MRCI Online
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| ScenarioSM Study for March Rough Rice(CBOT) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 15 | 18 | 22 | 22 | 23 | 24 | 24 | 24 | 24 | 24 | 24 | |
| Closed Higher | 9 | 7 | 8 | 10 | 8 | 11 | 10 | 13 | 12 | 12 | 8 | |
| Exceeded High | 6 | 6 | 4 | 8 | 6 | 10 | 7 | 10 | 9 | 5 | 5 | |
| Scenario Percentage | 67% | 86% | 50% | 80% | 75% | 91% | 70% | 77% | 75% | 42% | 63% | |
| Avg Max Increase | 3.80% | 6.40% | 6.77% | 15.20% | 19.79% | 15.02% | 9.04% | 11.68% | 12.68% | 10.17% | 7.84% | |
| Max Increase | 8.60% | 11.03% | 18.05% | 70.33% | 85.48% | 73.40% | 19.52% | 32.41% | 24.77% | 31.92% | 13.50% | |
| Avg Days To Max Increase | 15 | 23 | 9 | 19 | 21 | 11 | 9 | 19 | 16 | 11 | 10 | |
| Avg Max Decline | -2.36% | -2.81% | -1.89% | -3.60% | -3.28% | -0.99% | -1.25% | -2.83% | -1.74% | -1.35% | -0.33% | |
| Max Decline | -4.66% | -5.62% | -3.65% | -8.48% | -6.86% | -3.92% | -4.03% | -10.08% | -6.22% | -4.51% | -1.77% | |
| Avg Days to Max Decline | 6 | 18 | 10 | 15 | 11 | 8 | 4 | 7 | 4 | 9 | 4 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | 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.
