|
MRCI's ScenarioSM Study |
ScenarioSM Study for October 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 |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Tested Years |
|
37 |
41 |
42 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
Closed Higher |
|
20 |
24 |
19 |
24 |
19 |
24 |
26 |
22 |
16 |
28 |
18 |
Exceeded High |
|
13 |
18 |
15 |
19 |
14 |
18 |
21 |
18 |
11 |
22 |
11 |
Scenario Percentage |
|
65% |
75% |
79% |
79% |
74% |
75% |
81% |
82% |
69% |
79% |
61% |
Avg Max Increase |
|
8.94% |
8.80% |
10.02% |
7.35% |
10.39% |
20.55% |
14.75% |
11.26% |
12.38% |
8.28% |
7.31% |
Max Increase |
|
36.92% |
30.69% |
27.90% |
17.59% |
29.43% |
69.21% |
34.62% |
29.41% |
31.40% |
20.35% |
11.61% |
Avg Days To Max Increase |
|
18 |
20 |
20 |
17 |
16 |
19 |
14 |
16 |
16 |
13 |
7 |
Avg Max Decline |
|
-1.83% |
-1.98% |
-1.81% |
-2.40% |
-1.97% |
-1.50% |
-2.91% |
-2.40% |
-4.73% |
-1.73% |
-1.72% |
Max Decline |
|
-4.97% |
-10.03% |
-6.28% |
-13.66% |
-4.43% |
-6.57% |
-28.11% |
-10.26% |
-13.89% |
-3.99% |
-6.42% |
Avg Days to Max Decline |
|
6 |
13 |
6 |
13 |
15 |
6 |
6 |
8 |
8 |
9 |
2 |
2011 Contract Condition |
|
|
Yes |
Yes |
|
Yes |
|
|
|
|
|
|
Action |
|
|
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 |
41 |
42 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
Closed Lower |
|
17 |
16 |
23 |
21 |
25 |
21 |
19 |
22 |
28 |
16 |
27 |
Penetrated Low |
|
12 |
11 |
20 |
15 |
16 |
15 |
16 |
20 |
21 |
13 |
16 |
Scenario Percentage |
|
71% |
69% |
87% |
71% |
64% |
71% |
84% |
91% |
75% |
81% |
59% |
Avg Max Decline |
|
5.79% |
7.21% |
6.46% |
7.04% |
5.15% |
7.24% |
9.10% |
10.19% |
6.83% |
9.61% |
5.00% |
Max Decline |
|
10.37% |
12.65% |
19.24% |
26.14% |
22.29% |
14.96% |
29.05% |
29.14% |
25.57% |
32.20% |
13.03% |
Avg Days To Max Decline |
|
12 |
16 |
16 |
12 |
17 |
16 |
20 |
16 |
17 |
11 |
7 |
Avg Max Increase |
|
-1.02% |
-1.73% |
-1.35% |
-1.87% |
-2.76% |
-2.71% |
-5.33% |
-2.70% |
-3.06% |
-1.93% |
-0.87% |
Max Increase |
|
-4.64% |
-9.09% |
-6.30% |
-7.74% |
-13.07% |
-9.57% |
-17.08% |
-12.69% |
-18.49% |
-4.89% |
-4.19% |
Avg Days to Max Increase |
|
8 |
6 |
7 |
9 |
9 |
9 |
13 |
6 |
12 |
7 |
2 |
2011 Contract Condition |
|
Yes |
|
|
Yes |
|
Yes |
Yes |
|
|
|
|
Action |
|
No |
|
|
Yes |
|
Not Yet |
|
|
|
|
|
High |
320.10 |
334.80 |
336.60 |
355.70 |
366.50 |
371.80 |
371.70 |
359.10 |
|
|
|
|
Low |
279.60 |
292.00 |
301.50 |
328.70 |
333.00 |
330.80 |
345.30 |
355.00 |
|
|
|
|
Close/Last |
314.70 |
305.60 |
336.60 |
350.40 |
347.10 |
370.40 |
359.20 |
357.50 |
|
|
|
|
|
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