MRCI Online
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| ScenarioSM Study for December Oats(CBOT) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 30 | 34 | 34 | 35 | 35 | 35 | 35 | 35 | 36 | 36 | 36 |
| Closed Higher | 11 | 14 | 17 | 21 | 15 | 12 | 15 | 16 | 21 | 14 | 16 |
| Exceeded High | 8 | 10 | 15 | 12 | 12 | 9 | 10 | 11 | 17 | 10 | 7 |
| Scenario Percentage | 73% | 71% | 88% | 57% | 80% | 75% | 67% | 69% | 81% | 71% | 44% |
| Avg Max Increase | 11.73% | 9.55% | 10.32% | 22.01% | 22.71% | 13.67% | 12.13% | 13.14% | 15.18% | 13.75% | 6.18% |
| Max Increase | 32.94% | 30.42% | 24.73% | 124.03% | 100.39% | 22.60% | 25.92% | 40.25% | 35.52% | 27.44% | 19.32% |
| Avg Days To Max Increase | 17 | 17 | 16 | 16 | 16 | 14 | 17 | 18 | 14 | 10 | 9 |
| Avg Max Decline | -1.82% | -1.78% | -1.67% | -1.26% | -2.86% | -1.77% | -5.68% | -2.63% | -2.96% | -1.73% | -1.69% |
| Max Decline | -6.32% | -5.00% | -7.08% | -6.64% | -9.23% | -5.03% | -9.14% | -10.22% | -7.59% | -8.02% | -5.49% |
| Avg Days to Max Decline | 9 | 9 | 11 | 9 | 4 | 5 | 7 | 11 | 7 | 9 | 2 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
