MRCI Online
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| ScenarioSM Study for March Corn(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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 18 | 23 | 20 | 15 | 21 | 15 | 22 | 21 | 20 | 22 | 21 | |
| Exceeded High | 16 | 19 | 15 | 11 | 13 | 13 | 14 | 13 | 16 | 15 | 14 | |
| Scenario Percentage | 89% | 83% | 75% | 73% | 62% | 87% | 64% | 62% | 80% | 68% | 67% | |
| Avg Max Increase | 14.54% | 13.42% | 15.45% | 11.72% | 6.37% | 11.69% | 8.15% | 8.60% | 8.47% | 6.58% | 2.26% | |
| Max Increase | 56.84% | 45.67% | 70.21% | 24.76% | 12.62% | 42.96% | 17.55% | 29.33% | 27.63% | 16.19% | 5.81% | |
| Avg Days To Max Increase | 17 | 14 | 13 | 16 | 14 | 17 | 21 | 14 | 17 | 10 | 5 | |
| Avg Max Decline | -2.27% | -2.38% | -1.09% | -2.93% | -3.15% | -3.07% | -1.37% | -2.46% | -2.05% | -1.99% | -1.22% | |
| Max Decline | -5.95% | -5.76% | -6.16% | -11.73% | -11.20% | -9.57% | -3.18% | -9.73% | -5.89% | -8.05% | -5.01% | |
| Avg Days to Max Decline | 12 | 7 | 5 | 7 | 14 | 10 | 12 | 7 | 10 | 7 | 2 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
