MRCI Online
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| ScenarioSM Study for July 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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 18 | 22 | 19 | 24 | 22 | 26 | 24 | 16 | 21 | 17 | |
| Exceeded High | 12 | 16 | 15 | 11 | 18 | 20 | 19 | 22 | 13 | 15 | 13 | |
| Scenario Percentage | 57% | 89% | 68% | 58% | 75% | 91% | 73% | 92% | 81% | 71% | 76% | |
| Avg Max Increase | 8.50% | 10.23% | 7.81% | 10.45% | 8.53% | 8.25% | 7.27% | 6.97% | 13.50% | 12.60% | 7.36% | |
| Max Increase | 30.68% | 38.35% | 16.30% | 28.80% | 28.71% | 16.78% | 26.54% | 30.33% | 51.63% | 60.09% | 18.07% | |
| Avg Days To Max Increase | 15 | 14 | 22 | 15 | 17 | 19 | 12 | 13 | 16 | 10 | 8 | |
| Avg Max Decline | -2.43% | -2.82% | -2.35% | -2.90% | -2.21% | -1.64% | -3.51% | -2.18% | -3.83% | -3.35% | -0.41% | |
| Max Decline | -9.08% | -8.83% | -11.93% | -8.20% | -8.20% | -4.31% | -16.09% | -10.79% | -12.89% | -10.06% | -4.16% | |
| Avg Days to Max Decline | 13 | 7 | 10 | 12 | 9 | 10 | 9 | 9 | 12 | 6 | 2 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
