MRCI Online
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| ScenarioSM Study for December Oats(CBOT) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 29 | 33 | 33 | 34 | 34 | 34 | 34 | 34 | 35 | 35 | 35 | |
| Closed Higher | 11 | 14 | 16 | 21 | 14 | 12 | 15 | 15 | 20 | 13 | 16 | |
| Exceeded High | 8 | 10 | 14 | 12 | 11 | 9 | 10 | 10 | 16 | 9 | 7 | |
| Scenario Percentage | 73% | 71% | 88% | 57% | 79% | 75% | 67% | 67% | 80% | 69% | 44% | |
| Avg Max Increase | 11.73% | 9.55% | 9.40% | 22.01% | 24.29% | 13.67% | 12.13% | 12.55% | 15.06% | 13.82% | 4.79% | |
| Max Increase | 32.94% | 30.42% | 24.73% | 124.03% | 100.39% | 22.60% | 25.92% | 40.25% | 35.52% | 26.13% | 15.95% | |
| Avg Days To Max Increase | 17 | 17 | 16 | 16 | 17 | 14 | 17 | 18 | 14 | 9 | 6 | |
| Avg Max Decline | -1.82% | -1.78% | -1.28% | -1.26% | -2.98% | -1.77% | -5.68% | -1.87% | -2.70% | -1.78% | -1.69% | |
| Max Decline | -6.32% | -5.00% | -7.08% | -6.64% | -9.23% | -5.03% | -9.14% | -4.44% | -7.59% | -8.02% | -5.49% | |
| Avg Days to Max Decline | 9 | 9 | 10 | 9 | 4 | 5 | 7 | 11 | 7 | 10 | 2 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
