MRCI Online
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| ScenarioSM Study for December Corn(CBOT) as of Jan 01, 2008 | |||||||||||
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| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 37 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 20 | 26 | 25 | 19 | 22 | 19 | 15 | 24 | 16 | 19 | 22 |
| Exceeded High | 19 | 19 | 21 | 16 | 17 | 14 | 11 | 16 | 12 | 11 | 9 |
| Scenario Percentage | 95% | 73% | 84% | 84% | 77% | 74% | 73% | 67% | 75% | 58% | 41% |
| Avg Max Increase | 6.63% | 6.11% | 7.78% | 14.72% | 14.29% | 11.93% | 11.82% | 6.35% | 12.09% | 7.44% | 4.70% |
| Max Increase | 19.16% | 15.57% | 37.39% | 62.47% | 50.71% | 37.37% | 25.90% | 13.70% | 44.00% | 17.85% | 17.37% |
| Avg Days To Max Increase | 20 | 13 | 16 | 18 | 14 | 12 | 15 | 15 | 18 | 13 | 8 |
| Avg Max Decline | -1.31% | -1.94% | -1.32% | -2.29% | -2.64% | -1.15% | -2.98% | -2.90% | -3.08% | -1.66% | -0.43% |
| Max Decline | -3.29% | -5.76% | -6.85% | -6.87% | -6.10% | -6.27% | -12.19% | -11.79% | -10.19% | -7.38% | -1.83% |
| Avg Days to Max Decline | 11 | 8 | 13 | 11 | 7 | 6 | 7 | 13 | 10 | 4 | 1 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | No | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
