MRCI Online
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| ScenarioSM Study for September 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 19 | 25 | 22 | 25 | 26 | 17 | 22 | 16 | 17 | 23 | |
| Exceeded High | 15 | 11 | 19 | 20 | 20 | 24 | 15 | 16 | 11 | 11 | 11 | |
| Scenario Percentage | 65% | 58% | 76% | 91% | 80% | 92% | 88% | 73% | 69% | 65% | 48% | |
| Avg Max Increase | 6.83% | 9.33% | 8.60% | 7.33% | 6.19% | 8.63% | 12.40% | 13.44% | 16.98% | 11.83% | 4.57% | |
| Max Increase | 14.84% | 26.38% | 29.46% | 16.18% | 17.33% | 41.01% | 42.10% | 56.06% | 34.25% | 20.75% | 10.02% | |
| Avg Days To Max Increase | 20 | 15 | 17 | 22 | 14 | 14 | 15 | 15 | 16 | 11 | 7 | |
| Avg Max Decline | -1.68% | -2.48% | -1.53% | -1.34% | -2.83% | -2.20% | -2.66% | -2.55% | -0.73% | -1.55% | -0.78% | |
| Max Decline | -10.94% | -7.80% | -6.73% | -3.26% | -10.61% | -10.55% | -10.89% | -5.50% | -5.72% | -6.60% | -2.19% | |
| Avg Days to Max Decline | 8 | 9 | 6 | 11 | 9 | 12 | 12 | 8 | 5 | 3 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | 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.
