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MRCI's ScenarioSM Study
ScenarioSM Study for September Corn(CBOT) as of Oct 04, 2004
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 34 44 45 45 45 45 45 45 45 45 45
Closed Higher 18 20 23 23 23 27 17 22 17 14 24
Exceeded High 10 11 17 20 19 25 13 15 12 9 12
Scenario Percentage 56% 55% 74% 87% 83% 93% 76% 68% 71% 64% 50%
Avg Max Increase 5.40% 6.83% 7.34% 5.90% 5.13% 7.18% 12.26% 13.77% 13.88% 11.10% 3.85%
Max Increase 10.94% 14.20% 29.46% 15.89% 17.33% 41.01% 42.10% 56.06% 32.50% 20.75% 10.02%
Avg Days To Max Increase 19 16 18 20 13 14 16 15 15 10 7
Avg Max Decline -0.92% -1.23% -0.79% -1.12% -1.45% -1.46% -1.33% -2.11% -0.93% -1.26% -0.71%
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 7 8 8 9 10 6 5 2 3
2004 Contract Condition Yes   Yes Yes Yes Yes         Yes
Action No   Yes Yes Yes Yes         Not Yet
Copyright © 2003 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 34 44 45 45 45 45 45 45 45 45 45
Closed Lower 16 24 22 22 22 17 27 23 28 30 21
Penetrated Low 11 16 17 21 16 15 24 21 23 22 13
Scenario Percentage 69% 67% 77% 95% 73% 88% 89% 91% 82% 73% 62%
Avg Max Decline 4.30% 5.76% 4.13% 4.58% 4.29% 6.10% 8.32% 9.70% 11.43% 6.17% 10.79%
Max Decline 8.01% 22.45% 20.47% 17.92% 9.56% 12.01% 18.83% 27.77% 19.93% 14.83% 57.91%
Avg Days To Max Decline 15 13 17 16 14 15 23 22 16 9 11
Avg Max Increase -1.42% -1.18% -1.23% -1.48% -2.35% -2.05% -2.57% -3.50% -1.58% -1.26% -1.33%
Max Increase -6.50% -4.22% -3.85% -4.19% -9.03% -5.91% -10.51% -15.97% -10.12% -8.17% -4.57%
Avg Days to Max Increase 7 7 7 9 8 8 12 9 4 4 4
2004 Contract Condition   Yes         Yes Yes Yes Yes  
Action   No         Yes Yes Yes Yes  
High 253.50 251.50 253.25 283.00 300.50 322.75 341.00 323.00 322.50 263.50 235.00
Low 229.75 239.50 240.00 251.50 271.00 288.75 300.25 281.75 260.00 216.50 215.25
Close/Last 250.75 249.00 249.75 278.50 299.00 320.25 318.75 299.75 262.50 217.25 227.75