MRCI Online
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| ScenarioSM Study for July Oats(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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 26 | 35 | 37 | 37 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | |
| Closed Higher | 9 | 20 | 21 | 16 | 19 | 13 | 14 | 15 | 21 | 18 | 17 | |
| Exceeded High | 6 | 17 | 14 | 12 | 11 | 11 | 10 | 13 | 14 | 14 | 9 | |
| Scenario Percentage | 67% | 85% | 67% | 75% | 58% | 85% | 71% | 87% | 67% | 78% | 53% | |
| Avg Max Increase | 9.14% | 8.86% | 7.58% | 5.70% | 11.06% | 10.60% | 10.58% | 9.64% | 23.46% | 17.60% | 9.44% | |
| Max Increase | 14.97% | 33.88% | 20.81% | 16.97% | 39.32% | 33.53% | 27.06% | 22.68% | 137.82% | 115.34% | 16.07% | |
| Avg Days To Max Increase | 16 | 13 | 15 | 12 | 13 | 11 | 14 | 13 | 15 | 11 | 8 | |
| Avg Max Decline | -3.31% | -1.75% | -2.13% | -1.75% | -0.91% | -1.61% | -2.00% | -2.70% | -3.75% | -2.68% | -0.90% | |
| Max Decline | -8.81% | -5.37% | -11.62% | -6.45% | -6.35% | -3.46% | -11.43% | -7.63% | -24.10% | -7.86% | -7.66% | |
| Avg Days to Max Decline | 8 | 6 | 11 | 7 | 6 | 8 | 8 | 8 | 8 | 4 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | No | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
