MRCI Online
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| ScenarioSM Study for January Rough Rice(CBOT) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Dec |
| Tested Years | 16 | 20 | 23 | 24 | 24 | 24 | 24 | 25 | 25 | 25 | 25 | |
| Closed Higher | 7 | 11 | 11 | 10 | 8 | 12 | 10 | 12 | 10 | 12 | 13 | |
| Exceeded High | 6 | 9 | 8 | 8 | 5 | 10 | 7 | 11 | 7 | 10 | 9 | |
| Scenario Percentage | 86% | 82% | 73% | 80% | 63% | 83% | 70% | 92% | 70% | 83% | 69% | |
| Avg Max Increase | 13.21% | 11.27% | 5.78% | 6.62% | 7.26% | 15.68% | 21.84% | 15.92% | 9.67% | 10.57% | 7.71% | |
| Max Increase | 29.36% | 23.78% | 17.68% | 11.53% | 19.56% | 71.94% | 87.52% | 76.44% | 21.38% | 27.29% | 19.50% | |
| Avg Days To Max Increase | 23 | 18 | 14 | 19 | 10 | 20 | 23 | 11 | 10 | 13 | 13 | |
| Avg Max Decline | -1.87% | -0.10% | -2.04% | -2.76% | -1.53% | -3.80% | -3.15% | -1.78% | -1.98% | -2.73% | -1.10% | |
| Max Decline | -4.51% | -2.35% | -4.80% | -6.46% | -3.49% | -7.47% | -7.17% | -5.41% | -6.55% | -9.88% | -4.72% | |
| Avg Days to Max Decline | 12 | 8 | 5 | 15 | 8 | 14 | 9 | 8 | 4 | 7 | 3 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
