83% 80% 86% 88% 84% 76% 75% 55% 43%
Avg Max Increase   9.41% 8.66% 11.93% 11.68% 9.35% 11.88% 12.35% 21.43% 22.19% 14.05% 5.61%
Max Increase   18.48% 22.21% 48.88% 39.19% 27.07% 38.29% 43.95% 72.36% 81.17% 52.27% 12.56%
Avg Days To Max Increase   20 15 18 14 16 16 15 18 18 14 7
Avg Max Decline   -1.08% -1.85% -1.69% -1.46% -1.79% -1.90% -2.10% -3.11% -1.13% -2.84% -0.83%
Max Decline   -6.64% -8.22% -5.70% -6.71% -5.99% -6.90% -7.70% -9.75% -3.74% -10.83% -3.72%
Avg Days to Max Decline   4 7 9 7 6 7 5 6 7 4 3
2012 Contract Condition   Yes   Yes   Yes Yes     Yes Yes Yes
Action   No   Yes   Yes Yes     Yes Yes Yes
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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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   38 44 45 45 45 45 45 45 45 45 45
Closed Lower   16 23 21 20 16 20 19 23 25 25 24
Penetrated Low   13 19 18 11 11 17 16 20 23 18 14
Scenario Percentage   81% 83% 86% 55% 69% 85% 84% 87% 92% 72% 58%
Avg Max Decline   6.79% 6.12% 6.37% 7.64% 6.05% 6.18% 9.05% 9.39% 10.59% 6.62% 5.35%
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 8 14 19 20 21 15 10 8
Avg Max Increase   -4.33% -2.42% -2.94% -2.55% -1.96% -2.62% -2.45% -2.08% -2.97% -2.28% -1.00%
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 6 15 8 10 7 4 2
2012 Contract Condition     Yes   Yes     Yes Yes      
Action     Yes   No     Yes Yes      
High 59.21 54.82 53.90 53.11 54.43 55.84 56.50 58.13 55.85 52.75 55.38 57.17
Low 50.50 49.80 49.57 49.53 51.14 52.09 53.61 55.16 49.00 48.15 51.53 51.29
Close/Last 50.70 52.65 50.55 53.11 52.02 55.07 55.86 55.41 49.63 52.59 52.78 56.42

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