|
 |
| 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 |
|
|
|
|
|
|
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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| www.mrci.com | sales@mrci.com | | Phone: 541-525-0521 |
|
