MRCI Online
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| ScenarioSM Study for May Rough Rice(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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 10 | 16 | 20 | 20 | 22 | 22 | 22 | 23 | 23 | 23 | 23 |
| Closed Higher | 6 | 7 | 6 | 10 | 9 | 12 | 12 | 12 | 9 | 11 | 13 |
| Exceeded High | 3 | 6 | 4 | 8 | 6 | 9 | 9 | 6 | 8 | 8 | 8 |
| Scenario Percentage | 50% | 86% | 67% | 80% | 67% | 75% | 75% | 50% | 89% | 73% | 62% |
| Avg Max Increase | 17.17% | 18.33% | 26.98% | 8.95% | 9.17% | 12.12% | 12.15% | 9.82% | 17.89% | 17.52% | 6.27% |
| Max Increase | 29.20% | 69.00% | 86.56% | 30.43% | 19.09% | 32.30% | 24.38% | 33.17% | 42.59% | 32.42% | 14.15% |
| Avg Days To Max Increase | 13 | 20 | 22 | 11 | 11 | 19 | 16 | 20 | 20 | 13 | 10 |
| Avg Max Decline | -2.00% | -2.10% | -2.07% | -0.67% | -1.26% | -2.57% | -1.16% | -1.48% | -2.39% | -1.82% | -2.03% |
| Max Decline | -2.60% | -7.28% | -3.91% | -2.79% | -4.09% | -10.06% | -5.26% | -4.19% | -11.22% | -4.02% | -5.31% |
| Avg Days to Max Decline | 16 | 10 | 8 | 9 | 2 | 7 | 5 | 10 | 6 | 7 | 2 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | No | No | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
