MRCI Online
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| ScenarioSM Study for July Rough Rice(CBOT) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 7 | 13 | 14 | 17 | 18 | 18 | 18 | 18 | 18 | 18 | 18 |
| Closed Higher | 3 | 6 | 5 | 10 | 9 | 8 | 5 | 8 | 9 | 9 | 6 |
| Exceeded High | 1 | 4 | 4 | 6 | 7 | 4 | 5 | 7 | 7 | 7 | 4 |
| Scenario Percentage | 33% | 67% | 80% | 60% | 78% | 50% | 100% | 88% | 78% | 78% | 67% |
| Avg Max Increase | 8.45% | 4.42% | 5.63% | 9.64% | 8.59% | 5.43% | 15.60% | 15.14% | 11.62% | 8.96% | 4.64% |
| Max Increase | 8.45% | 6.99% | 13.07% | 17.80% | 14.36% | 12.92% | 40.40% | 30.64% | 24.53% | 22.37% | 9.55% |
| Avg Days To Max Increase | 13 | 7 | 7 | 16 | 15 | 18 | 19 | 17 | 10 | 11 | 16 |
| Avg Max Decline | -2.86% | -0.11% | -1.27% | -0.85% | -2.80% | -1.93% | -1.09% | -1.91% | -2.95% | -0.56% | -0.69% |
| Max Decline | -2.86% | -1.35% | -5.11% | -1.57% | -11.53% | -2.98% | -3.95% | -5.52% | -6.82% | -3.76% | -1.80% |
| Avg Days to Max Decline | 12 | 8 | 10 | 6 | 10 | 14 | 4 | 10 | 4 | 4 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | 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.
