MRCI Online
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| ScenarioSM Study for October 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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 37 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 18 | 19 | 24 | 27 | 26 | 28 | 22 | 20 | 19 | 21 | 19 |
| Exceeded High | 12 | 15 | 19 | 24 | 25 | 24 | 17 | 15 | 13 | 14 | 10 |
| Scenario Percentage | 67% | 79% | 79% | 89% | 96% | 86% | 77% | 75% | 68% | 67% | 53% |
| Avg Max Increase | 11.62% | 14.15% | 10.99% | 8.77% | 10.83% | 12.70% | 20.95% | 24.62% | 16.14% | 12.21% | 10.50% |
| Max Increase | 33.13% | 45.66% | 34.75% | 20.76% | 43.93% | 44.18% | 78.88% | 81.32% | 55.19% | 42.67% | 26.45% |
| Avg Days To Max Increase | 19 | 20 | 13 | 16 | 16 | 17 | 17 | 17 | 18 | 13 | 9 |
| Avg Max Decline | -1.91% | -1.17% | -1.68% | -1.40% | -1.93% | -2.55% | -2.69% | -0.83% | -4.64% | -2.31% | -2.45% |
| Max Decline | -7.76% | -5.76% | -6.77% | -5.94% | -6.59% | -8.59% | -10.54% | -3.34% | -22.53% | -10.43% | -11.18% |
| Avg Days to Max Decline | 8 | 6 | 8 | 6 | 8 | 11 | 6 | 4 | 7 | 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.
