MRCI Online
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| ScenarioSM Study for May Oats(CBOT) as of May 09, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 17 | 20 | 21 | 24 | 29 | 19 | 20 | 20 | 17 | 21 | 23 | |
| Exceeded High | 12 | 15 | 15 | 23 | 20 | 8 | 13 | 16 | 12 | 16 | 13 | |
| Scenario Percentage | 71% | 75% | 71% | 96% | 69% | 42% | 65% | 80% | 71% | 76% | 57% | |
| Avg Max Increase | 13.65% | 10.49% | 11.64% | 12.92% | 10.41% | 9.32% | 14.24% | 13.46% | 11.99% | 10.57% | 9.02% | |
| Max Increase | 30.55% | 28.52% | 38.40% | 36.29% | 20.56% | 22.42% | 53.11% | 39.65% | 27.04% | 23.85% | 19.33% | |
| Avg Days To Max Increase | 13 | 18 | 20 | 17 | 18 | 13 | 12 | 15 | 17 | 14 | 7 | |
| Avg Max Decline | -0.25% | -4.00% | -3.94% | -1.68% | -1.03% | -2.20% | -2.04% | -2.40% | -3.32% | -2.68% | -1.17% | |
| Max Decline | -5.25% | -7.41% | -13.02% | -10.00% | -8.42% | -6.85% | -5.90% | -8.72% | -10.28% | -10.41% | -6.88% | |
| Avg Days to Max Decline | 4 | 10 | 13 | 5 | 6 | 5 | 8 | 8 | 16 | 6 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | No | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
