MRCI Online
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| ScenarioSM Study for May Corn(CBOT) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 37 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 15 | 15 | 22 | 15 | 21 | 19 | 22 | 22 | 22 | 24 | 18 |
| Exceeded High | 12 | 11 | 14 | 12 | 14 | 13 | 18 | 17 | 16 | 23 | 14 |
| Scenario Percentage | 80% | 73% | 64% | 80% | 67% | 68% | 82% | 77% | 73% | 96% | 78% |
| Avg Max Increase | 12.94% | 11.30% | 5.96% | 10.53% | 7.53% | 9.12% | 8.29% | 8.08% | 7.37% | 6.11% | 6.15% |
| Max Increase | 64.95% | 23.43% | 11.88% | 41.11% | 17.13% | 28.57% | 28.07% | 16.47% | 30.76% | 26.04% | 19.70% |
| Avg Days To Max Increase | 10 | 17 | 15 | 16 | 20 | 16 | 18 | 23 | 12 | 8 | 8 |
| Avg Max Decline | -0.61% | -2.74% | -2.68% | -2.91% | -1.18% | -1.85% | -2.34% | -1.99% | -2.51% | -1.51% | -0.93% |
| Max Decline | -4.17% | -10.75% | -10.29% | -9.93% | -2.88% | -7.94% | -9.03% | -5.24% | -9.53% | -10.93% | -5.25% |
| Avg Days to Max Decline | 4 | 7 | 13 | 11 | 12 | 9 | 11 | 15 | 8 | 7 | 3 |
| 2009 Contract Condition | Yes | Yes | Yes | ||||||||
| Action | No | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
