MRCI Online
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| ScenarioSM Study for May Corn(CBOT) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 40 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 15 | 16 | 22 | 17 | 23 | 17 | 23 | 21 | 23 | 23 | 19 | |
| Exceeded High | 12 | 12 | 14 | 14 | 16 | 11 | 19 | 17 | 17 | 22 | 16 | |
| Scenario Percentage | 80% | 75% | 64% | 82% | 70% | 65% | 83% | 81% | 74% | 96% | 84% | |
| Avg Max Increase | 12.94% | 13.43% | 8.03% | 11.88% | 7.63% | 10.05% | 8.65% | 8.55% | 7.30% | 6.34% | 5.84% | |
| Max Increase | 64.95% | 28.32% | 31.72% | 41.11% | 17.13% | 28.57% | 28.07% | 16.47% | 30.76% | 26.04% | 19.70% | |
| Avg Days To Max Increase | 10 | 18 | 15 | 16 | 21 | 16 | 18 | 23 | 12 | 7 | 8 | |
| Avg Max Decline | -0.61% | -2.52% | -2.63% | -3.36% | -2.03% | -2.85% | -2.43% | -2.01% | -3.67% | -1.53% | -1.22% | |
| Max Decline | -4.17% | -10.75% | -10.29% | -9.93% | -12.15% | -8.72% | -9.03% | -5.24% | -16.83% | -10.93% | -5.25% | |
| Avg Days to Max Decline | 4 | 6 | 13 | 10 | 11 | 8 | 11 | 15 | 9 | 7 | 3 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
