MRCI Online
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| ScenarioSM Study for September 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 39 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 20 | 21 | 24 | 23 | 24 | 28 | 17 | 23 | 17 | 15 | 22 |
| Exceeded High | 12 | 12 | 18 | 20 | 19 | 26 | 14 | 17 | 11 | 9 | 10 |
| Scenario Percentage | 60% | 57% | 75% | 87% | 79% | 93% | 82% | 74% | 65% | 60% | 45% |
| Avg Max Increase | 6.97% | 9.22% | 8.51% | 7.06% | 5.97% | 7.70% | 13.47% | 13.52% | 14.91% | 11.10% | 4.06% |
| Max Increase | 14.84% | 26.38% | 29.46% | 16.18% | 17.33% | 41.01% | 42.10% | 56.06% | 32.50% | 20.75% | 10.02% |
| Avg Days To Max Increase | 20 | 16 | 19 | 22 | 15 | 15 | 17 | 15 | 16 | 10 | 6 |
| Avg Max Decline | -0.95% | -1.62% | -1.35% | -1.32% | -2.40% | -1.97% | -1.95% | -2.40% | -1.08% | -1.31% | -0.80% |
| Max Decline | -2.62% | -5.93% | -6.73% | -3.26% | -8.22% | -10.55% | -6.25% | -5.50% | -5.72% | -6.60% | -2.19% |
| Avg Days to Max Decline | 8 | 8 | 6 | 11 | 10 | 10 | 12 | 7 | 6 | 3 | 2 |
| 2009 Contract Condition | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
