|
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 |
|
|
|
|
|
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 |
|
|
|
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