MRCI Online
|
| ScenarioSM Study for March Oats(CBOT) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 26 | 31 | 31 | 32 | 32 | 33 | 33 | 33 | 33 | 33 | 33 |
| Closed Higher | 14 | 9 | 11 | 14 | 15 | 17 | 17 | 16 | 15 | 12 | 11 |
| Exceeded High | 9 | 7 | 8 | 10 | 10 | 15 | 10 | 10 | 8 | 7 | 7 |
| Scenario Percentage | 64% | 78% | 73% | 71% | 67% | 88% | 59% | 62% | 53% | 58% | 64% |
| Avg Max Increase | 19.95% | 25.44% | 14.00% | 10.64% | 10.97% | 12.73% | 13.76% | 6.54% | 10.00% | 12.06% | 5.52% |
| Max Increase | 106.02% | 87.15% | 23.03% | 22.90% | 29.72% | 38.56% | 22.99% | 13.66% | 31.16% | 23.85% | 14.74% |
| Avg Days To Max Increase | 16 | 19 | 16 | 18 | 15 | 16 | 14 | 7 | 12 | 9 | 10 |
| Avg Max Decline | -1.30% | -3.45% | 0.07% | -4.59% | -1.79% | -2.34% | -1.00% | -1.93% | -1.42% | -1.74% | -0.41% |
| Max Decline | -7.25% | -8.45% | -3.13% | -8.31% | -6.45% | -8.31% | -3.37% | -6.60% | -4.44% | -6.73% | -3.48% |
| Avg Days to Max Decline | 9 | 6 | 6 | 5 | 7 | 6 | 8 | 3 | 6 | 4 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | No | No | |||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
