MRCI Online
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| ScenarioSM Study for March Corn(CBOT) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 23 | 17 | 14 | 21 | 17 | 23 | 17 | 20 | 25 | 24 | |
| Exceeded High | 19 | 19 | 14 | 9 | 12 | 16 | 14 | 10 | 17 | 20 | 18 | |
| Scenario Percentage | 86% | 83% | 82% | 64% | 57% | 94% | 61% | 59% | 85% | 80% | 75% | |
| Avg Max Increase | 12.09% | 11.10% | 9.97% | 11.81% | 9.37% | 11.57% | 9.55% | 10.26% | 7.88% | 6.00% | 2.63% | |
| Max Increase | 56.84% | 45.67% | 31.26% | 29.19% | 32.23% | 42.96% | 20.46% | 29.99% | 19.43% | 16.19% | 8.20% | |
| Avg Days To Max Increase | 16 | 13 | 10 | 16 | 16 | 17 | 25 | 15 | 16 | 7 | 5 | |
| Avg Max Decline | -3.38% | -2.44% | -0.56% | -2.04% | -3.24% | -2.59% | -2.44% | -3.54% | -2.16% | -1.29% | -1.21% | |
| Max Decline | -7.89% | -5.76% | -5.30% | -6.62% | -11.20% | -9.57% | -12.56% | -9.73% | -5.89% | -3.09% | -5.01% | |
| Avg Days to Max Decline | 12 | 6 | 3 | 5 | 14 | 7 | 10 | 8 | 8 | 5 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | 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.
