MRCI Online
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| ScenarioSM Study for July Rough Rice(CBOT) as of May 10, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 23 | 29 | 30 | 33 | 34 | 34 | 34 | 34 | 34 | 35 | 35 | |
| Closed Higher | 13 | 16 | 11 | 22 | 16 | 16 | 10 | 18 | 19 | 15 | 13 | |
| Exceeded High | 10 | 11 | 7 | 14 | 12 | 11 | 10 | 15 | 12 | 11 | 7 | |
| Scenario Percentage | 77% | 69% | 64% | 64% | 75% | 69% | 100% | 83% | 63% | 73% | 54% | |
| Avg Max Increase | 6.83% | 5.59% | 7.01% | 7.09% | 9.46% | 7.69% | 14.58% | 13.67% | 13.73% | 10.97% | 4.95% | |
| Max Increase | 26.96% | 17.78% | 13.31% | 17.80% | 24.41% | 33.38% | 40.53% | 30.64% | 59.33% | 36.89% | 9.55% | |
| Avg Days To Max Increase | 18 | 13 | 11 | 18 | 17 | 16 | 22 | 19 | 9 | 11 | 14 | |
| Avg Max Decline | -1.70% | -1.14% | -1.55% | -1.07% | -2.48% | -2.38% | -2.40% | -3.06% | -2.60% | -1.88% | -0.92% | |
| Max Decline | -6.01% | -5.05% | -5.11% | -4.76% | -11.53% | -7.84% | -10.82% | -7.78% | -6.82% | -13.01% | -3.96% | |
| Avg Days to Max Decline | 9 | 10 | 6 | 7 | 10 | 12 | 7 | 11 | 5 | 7 | 1 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | 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.
