MRCI Online
|
| ScenarioSM Study for July Oats(CBOT) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 24 | 33 | 35 | 35 | 36 | 36 | 36 | 36 | 36 | 36 | 36 | |
| Closed Higher | 8 | 19 | 19 | 16 | 18 | 12 | 13 | 14 | 20 | 17 | 16 | |
| Exceeded High | 6 | 16 | 13 | 12 | 10 | 10 | 9 | 12 | 13 | 13 | 8 | |
| Scenario Percentage | 75% | 84% | 68% | 75% | 56% | 83% | 69% | 86% | 65% | 76% | 50% | |
| Avg Max Increase | 9.14% | 8.59% | 7.91% | 5.70% | 11.29% | 10.90% | 10.63% | 10.25% | 24.53% | 20.19% | 9.19% | |
| Max Increase | 14.97% | 33.88% | 20.81% | 16.97% | 39.32% | 33.53% | 27.06% | 22.68% | 137.82% | 115.34% | 17.02% | |
| Avg Days To Max Increase | 16 | 13 | 14 | 12 | 13 | 11 | 12 | 14 | 14 | 11 | 9 | |
| Avg Max Decline | -3.31% | -1.67% | -1.62% | -1.75% | -0.36% | -1.73% | -0.95% | -2.44% | -2.19% | -2.58% | -1.01% | |
| Max Decline | -8.81% | -5.37% | -11.62% | -6.45% | -2.76% | -3.46% | -4.33% | -7.63% | -7.48% | -7.86% | -7.66% | |
| Avg Days to Max Decline | 8 | 6 | 9 | 7 | 5 | 8 | 8 | 7 | 7 | 3 | 2 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Not Yet | |||||||
| 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.
