MRCI Online
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| ScenarioSM Study for September Corn(CBOT) as of Dec 07, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 26 | 17 | 24 | 25 | 25 | 27 | 19 | 22 | 16 | 14 | 21 | |
| Exceeded High | 16 | 10 | 19 | 23 | 21 | 25 | 16 | 18 | 11 | 8 | 11 | |
| Scenario Percentage | 62% | 59% | 79% | 92% | 84% | 93% | 84% | 82% | 69% | 57% | 52% | |
| Avg Max Increase | 6.81% | 9.62% | 8.66% | 7.70% | 8.16% | 8.61% | 9.38% | 10.53% | 13.21% | 10.95% | 4.76% | |
| Max Increase | 14.84% | 26.38% | 20.32% | 20.88% | 25.94% | 32.26% | 25.29% | 56.06% | 34.25% | 20.11% | 11.13% | |
| Avg Days To Max Increase | 22 | 15 | 18 | 20 | 15 | 14 | 15 | 14 | 12 | 10 | 8 | |
| Avg Max Decline | -1.84% | -2.77% | -1.53% | -1.27% | -2.95% | -2.34% | -3.64% | -2.90% | -0.45% | -1.15% | -1.24% | |
| Max Decline | -10.94% | -7.80% | -6.73% | -3.26% | -10.61% | -10.55% | -10.89% | -5.50% | -5.47% | -3.01% | -2.78% | |
| Avg Days to Max Decline | 8 | 9 | 6 | 9 | 9 | 12 | 13 | 9 | 4 | 3 | 2 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | 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.
