MRCI Online
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| ScenarioSM Study for July 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 21 | 30 | 32 | 32 | 33 | 33 | 33 | 33 | 33 | 33 | 33 |
| Closed Higher | 7 | 17 | 18 | 16 | 16 | 11 | 12 | 14 | 18 | 16 | 14 |
| Exceeded High | 5 | 14 | 12 | 12 | 8 | 9 | 8 | 12 | 11 | 12 | 7 |
| Scenario Percentage | 71% | 82% | 67% | 75% | 50% | 82% | 67% | 86% | 61% | 75% | 50% |
| Avg Max Increase | 7.97% | 8.50% | 8.16% | 5.70% | 9.10% | 8.39% | 11.31% | 10.25% | 24.92% | 19.74% | 9.40% |
| Max Increase | 13.29% | 33.88% | 20.81% | 16.97% | 35.34% | 18.94% | 27.06% | 22.68% | 137.82% | 115.34% | 15.34% |
| Avg Days To Max Increase | 16 | 14 | 15 | 12 | 13 | 12 | 13 | 14 | 14 | 12 | 8 |
| Avg Max Decline | -2.21% | -1.31% | -1.75% | -1.75% | -0.53% | -1.84% | -1.02% | -2.44% | -2.04% | -2.60% | -0.06% |
| Max Decline | -3.91% | -5.37% | -11.62% | -6.45% | -2.76% | -3.46% | -4.33% | -7.63% | -7.48% | -7.86% | -1.04% |
| Avg Days to Max Decline | 9 | 6 | 10 | 7 | 3 | 9 | 8 | 7 | 5 | 4 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | No | No | No | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
