MRCI Online
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| ScenarioSM Study for May Corn(CBOT) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 15 | 16 | 21 | 17 | 22 | 14 | 20 | 25 | 24 | 24 | 19 | |
| Exceeded High | 12 | 12 | 11 | 15 | 15 | 9 | 17 | 21 | 18 | 23 | 15 | |
| Scenario Percentage | 80% | 75% | 52% | 88% | 68% | 64% | 85% | 84% | 75% | 96% | 79% | |
| Avg Max Increase | 10.14% | 10.65% | 8.72% | 10.99% | 8.03% | 9.13% | 7.83% | 7.57% | 7.50% | 6.30% | 4.92% | |
| Max Increase | 29.37% | 28.32% | 31.72% | 41.11% | 17.13% | 28.57% | 19.39% | 16.47% | 30.76% | 26.04% | 11.46% | |
| Avg Days To Max Increase | 10 | 17 | 15 | 15 | 22 | 15 | 17 | 20 | 12 | 7 | 8 | |
| Avg Max Decline | -0.57% | -2.57% | -2.90% | -2.58% | -2.13% | -3.39% | -2.38% | -1.69% | -3.60% | -1.76% | -1.58% | |
| Max Decline | -4.17% | -10.75% | -10.29% | -9.20% | -12.15% | -8.72% | -9.03% | -5.24% | -16.83% | -10.93% | -5.25% | |
| Avg Days to Max Decline | 3 | 6 | 14 | 8 | 10 | 10 | 9 | 12 | 10 | 7 | 2 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
