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MRCI's Scenario Study
MRCI's
Scenario
SM
Study
Scenario
SM
Study for September Soybean Meal(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
Sep
Oct
Nov
Dec
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Tested Years
34
41
44
44
45
45
45
45
45
45
45
Closed Higher
14
23
23
21
23
22
24
25
26
18
27
Exceeded High
12
14
17
17
19
18
17
19
20
11
17
Scenario Percentage
86%
61%
74%
81%
83%
82%
71%
76%
77%
61%
63%
Avg Max Increase
7.92%
7.48%
10.19%
9.35%
8.95%
9.81%
21.77%
15.83%
11.70%
12.73%
5.91%
Max Increase
16.31%
33.81%
49.29%
29.94%
19.70%
32.85%
71.36%
35.87%
28.74%
32.53%
12.89%
Avg Days To Max Increase
15
18
21
20
20
16
21
16
17
16
10
Avg Max Decline
-1.91%
-1.39%
-1.53%
-1.84%
-3.17%
-1.87%
-1.39%
-3.26%
-2.15%
-3.24%
-1.47%
Max Decline
-10.00%
-4.81%
-9.94%
-6.67%
-19.11%
-5.16%
-5.07%
-30.86%
-11.05%
-8.69%
-4.01%
Avg Days to Max Decline
7
5
9
6
14
14
8
9
8
9
3
2011 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
Sep
Oct
Nov
Dec
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Tested Years
34
41
44
44
45
45
45
45
45
45
45
Closed Lower
19
17
19
23
22
22
21
20
19
27
18
Penetrated Low
14
12
12
21
17
14
18
18
17
21
11
Scenario Percentage
74%
71%
63%
91%
77%
64%
86%
90%
89%
78%
61%
Avg Max Decline
5.05%
5.26%
9.10%
6.67%
6.27%
5.76%
6.05%
9.31%
10.25%
7.91%
5.14%
Max Decline
15.00%
10.98%
25.53%
19.72%
27.30%
24.52%
15.48%
34.20%
33.18%
43.49%
21.74%
Avg Days To Max Decline
12
13
17
16
12
15
17
19
16
9
10
Avg Max Increase
-1.52%
-1.01%
-1.54%
-1.86%
-1.71%
-1.79%
-3.37%
-5.15%
-2.21%
-2.82%
-1.14%
Max Increase
-4.58%
-4.50%
-7.89%
-4.97%
-8.16%
-6.64%
-9.68%
-15.88%
-11.47%
-18.44%
-5.37%
Avg Days to Max Increase
9
7
6
10
9
8
10
13
7
7
4
2011 Contract Condition
Yes
Yes
Yes
Yes
Action
No
Yes
Not Yet
High
313.10
333.30
355.70
353.40
368.80
376.80
377.50
375.50
363.70
Low
290.50
288.00
308.00
317.00
344.20
341.40
341.10
345.50
359.50
Close/Last
304.00
327.80
322.60
352.50
363.90
355.10
374.10
362.90
361.90
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