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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for October 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   38 43 44 45 45 45 45 45 45 45 45
Closed Higher   19 20 23 28 25 29 22 19 19 20 19
Exceeded High   13 16 19 25 24 24 17 14 13 13 10
Scenario Percentage   68% 80% 83% 89% 96% 83% 77% 74% 68% 65% 53%
Avg Max Increase   10.92% 13.41% 10.99% 8.55% 11.20% 12.70% 20.95% 25.83% 15.78% 11.09% 9.17%
Max Increase   33.13% 45.66% 34.75% 20.76% 43.93% 44.18% 78.88% 81.32% 55.19% 40.08% 26.45%
Avg Days To Max Increase   18 19 13 16 17 17 17 16 18 12 8
Avg Max Decline   -2.23% -1.04% -1.68% -1.35% -2.00% -2.55% -2.69% -0.65% -4.60% -2.32% -2.58%
Max Decline   -7.76% -5.76% -6.77% -5.94% -6.59% -8.59% -10.54% -3.24% -22.53% -10.43% -11.18%
Avg Days to Max Decline   9 6 8 6 8 11 6 3 9 5 2
2011 Contract Condition   Yes Yes Yes   Yes   Yes        
Action   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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   38 43 44 45 45 45 45 45 45 45 45
Closed Lower   18 23 21 17 19 16 23 26 25 25 26
Penetrated Low   16 19 13 11 16 12 21 24 18 19 20
Scenario Percentage   89% 83% 62% 65% 84% 75% 91% 92% 72% 76% 77%
Avg Max Decline   4.93% 4.67% 6.55% 5.10% 6.09% 9.31% 8.85% 10.35% 7.97% 7.64% 4.70%
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 10 14 20 20 22 18 18 10 9
Avg Max Increase   -1.97% -2.93% -2.14% -1.84% -3.13% -1.67% -1.88% -2.49% -4.41% -2.15% -0.92%
Max Increase   -6.93% -12.20% -7.61% -4.38% -10.88% -5.06% -6.33% -13.44% -24.88% -7.22% -4.29%
Avg Days to Max Increase   10 12 5 6 15 5 9 6 11 5 2
2011 Contract Condition         Yes   Yes          
Action         Yes   Not Yet          
High 51.20 56.28 58.31 59.19 61.07 60.35 60.84 59.45        
Low 44.42 49.18 52.61 56.52 54.94 53.45 57.16 58.74        
Close/Last 50.38 52.22 58.27 58.88 58.09 59.55 59.16 59.18        

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