MRCI Online
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| ScenarioSM Study for January Soybean Oil(CBOT) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 37 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 25 | 28 | 27 | 22 | 22 | 21 | 21 | 20 | 23 | 24 | 15 |
| Exceeded High | 24 | 28 | 23 | 18 | 18 | 16 | 16 | 17 | 17 | 15 | 11 |
| Scenario Percentage | 96% | 100% | 85% | 82% | 82% | 76% | 76% | 85% | 74% | 62% | 73% |
| Avg Max Increase | 7.64% | 9.26% | 12.37% | 18.31% | 20.83% | 12.42% | 10.77% | 12.63% | 10.76% | 10.61% | 7.79% |
| Max Increase | 17.89% | 35.80% | 41.28% | 76.18% | 73.84% | 53.60% | 29.96% | 32.54% | 20.47% | 26.54% | 12.54% |
| Avg Days To Max Increase | 18 | 18 | 19 | 17 | 16 | 19 | 18 | 20 | 16 | 10 | 10 |
| Avg Max Decline | -1.07% | -1.78% | -2.28% | -3.09% | -1.49% | -4.06% | -1.68% | -3.00% | -1.00% | -1.58% | -1.07% |
| Max Decline | -5.62% | -6.08% | -7.76% | -8.93% | -5.39% | -18.78% | -7.29% | -11.08% | -4.43% | -4.97% | -6.09% |
| Avg Days to Max Decline | 9 | 9 | 11 | 7 | 8 | 10 | 6 | 3 | 3 | 8 | 4 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
