|
 |
| MRCI's ScenarioSM Study |
| ScenarioSM Study for November Soybeans(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 |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
| Tested Years |
|
41 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
| Closed Higher |
|
22 |
26 |
25 |
24 |
22 |
22 |
22 |
19 |
22 |
16 |
26 |
| Exceeded High |
|
17 |
22 |
22 |
21 |
18 |
21 |
19 |
11 |
17 |
11 |
17 |
| Scenario Percentage |
|
77% |
85% |
88% |
88% |
82% |
95% |
86% |
58% |
77% |
69% |
65% |
| Avg Max Increase |
|
8.91% |
7.09% |
6.36% |
7.16% |
16.68% |
13.71% |
14.46% |
9.97% |
9.04% |
8.88% |
3.57% |
| Max Increase |
|
28.07% |
21.06% |
13.83% |
25.93% |
56.55% |
31.40% |
56.14% |
33.40% |
36.42% |
18.64% |
9.76% |
| Avg Days To Max Increase |
|
20 |
15 |
16 |
20 |
17 |
14 |
14 |
12 |
17 |
10 |
8 |
| Avg Max Decline |
|
-1.96% |
-1.65% |
-1.51% |
-1.80% |
-1.74% |
-2.63% |
-0.93% |
-2.51% |
-1.37% |
-2.77% |
-0.83% |
| Max Decline |
|
-8.74% |
-5.81% |
-6.96% |
-6.24% |
-4.96% |
-11.83% |
-3.53% |
-9.48% |
-4.33% |
-6.99% |
-4.53% |
| Avg Days to Max Decline |
|
11 |
7 |
7 |
15 |
9 |
8 |
4 |
6 |
6 |
7 |
2 |
| 2010 Contract Condition |
|
|
|
Yes |
|
Yes |
|
|
|
|
|
|
| Action |
|
|
|
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 |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
| Tested Years |
|
41 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
| Closed Lower |
|
19 |
19 |
20 |
21 |
23 |
23 |
23 |
26 |
23 |
29 |
18 |
| Penetrated Low |
|
11 |
14 |
15 |
15 |
15 |
18 |
23 |
20 |
17 |
22 |
4 |
| Scenario Percentage |
|
58% |
74% |
75% |
71% |
65% |
78% |
100% |
77% |
74% |
76% |
22% |
| Avg Max Decline |
|
7.25% |
5.80% |
5.90% |
5.17% |
7.78% |
7.69% |
9.39% |
6.90% |
9.56% |
7.36% |
3.16% |
| Max Decline |
|
25.13% |
17.95% |
18.58% |
13.02% |
14.78% |
17.02% |
27.55% |
26.00% |
37.69% |
21.05% |
4.69% |
| Avg Days To Max Decline |
|
18 |
14 |
12 |
15 |
19 |
22 |
14 |
15 |
14 |
15 |
6 |
| Avg Max Increase |
|
-1.73% |
-1.47% |
-1.87% |
-1.85% |
-2.89% |
-4.56% |
-3.02% |
-2.37% |
-2.01% |
-1.72% |
-0.58% |
| Max Increase |
|
-6.81% |
-6.50% |
-3.94% |
-6.42% |
-9.28% |
-13.29% |
-12.72% |
-14.59% |
-8.34% |
-5.22% |
-1.70% |
| Avg Days to Max Increase |
|
10 |
4 |
9 |
9 |
10 |
16 |
6 |
9 |
6 |
5 |
2 |
| 2010 Contract Condition |
|
Yes |
Yes |
|
Yes |
|
Yes |
Yes |
|
|
|
|
| Action |
|
Yes |
Yes |
|
Yes |
|
Not Yet |
|
|
|
|
|
| High |
1055.00 |
1060.25 |
1035.50 |
945.75 |
949.25 |
987.00 |
979.00 |
912.75 |
|
|
|
|
| Low |
951.00 |
968.00 |
910.00 |
899.50 |
906.00 |
914.00 |
893.00 |
899.25 |
|
|
|
|
| Close/Last |
1052.00 |
1014.25 |
911.25 |
941.00 |
918.00 |
975.75 |
907.75 |
902.75 |
|
|
|
|
|
|
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| www.mrci.com | sales@mrci.com | | Phone: 541-525-0521 |
|
