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MRCI's ScenarioSM Study
ScenarioSM Study for December Corn(CBOT) as of Nov 14, 2002
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 31 42 42 42 42 42 42 43 43 43 43
Closed Higher 16 23 24 19 19 18 13 21 15 17 22
Exceeded High 15 17 20 16 15 13 10 14 11 9 8
Scenario Percentage 94% 74% 83% 84% 79% 72% 77% 67% 73% 53% 36%
Avg Max Increase 6.17% 5.54% 7.34% 14.53% 13.68% 11.42% 11.47% 6.24% 9.40% 5.79% 4.56%
Max Increase 19.16% 15.51% 37.39% 62.47% 50.71% 37.37% 25.90% 13.70% 17.67% 12.80% 17.37%
Avg Days To Max Increase 19 13 16 18 13 12 16 14 17 12 7
Avg Max Decline -1.15% -1.47% -1.19% -2.05% -2.50% -0.81% -3.15% -2.49% -2.59% -0.99% -0.38%
Max Decline -3.29% -5.76% -6.85% -6.87% -6.10% -6.27% -12.19% -6.54% -9.22% -3.91% -1.83%
Avg Days to Max Decline 11 8 12 10 7 5 8 11 12 4 2
2002 Contract Condition         Yes Yes Yes Yes      
Action         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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 31 42 42 42 42 42 42 43 43 43 43
Closed Lower 15 19 18 23 23 24 29 22 28 25 20
Penetrated Low 15 13 15 21 20 20 24 18 22 18 14
Scenario Percentage 100% 68% 83% 91% 87% 83% 83% 82% 79% 72% 70%
Avg Max Decline 4.74% 4.54% 6.11% 7.75% 8.58% 10.10% 5.87% 4.48% 6.05% 5.90% 12.21%
Max Decline 17.02% 10.02% 12.32% 18.00% 22.54% 17.55% 13.47% 11.98% 13.59% 13.22% 62.48%
Avg Days To Max Decline 16 18 16 20 23 17 17 14 20 11 9
Avg Max Increase -1.73% -2.40% -2.55% -1.93% -3.77% -1.26% -1.59% -1.20% -2.04% -1.85% -1.36%
Max Increase -5.97% -7.38% -7.08% -9.30% -18.17% -9.51% -11.02% -4.37% -5.13% -4.64% -3.20%
Avg Days to Max Increase 10 11 11 9 11 3 8 6 12 5 3
2002 Contract Condition Yes Yes Yes Yes         Yes Yes Yes
Action Yes Yes Yes No         Yes Yes  
High 242.25 235.75 233.00 226.00 232.00 248.00 260.00 288.50 296.00 261.75 249.50
Low 232.75 227.00 222.75 215.00 215.00 219.75 229.75 254.00 249.50 243.25 234.00
Close/Last 233.75 229.75 224.00 217.25 230.00 243.50 256.50 268.00 251.50 247.50 244.00