MRCI Online
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| ScenarioSM Study for December Corn(CBOT) as of Jan 01, 2014 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 24 | 25 | 22 | 22 | 18 | 17 | 24 | 17 | 20 | 19 | |
| Exceeded High | 21 | 19 | 21 | 20 | 18 | 13 | 13 | 15 | 14 | 11 | 5 | |
| Scenario Percentage | 95% | 79% | 84% | 91% | 82% | 72% | 76% | 63% | 82% | 55% | 26% | |
| Avg Max Increase | 7.07% | 7.03% | 8.80% | 14.00% | 12.55% | 14.11% | 13.50% | 8.16% | 13.38% | 6.72% | 6.03% | |
| Max Increase | 19.16% | 15.57% | 37.39% | 62.47% | 50.71% | 37.37% | 29.99% | 33.86% | 44.00% | 17.85% | 17.37% | |
| Avg Days To Max Increase | 21 | 13 | 16 | 16 | 12 | 12 | 17 | 14 | 18 | 13 | 7 | |
| Avg Max Decline | -1.58% | -2.97% | -1.89% | -3.37% | -2.72% | -0.97% | -2.79% | -3.05% | -3.58% | -1.83% | -0.20% | |
| Max Decline | -7.86% | -10.22% | -10.38% | -8.15% | -6.10% | -6.27% | -12.19% | -11.79% | -10.19% | -7.38% | -1.33% | |
| Avg Days to Max Decline | 13 | 9 | 14 | 12 | 6 | 6 | 6 | 13 | 9 | 3 | 2 | |
| 2013 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | No | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
