MRCI Online
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| ScenarioSM Study for August 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 35 | 42 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 15 | 24 | 21 | 20 | 26 | 28 | 25 | 27 | 21 | 20 | 19 |
| Exceeded High | 12 | 18 | 16 | 17 | 20 | 25 | 22 | 21 | 16 | 15 | 9 |
| Scenario Percentage | 80% | 75% | 76% | 85% | 77% | 89% | 88% | 78% | 76% | 75% | 47% |
| Avg Max Increase | 9.27% | 9.11% | 10.73% | 13.34% | 12.21% | 10.46% | 11.98% | 11.82% | 21.65% | 21.22% | 11.42% |
| Max Increase | 18.96% | 19.05% | 41.11% | 52.91% | 38.42% | 32.20% | 38.21% | 44.01% | 74.39% | 59.87% | 25.43% |
| Avg Days To Max Increase | 21 | 18 | 18 | 17 | 14 | 17 | 16 | 15 | 17 | 15 | 9 |
| Avg Max Decline | -2.07% | -1.31% | -2.17% | -1.61% | -1.75% | -2.35% | -1.81% | -2.36% | -3.05% | -0.93% | -1.17% |
| Max Decline | -8.77% | -6.54% | -8.55% | -5.74% | -6.83% | -16.60% | -7.63% | -7.97% | -8.97% | -3.76% | -6.24% |
| Avg Days to Max Decline | 7 | 4 | 8 | 10 | 6 | 7 | 8 | 7 | 5 | 3 | 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.
