MRCI Online
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| ScenarioSM Study for May Rough Rice(CBOT) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 17 | 23 | 27 | 27 | 29 | 29 | 29 | 30 | 30 | 30 | 30 | |
| Closed Higher | 8 | 13 | 10 | 14 | 12 | 17 | 13 | 15 | 11 | 13 | 18 | |
| Exceeded High | 4 | 11 | 8 | 10 | 8 | 12 | 10 | 9 | 9 | 9 | 10 | |
| Scenario Percentage | 50% | 85% | 80% | 71% | 67% | 71% | 77% | 60% | 82% | 69% | 56% | |
| Avg Max Increase | 16.95% | 13.94% | 18.95% | 9.32% | 8.64% | 9.59% | 12.34% | 8.05% | 16.92% | 16.32% | 5.96% | |
| 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 | 14 | 18 | 20 | 10 | 11 | 16 | 15 | 18 | 20 | 14 | 9 | |
| Avg Max Decline | -1.50% | -1.93% | -2.15% | -0.99% | -1.67% | -1.94% | -1.60% | -1.36% | -2.62% | -1.78% | -1.60% | |
| 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 | 12 | 9 | 8 | 7 | 2 | 7 | 5 | 8 | 6 | 6 | 2 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | No | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
