MRCI Online
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| ScenarioSM Study for July 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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 10 | 16 | 17 | 20 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | |
| Closed Higher | 6 | 8 | 7 | 12 | 11 | 9 | 7 | 9 | 12 | 9 | 7 | |
| Exceeded High | 4 | 5 | 6 | 8 | 8 | 5 | 7 | 8 | 7 | 7 | 5 | |
| Scenario Percentage | 67% | 63% | 86% | 67% | 73% | 56% | 100% | 89% | 58% | 78% | 71% | |
| Avg Max Increase | 6.01% | 6.00% | 7.36% | 9.21% | 10.57% | 11.02% | 17.80% | 16.33% | 11.62% | 8.96% | 4.45% | |
| Max Increase | 8.45% | 12.29% | 13.31% | 17.80% | 24.41% | 33.38% | 40.53% | 30.64% | 24.53% | 22.37% | 9.55% | |
| Avg Days To Max Increase | 24 | 11 | 11 | 18 | 17 | 21 | 19 | 18 | 10 | 11 | 15 | |
| Avg Max Decline | -2.97% | -0.40% | -0.98% | -0.74% | -2.32% | -1.57% | -2.55% | -2.14% | -2.95% | -0.56% | -1.35% | |
| Max Decline | -6.01% | -1.53% | -5.11% | -1.57% | -11.53% | -2.98% | -10.82% | -5.52% | -6.82% | -3.76% | -3.96% | |
| Avg Days to Max Decline | 13 | 8 | 7 | 5 | 10 | 11 | 6 | 9 | 4 | 4 | 1 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
