MRCI Online
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| ScenarioSM Study for July Oats(CBOT) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 32 | 41 | 43 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 11 | 22 | 26 | 19 | 21 | 17 | 17 | 17 | 26 | 21 | 22 | |
| Exceeded High | 7 | 19 | 19 | 14 | 13 | 15 | 11 | 14 | 18 | 17 | 12 | |
| Scenario Percentage | 64% | 86% | 73% | 74% | 62% | 88% | 65% | 82% | 69% | 81% | 55% | |
| Avg Max Increase | 8.38% | 9.05% | 7.48% | 7.04% | 13.25% | 11.48% | 9.74% | 9.99% | 21.30% | 16.86% | 9.46% | |
| Max Increase | 14.97% | 33.88% | 20.81% | 16.97% | 39.32% | 33.53% | 27.06% | 22.68% | 137.82% | 115.34% | 16.44% | |
| Avg Days To Max Increase | 17 | 13 | 14 | 14 | 14 | 12 | 13 | 13 | 17 | 11 | 9 | |
| Avg Max Decline | -3.34% | -2.05% | -2.09% | -1.58% | -1.16% | -1.76% | -2.15% | -2.73% | -4.28% | -3.59% | -1.36% | |
| Max Decline | -8.81% | -6.49% | -11.62% | -6.45% | -6.35% | -4.30% | -11.43% | -7.63% | -24.10% | -11.86% | -7.66% | |
| Avg Days to Max Decline | 11 | 5 | 9 | 9 | 6 | 9 | 7 | 8 | 12 | 6 | 2 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | No | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
