MRCI Online
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| ScenarioSM Study for September Corn(CBOT) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Aug |
| Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 25 | 17 | 24 | 24 | 26 | 26 | 18 | 22 | 16 | 16 | 21 | |
| Exceeded High | 15 | 11 | 19 | 22 | 19 | 24 | 15 | 18 | 12 | 10 | 10 | |
| Scenario Percentage | 60% | 65% | 79% | 92% | 73% | 92% | 83% | 82% | 75% | 63% | 48% | |
| Avg Max Increase | 6.97% | 9.33% | 8.87% | 7.42% | 6.71% | 8.69% | 12.71% | 12.41% | 15.11% | 12.36% | 4.69% | |
| Max Increase | 14.84% | 26.38% | 29.46% | 16.18% | 17.33% | 41.01% | 42.10% | 56.06% | 34.25% | 20.75% | 11.13% | |
| Avg Days To Max Increase | 21 | 15 | 18 | 21 | 13 | 14 | 14 | 15 | 14 | 11 | 7 | |
| Avg Max Decline | -1.81% | -2.48% | -1.54% | -1.28% | -2.88% | -2.26% | -3.35% | -2.76% | -0.37% | -1.59% | -0.89% | |
| Max Decline | -10.94% | -7.80% | -6.73% | -3.26% | -10.61% | -10.55% | -10.89% | -5.50% | -5.47% | -6.60% | -2.19% | |
| Avg Days to Max Decline | 8 | 9 | 6 | 9 | 8 | 12 | 13 | 9 | 3 | 3 | 2 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | Yes | No | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
