MRCI Online
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| ScenarioSM Study for May Corn(CBOT) as of Oct 06, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 16 | 15 | 21 | 18 | 24 | 14 | 23 | 25 | 23 | 25 | 20 | |
| Exceeded High | 12 | 11 | 12 | 17 | 16 | 10 | 20 | 22 | 19 | 24 | 14 | |
| Scenario Percentage | 75% | 73% | 57% | 94% | 67% | 71% | 87% | 88% | 83% | 96% | 70% | |
| Avg Max Increase | 9.79% | 10.35% | 8.91% | 10.58% | 8.88% | 11.13% | 8.53% | 8.04% | 8.14% | 7.62% | 4.43% | |
| Max Increase | 29.37% | 28.32% | 31.72% | 41.11% | 19.40% | 29.08% | 20.38% | 25.34% | 30.76% | 37.35% | 10.38% | |
| Avg Days To Max Increase | 13 | 16 | 16 | 16 | 23 | 16 | 18 | 18 | 13 | 8 | 6 | |
| Avg Max Decline | -1.14% | -2.24% | -2.99% | -2.55% | -2.28% | -3.31% | -2.45% | -1.78% | -3.40% | -1.96% | -1.48% | |
| Max Decline | -7.55% | -6.51% | -10.29% | -9.20% | -12.15% | -8.72% | -9.03% | -5.24% | -16.83% | -10.93% | -4.71% | |
| Avg Days to Max Decline | 7 | 4 | 13 | 8 | 9 | 9 | 9 | 11 | 9 | 8 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
