MRCI Online
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| ScenarioSM Study for May Corn(CBOT) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 16 | 17 | 22 | 18 | 21 | 15 | 22 | 23 | 24 | 24 | 19 | |
| Exceeded High | 13 | 13 | 12 | 15 | 15 | 11 | 18 | 20 | 17 | 23 | 14 | |
| Scenario Percentage | 81% | 76% | 55% | 83% | 71% | 73% | 82% | 87% | 71% | 96% | 74% | |
| Avg Max Increase | 14.35% | 12.84% | 8.75% | 11.27% | 8.02% | 10.05% | 9.06% | 8.05% | 7.73% | 5.91% | 5.68% | |
| Max Increase | 64.95% | 28.32% | 31.72% | 41.11% | 17.13% | 28.57% | 28.07% | 16.47% | 30.76% | 24.82% | 19.70% | |
| Avg Days To Max Increase | 11 | 17 | 15 | 15 | 23 | 16 | 18 | 21 | 11 | 7 | 7 | |
| Avg Max Decline | -0.67% | -2.51% | -2.63% | -3.21% | -2.24% | -2.85% | -2.56% | -1.81% | -3.62% | -1.60% | -1.18% | |
| Max Decline | -4.17% | -10.75% | -10.29% | -9.93% | -12.15% | -8.72% | -9.03% | -5.24% | -16.83% | -10.93% | -4.71% | |
| Avg Days to Max Decline | 4 | 6 | 13 | 10 | 11 | 8 | 11 | 13 | 9 | 7 | 2 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
