MRCI Online
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| ScenarioSM Study for September Rough Rice(CBOT) as of Jan 01, 2008 | |||||||||||
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| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 8 | 11 | 17 | 18 | 21 | 21 | 21 | 21 | 21 | 21 | 21 |
| Closed Higher | 1 | 9 | 8 | 8 | 10 | 11 | 10 | 9 | 8 | 9 | 7 |
| Exceeded High | 1 | 6 | 7 | 7 | 9 | 10 | 7 | 7 | 5 | 6 | 3 |
| Scenario Percentage | 100% | 67% | 88% | 88% | 90% | 91% | 70% | 78% | 62% | 67% | 43% |
| Avg Max Increase | 2.00% | 8.84% | 5.37% | 8.85% | 8.72% | 9.87% | 8.47% | 6.19% | 8.00% | 16.36% | 14.62% |
| Max Increase | 2.00% | 25.44% | 11.44% | 19.24% | 23.52% | 22.62% | 22.02% | 11.61% | 21.03% | 65.96% | 39.29% |
| Avg Days To Max Increase | 14 | 21 | 16 | 18 | 15 | 12 | 12 | 16 | 10 | 14 | 14 |
| Avg Max Decline | -0.30% | -1.61% | -1.84% | -2.15% | -0.45% | -1.06% | -1.52% | -3.49% | -2.86% | -2.70% | -1.44% |
| Max Decline | -0.30% | -7.69% | -4.42% | -6.96% | -2.50% | -4.31% | -5.28% | -11.83% | -4.54% | -9.44% | -1.79% |
| Avg Days to Max Decline | 4 | 5 | 19 | 6 | 8 | 8 | 4 | 10 | 13 | 3 | 5 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | No | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
