MRCI Online
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| ScenarioSM Study for November Rough Rice(CBOT) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 20 | 23 | 27 | 27 | 28 | 28 | 28 | 28 | 28 | 29 | 29 | |
| Closed Higher | 10 | 11 | 14 | 16 | 14 | 12 | 10 | 15 | 12 | 14 | 12 | |
| Exceeded High | 7 | 9 | 12 | 14 | 8 | 10 | 6 | 12 | 9 | 11 | 9 | |
| Scenario Percentage | 70% | 82% | 86% | 88% | 57% | 83% | 60% | 80% | 75% | 79% | 75% | |
| Avg Max Increase | 8.98% | 8.59% | 10.67% | 10.22% | 6.32% | 6.56% | 8.48% | 14.62% | 18.41% | 16.08% | 6.90% | |
| Max Increase | 23.64% | 21.75% | 32.87% | 26.57% | 17.97% | 12.16% | 21.51% | 73.73% | 88.47% | 77.97% | 20.23% | |
| Avg Days To Max Increase | 13 | 17 | 19 | 18 | 12 | 18 | 9 | 19 | 21 | 9 | 11 | |
| Avg Max Decline | -0.99% | -1.44% | -1.10% | -1.39% | -1.74% | -2.69% | -1.92% | -3.76% | -3.65% | -1.93% | -1.30% | |
| Max Decline | -4.57% | -7.59% | -4.56% | -3.52% | -5.44% | -12.11% | -3.40% | -8.92% | -7.67% | -5.53% | -5.72% | |
| Avg Days to Max Decline | 4 | 5 | 5 | 7 | 6 | 15 | 9 | 11 | 10 | 8 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
