MRCI Online
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| ScenarioSM Study for July Corn(CBOT) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 18 | 25 | 19 | 24 | 24 | 25 | 24 | 16 | 22 | 17 | |
| Exceeded High | 12 | 17 | 16 | 10 | 20 | 22 | 19 | 23 | 13 | 16 | 14 | |
| Scenario Percentage | 60% | 94% | 64% | 53% | 83% | 92% | 76% | 96% | 81% | 73% | 82% | |
| Avg Max Increase | 8.70% | 9.98% | 8.47% | 11.43% | 7.48% | 7.52% | 7.12% | 8.26% | 9.40% | 11.91% | 7.00% | |
| Max Increase | 30.68% | 38.35% | 18.35% | 28.80% | 19.41% | 16.78% | 26.54% | 34.29% | 24.95% | 60.09% | 18.07% | |
| Avg Days To Max Increase | 16 | 16 | 23 | 16 | 15 | 18 | 12 | 13 | 18 | 10 | 9 | |
| Avg Max Decline | -2.60% | -2.15% | -2.20% | -3.32% | -1.99% | -1.54% | -3.52% | -2.33% | -4.80% | -3.71% | -1.42% | |
| Max Decline | -9.08% | -8.83% | -11.93% | -8.20% | -8.20% | -4.31% | -16.09% | -10.79% | -12.89% | -10.06% | -13.96% | |
| Avg Days to Max Decline | 13 | 5 | 9 | 13 | 8 | 9 | 10 | 9 | 15 | 9 | 3 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
