MRCI Online
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| ScenarioSM Study for May 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 12 | 18 | 22 | 22 | 24 | 24 | 24 | 25 | 25 | 25 | 25 | |
| Closed Higher | 6 | 9 | 8 | 11 | 11 | 13 | 13 | 13 | 9 | 11 | 15 | |
| Exceeded High | 3 | 8 | 6 | 9 | 8 | 10 | 10 | 7 | 8 | 8 | 9 | |
| Scenario Percentage | 50% | 89% | 75% | 82% | 73% | 77% | 77% | 54% | 89% | 73% | 60% | |
| Avg Max Increase | 17.17% | 15.97% | 23.39% | 10.19% | 8.64% | 11.30% | 12.34% | 9.16% | 17.89% | 17.52% | 5.85% | |
| Max Increase | 29.20% | 69.00% | 86.56% | 30.43% | 19.09% | 32.30% | 24.38% | 33.17% | 42.59% | 32.42% | 14.15% | |
| Avg Days To Max Increase | 13 | 19 | 24 | 11 | 11 | 19 | 15 | 18 | 20 | 13 | 9 | |
| Avg Max Decline | -2.00% | -2.38% | -2.39% | -1.15% | -1.67% | -2.31% | -1.60% | -1.54% | -2.39% | -1.82% | -1.81% | |
| Max Decline | -2.60% | -7.28% | -6.09% | -4.97% | -5.80% | -10.06% | -5.59% | -4.19% | -11.22% | -4.02% | -5.31% | |
| Avg Days to Max Decline | 16 | 11 | 9 | 8 | 2 | 7 | 5 | 9 | 6 | 7 | 2 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | 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.
