MRCI Online
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| ScenarioSM Study for July Corn(CBOT) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 17 | 22 | 20 | 24 | 21 | 25 | 24 | 16 | 22 | 18 | |
| Exceeded High | 14 | 15 | 14 | 11 | 19 | 19 | 19 | 22 | 13 | 16 | 12 | |
| Scenario Percentage | 61% | 88% | 64% | 55% | 79% | 90% | 76% | 92% | 81% | 73% | 67% | |
| Avg Max Increase | 7.82% | 10.75% | 7.89% | 10.45% | 8.19% | 8.66% | 7.27% | 6.97% | 13.25% | 12.28% | 7.56% | |
| Max Increase | 30.68% | 38.35% | 16.30% | 28.80% | 28.71% | 16.78% | 26.54% | 30.33% | 51.63% | 60.09% | 18.07% | |
| Avg Days To Max Increase | 15 | 15 | 22 | 15 | 17 | 20 | 12 | 13 | 18 | 12 | 8 | |
| Avg Max Decline | -2.42% | -2.93% | -2.21% | -2.90% | -2.08% | -1.67% | -3.51% | -2.18% | -3.44% | -3.16% | -0.22% | |
| Max Decline | -9.08% | -8.83% | -11.93% | -8.20% | -8.20% | -4.31% | -16.09% | -10.79% | -12.89% | -10.06% | -4.16% | |
| Avg Days to Max Decline | 13 | 7 | 11 | 12 | 9 | 10 | 9 | 9 | 12 | 5 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | Yes | Yes | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
