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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for October Soybean Meal(CBOT) as of Jan 01, 2013
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   39 42 43 45 45 45 45 45 45 45 45
Closed Higher   20 25 21 23 21 24 24 22 18 28 18
Exceeded High   13 20 17 18 15 18 19 18 13 22 10
Scenario Percentage   65% 80% 81% 78% 71% 75% 79% 82% 72% 79% 56%
Avg Max Increase   8.94% 8.78% 10.23% 7.96% 10.06% 20.04% 15.11% 12.72% 11.81% 8.28% 7.35%
Max Increase   36.92% 30.69% 27.90% 17.59% 29.43% 69.21% 34.62% 30.92% 31.40% 20.35% 11.61%
Avg Days To Max Increase   18 20 21 17 15 19 15 16 18 13 7
Avg Max Decline   -1.83% -2.05% -1.94% -2.49% -2.07% -1.80% -3.15% -1.95% -4.84% -1.73% -1.78%
Max Decline   -4.97% -10.03% -6.28% -13.66% -4.43% -7.19% -28.11% -10.26% -13.89% -3.99% -6.42%
Avg Days to Max Decline   6 12 8 13 16 7 7 8 8 9 2
2012 Contract Condition     Yes Yes Yes Yes Yes   Yes Yes Yes  
Action     Yes Yes Yes Yes Yes   Yes Yes Not Yet  
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   39 42 43 45 45 45 45 45 45 45 45
Closed Lower   19 16 22 22 23 21 21 22 26 16 27
Penetrated Low   13 11 19 16 15 15 17 19 19 13 16
Scenario Percentage   68% 69% 86% 73% 65% 71% 81% 86% 73% 81% 59%
Avg Max Decline   5.61% 7.21% 6.78% 6.90% 5.30% 7.70% 8.91% 10.58% 7.20% 9.61% 5.06%
Max Decline   10.37% 12.65% 19.24% 26.14% 22.29% 14.96% 29.05% 29.14% 25.57% 32.20% 13.03%
Avg Days To Max Decline   12 16 16 12 17 17 21 16 16 11 6
Avg Max Increase   -0.96% -1.73% -1.38% -1.91% -2.93% -2.85% -5.30% -2.82% -2.91% -1.93% -1.18%
Max Increase   -4.64% -9.09% -6.30% -7.74% -13.07% -9.57% -17.08% -12.69% -18.49% -4.89% -5.03%
Avg Days to Max Increase   7 6 7 9 9 11 13 6 13 7 1
2012 Contract Condition   Yes           Yes       Yes
Action   Yes           No       Yes
High 330.00 324.50 316.50 324.00 343.70 372.80 384.00 390.50 425.80 515.00 545.00 544.40
Low 310.50 290.70 290.10 305.40 316.80 340.50 357.90 356.40 356.50 416.30 473.60 469.40
Close/Last 320.40 300.70 315.00 317.50 342.70 370.30 384.00 362.70 416.30 501.10 536.20 487.00

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