MRCI Online
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| ScenarioSM Study for December Oats(CBOT) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 36 | 40 | 40 | 41 | 41 | 41 | 41 | 41 | 42 | 42 | 42 | |
| Closed Higher | 13 | 17 | 19 | 23 | 16 | 15 | 19 | 20 | 22 | 20 | 19 | |
| Exceeded High | 10 | 12 | 17 | 14 | 13 | 11 | 14 | 13 | 18 | 13 | 10 | |
| Scenario Percentage | 77% | 71% | 89% | 61% | 81% | 73% | 74% | 65% | 82% | 65% | 53% | |
| Avg Max Increase | 10.36% | 9.28% | 9.70% | 19.41% | 21.13% | 14.75% | 12.76% | 12.12% | 15.09% | 14.38% | 6.05% | |
| Max Increase | 32.94% | 30.42% | 24.73% | 124.03% | 100.39% | 22.60% | 29.75% | 40.25% | 35.52% | 27.44% | 19.32% | |
| Avg Days To Max Increase | 15 | 18 | 16 | 15 | 16 | 15 | 18 | 17 | 14 | 10 | 9 | |
| Avg Max Decline | -1.68% | -3.30% | -1.66% | -1.75% | -2.91% | -1.79% | -5.34% | -2.84% | -2.99% | -2.57% | -1.97% | |
| Max Decline | -6.32% | -12.05% | -7.08% | -6.64% | -9.23% | -5.03% | -9.14% | -10.22% | -7.59% | -9.51% | -6.62% | |
| Avg Days to Max Decline | 9 | 9 | 10 | 9 | 4 | 4 | 8 | 11 | 6 | 9 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
