MRCI Online
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| ScenarioSM Study for December Oats(CBOT) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 32 | 36 | 36 | 37 | 37 | 37 | 37 | 37 | 38 | 38 | 38 | |
| Closed Higher | 12 | 15 | 18 | 21 | 16 | 13 | 17 | 17 | 22 | 16 | 17 | |
| Exceeded High | 9 | 11 | 16 | 12 | 13 | 10 | 12 | 11 | 18 | 11 | 8 | |
| Scenario Percentage | 75% | 73% | 89% | 57% | 81% | 77% | 71% | 65% | 82% | 69% | 47% | |
| Avg Max Increase | 11.36% | 9.36% | 10.09% | 22.01% | 21.13% | 14.54% | 13.45% | 13.14% | 15.09% | 13.48% | 5.45% | |
| Max Increase | 32.94% | 30.42% | 24.73% | 124.03% | 100.39% | 22.60% | 29.75% | 40.25% | 35.52% | 27.44% | 19.32% | |
| Avg Days To Max Increase | 15 | 17 | 17 | 16 | 16 | 13 | 19 | 18 | 14 | 10 | 8 | |
| Avg Max Decline | -1.62% | -2.71% | -1.57% | -1.26% | -2.91% | -1.97% | -5.69% | -2.63% | -2.99% | -2.43% | -2.31% | |
| Max Decline | -6.32% | -12.05% | -7.08% | -6.64% | -9.23% | -5.03% | -9.14% | -10.22% | -7.59% | -9.51% | -6.62% | |
| Avg Days to Max Decline | 8 | 9 | 10 | 9 | 4 | 5 | 9 | 11 | 6 | 11 | 2 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | No | Not Yet | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
