MRCI Online
|
| ScenarioSM Study for July Corn(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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 39 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 20 | 16 | 21 | 22 | 24 | 21 | 23 | 24 | 16 | 23 | 17 |
| Exceeded High | 13 | 14 | 13 | 13 | 18 | 17 | 17 | 22 | 13 | 16 | 11 |
| Scenario Percentage | 65% | 88% | 62% | 59% | 75% | 81% | 74% | 92% | 81% | 70% | 65% |
| Avg Max Increase | 6.06% | 8.90% | 7.56% | 9.41% | 7.87% | 8.32% | 7.02% | 6.88% | 13.42% | 11.91% | 6.47% |
| Max Increase | 10.89% | 38.35% | 16.30% | 28.80% | 28.71% | 16.78% | 26.54% | 30.33% | 51.63% | 60.09% | 9.79% |
| Avg Days To Max Increase | 14 | 16 | 21 | 16 | 17 | 22 | 13 | 14 | 20 | 11 | 8 |
| Avg Max Decline | -2.57% | -2.32% | -1.38% | -1.97% | -1.96% | -1.79% | -2.66% | -2.11% | -2.41% | -3.02% | -0.08% |
| Max Decline | -9.08% | -8.83% | -3.62% | -7.16% | -8.20% | -4.31% | -9.29% | -10.79% | -6.45% | -10.06% | -1.31% |
| Avg Days to Max Decline | 14 | 9 | 12 | 12 | 9 | 11 | 9 | 9 | 11 | 5 | 2 |
| 2009 Contract Condition | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | ||||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
