MRCI Online
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| ScenarioSM Study for July Corn(CBOT) as of May 17, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 19 | 26 | 18 | 25 | 24 | 25 | 25 | 17 | 22 | 17 | |
| Exceeded High | 12 | 18 | 16 | 10 | 20 | 22 | 20 | 24 | 13 | 17 | 13 | |
| Scenario Percentage | 60% | 95% | 62% | 56% | 80% | 92% | 80% | 96% | 76% | 77% | 76% | |
| Avg Max Increase | 8.54% | 9.69% | 8.65% | 11.43% | 8.28% | 7.92% | 7.86% | 8.28% | 9.40% | 11.81% | 6.77% | |
| Max Increase | 30.68% | 38.35% | 18.35% | 28.80% | 19.55% | 21.60% | 26.54% | 34.29% | 24.95% | 60.09% | 16.99% | |
| Avg Days To Max Increase | 16 | 16 | 23 | 16 | 16 | 18 | 13 | 13 | 18 | 11 | 7 | |
| Avg Max Decline | -2.79% | -2.29% | -2.33% | -3.32% | -2.02% | -1.60% | -3.34% | -2.20% | -4.80% | -3.52% | -0.54% | |
| Max Decline | -9.08% | -8.83% | -11.93% | -8.20% | -8.20% | -4.31% | -16.09% | -10.79% | -12.89% | -10.06% | -4.16% | |
| Avg Days to Max Decline | 13 | 6 | 9 | 13 | 9 | 8 | 9 | 8 | 15 | 7 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
