MRCI Online
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| ScenarioSM Study for July Oats(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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 23 | 32 | 34 | 34 | 35 | 35 | 35 | 35 | 35 | 35 | 35 |
| Closed Higher | 7 | 18 | 18 | 16 | 17 | 12 | 13 | 14 | 20 | 17 | 15 |
| Exceeded High | 5 | 15 | 12 | 12 | 9 | 10 | 9 | 12 | 13 | 13 | 8 |
| Scenario Percentage | 71% | 83% | 67% | 75% | 53% | 83% | 69% | 86% | 65% | 76% | 53% |
| Avg Max Increase | 7.97% | 8.32% | 8.16% | 5.70% | 12.46% | 10.90% | 10.63% | 10.25% | 24.53% | 20.19% | 9.19% |
| Max Increase | 13.29% | 33.88% | 20.81% | 16.97% | 39.32% | 33.53% | 27.06% | 22.68% | 137.82% | 115.34% | 17.02% |
| Avg Days To Max Increase | 16 | 13 | 15 | 12 | 14 | 11 | 12 | 14 | 14 | 11 | 9 |
| Avg Max Decline | -2.21% | -1.46% | -1.75% | -1.75% | -0.40% | -1.73% | -0.95% | -2.44% | -2.19% | -2.58% | -1.01% |
| Max Decline | -3.91% | -5.37% | -11.62% | -6.45% | -2.76% | -3.46% | -4.33% | -7.63% | -7.48% | -7.86% | -7.66% |
| Avg Days to Max Decline | 9 | 6 | 10 | 7 | 5 | 8 | 8 | 7 | 7 | 3 | 2 |
| 2009 Contract Condition | Yes | Yes | |||||||||
| Action | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
