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MRCI's ScenarioSM Study
ScenarioSM Study for September Corn(CBOT) as of Sep 30, 2002
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 32 42 43 43 43 43 43 43 43 43 44
Closed Higher 17 20 22 21 22 25 17 21 17 14 22
Exceeded High 10 11 16 19 18 23 13 15 12 9 11
Scenario Percentage 59% 55% 73% 90% 82% 92% 76% 71% 71% 64% 50%
Avg Max Increase 5.40% 6.83% 6.53% 5.38% 4.64% 7.23% 12.26% 13.77% 13.88% 11.10% 3.68%
Max Increase 10.94% 14.20% 29.46% 15.77% 17.33% 41.01% 42.10% 56.06% 32.50% 20.75% 10.02%
Avg Days To Max Increase 19 16 17 19 14 15 16 15 15 10 7
Avg Max Decline -0.92% -1.23% -0.88% -1.04% -1.35% -1.49% -1.33% -2.11% -0.93% -1.26% -0.45%
Max Decline -2.62% -4.56% -3.84% -2.85% -5.14% -7.29% -6.25% -5.50% -5.72% -6.60% -2.19%
Avg Days to Max Decline 9 9 8 8 8 8 10 6 5 2 2
2002 Contract Condition   Yes           Yes Yes Yes Yes
Action   No           Yes Yes Yes Yes
Copyright © 2001 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 32 42 43 43 43 43 43 43 43 43 44
Closed Lower 15 22 21 22 21 17 25 22 26 28 22
Penetrated Low 10 15 16 21 15 15 22 20 21 21 12
Scenario Percentage 67% 68% 76% 95% 71% 88% 88% 91% 81% 75% 55%
Avg Max Decline 4.32% 5.96% 4.23% 4.58% 4.35% 6.10% 8.09% 8.80% 11.26% 6.16% 11.40%
Max Decline 8.01% 22.45% 20.47% 17.92% 9.56% 12.01% 18.83% 23.82% 19.93% 14.83% 57.91%
Avg Days To Max Decline 17 13 17 16 13 15 22 22 15 10 10
Avg Max Increase -1.55% -1.10% -1.12% -1.48% -2.33% -2.05% -2.29% -3.30% -1.67% -0.93% -0.98%
Max Increase -6.50% -4.22% -3.85% -4.19% -9.03% -5.91% -10.51% -15.97% -10.12% -4.08% -3.30%
Avg Days to Max Increase 7 5 7 9 8 8 12 9 4 3 4
2002 Contract Condition Yes   Yes Yes Yes Yes Yes        
Action Yes   Yes Yes Yes Yes Yes        
High 244.25 241.00 239.75 234.25 228.00 225.00 217.50 222.75 237.00 250.00 277.00
Low 234.75 231.00 226.00 225.00 218.50 215.00 206.25 205.25 211.25 220.25 245.00
Close/Last 237.50 239.00 227.50 225.25 220.50 215.25 207.25 220.50 233.00 247.25 259.50