MRCI Online
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| ScenarioSM Study for July Corn(CBOT) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 17 | 24 | 20 | 25 | 20 | 24 | 23 | 16 | 22 | 17 | |
| Exceeded High | 14 | 15 | 16 | 11 | 19 | 17 | 18 | 21 | 14 | 15 | 10 | |
| Scenario Percentage | 64% | 88% | 67% | 55% | 76% | 85% | 75% | 91% | 88% | 68% | 59% | |
| Avg Max Increase | 7.82% | 10.75% | 7.42% | 10.45% | 8.19% | 8.79% | 6.99% | 7.14% | 12.55% | 12.21% | 7.49% | |
| Max Increase | 30.68% | 38.35% | 16.30% | 28.80% | 28.71% | 16.78% | 26.54% | 30.33% | 51.63% | 60.09% | 16.99% | |
| Avg Days To Max Increase | 15 | 15 | 21 | 15 | 17 | 21 | 12 | 13 | 18 | 13 | 6 | |
| Avg Max Decline | -2.42% | -2.93% | -2.11% | -2.90% | -2.08% | -1.81% | -3.71% | -2.18% | -3.27% | -3.05% | 0.15% | |
| Max Decline | -9.08% | -8.83% | -11.93% | -8.20% | -8.20% | -4.31% | -16.09% | -10.79% | -12.89% | -10.06% | -0.24% | |
| Avg Days to Max Decline | 13 | 7 | 11 | 12 | 9 | 11 | 10 | 9 | 11 | 4 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
