Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for October 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   37 43 44 45 45 45 45 45 45 45 45
Closed Higher   18 19 24 27 26 28 22 20 19 21 19
Exceeded High   12 15 19 24 25 24 17 15 13 14 10
Scenario Percentage   67% 79% 79% 89% 96% 86% 77% 75% 68% 67% 53%
Avg Max Increase   11.62% 14.15% 10.99% 8.77% 10.83% 12.70% 20.95% 24.62% 16.14% 12.21% 10.50%
Max Increase   33.13% 45.66% 34.75% 20.76% 43.93% 44.18% 78.88% 81.32% 55.19% 42.67% 26.45%
Avg Days To Max Increase   19 20 13 16 16 17 17 17 18 13 9
Avg Max Decline   -1.91% -1.17% -1.68% -1.40% -1.93% -2.55% -2.69% -0.83% -4.64% -2.31% -2.45%
Max Decline   -7.76% -5.76% -6.77% -5.94% -6.59% -8.59% -10.54% -3.34% -22.53% -10.43% -11.18%
Avg Days to Max Decline   8 6 8 6 8 11 6 4 7 5 2
2010 Contract Condition   Yes Yes   Yes   Yes          
Action   Yes Yes   Yes   Not Yet          
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   37 43 44 45 45 45 45 45 45 45 45
Closed Lower   18 24 20 18 18 17 23 25 25 24 26
Penetrated Low   16 20 12 12 15 13 21 23 18 19 20
Scenario Percentage   89% 83% 60% 67% 83% 76% 91% 92% 72% 79% 77%
Avg Max Decline   4.93% 4.66% 7.03% 4.87% 6.20% 9.53% 8.84% 10.73% 7.97% 7.73% 4.91%
Max Decline   13.97% 22.44% 21.24% 15.33% 14.97% 15.40% 18.48% 27.81% 26.75% 32.49% 17.66%
Avg Days To Max Decline   13 15 11 15 19 19 23 18 18 11 9
Avg Max Increase   -1.97% -2.78% -2.25% -1.91% -2.96% -1.65% -1.86% -2.59% -4.41% -2.71% -0.92%
Max Increase   -6.93% -12.20% -7.61% -4.38% -10.88% -5.06% -6.33% -13.44% -24.88% -15.11% -4.29%
Avg Days to Max Increase   10 11 6 6 16 5 9 6 11 6 2
2010 Contract Condition       Yes   Yes   Yes Yes      
Action       Yes   Yes   Not Yet        
High 40.35 42.20 42.50 42.95 40.60 41.87 41.44 39.57 38.40      
Low 35.41 37.90 39.34 37.20 37.08 38.89 39.25 37.46 38.16      
Close/Last 37.90 41.87 41.95 37.41 40.53 39.22 39.38 38.25 38.16      

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php