MRCI Online
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| ScenarioSM Study for July 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 37 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 19 | 19 | 24 | 22 | 19 | 24 | 28 | 23 | 27 | 20 | 20 |
| Exceeded High | 15 | 16 | 18 | 17 | 15 | 19 | 25 | 21 | 22 | 14 | 14 |
| Scenario Percentage | 79% | 84% | 75% | 77% | 79% | 79% | 89% | 91% | 81% | 70% | 70% |
| Avg Max Increase | 8.40% | 10.62% | 9.94% | 10.80% | 14.68% | 12.83% | 10.66% | 11.84% | 11.18% | 15.67% | 10.56% |
| Max Increase | 25.86% | 23.41% | 21.10% | 41.88% | 55.06% | 39.33% | 33.39% | 38.07% | 43.99% | 33.88% | 21.07% |
| Avg Days To Max Increase | 16 | 19 | 18 | 17 | 18 | 14 | 17 | 17 | 14 | 12 | 9 |
| Avg Max Decline | -1.32% | -2.86% | -1.02% | -2.85% | -1.67% | -1.99% | -2.60% | -2.30% | -2.18% | -3.33% | -0.88% |
| Max Decline | -6.87% | -9.19% | -2.78% | -9.32% | -5.88% | -6.99% | -17.40% | -7.81% | -9.65% | -9.76% | -3.49% |
| Avg Days to Max Decline | 5 | 6 | 4 | 11 | 8 | 8 | 8 | 8 | 4 | 5 | 2 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
