MRCI Online
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| ScenarioSM Study for December Corn(CBOT) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 25 | 26 | 22 | 21 | 17 | 17 | 23 | 17 | 20 | 18 | |
| Exceeded High | 21 | 20 | 22 | 19 | 18 | 12 | 13 | 14 | 14 | 12 | 5 | |
| Scenario Percentage | 95% | 80% | 85% | 86% | 86% | 71% | 76% | 61% | 82% | 60% | 28% | |
| Avg Max Increase | 7.07% | 7.16% | 8.57% | 14.48% | 12.55% | 15.06% | 13.50% | 8.49% | 13.38% | 6.46% | 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 | 13 | 17 | 14 | 18 | 13 | 7 | |
| Avg Max Decline | -1.58% | -2.82% | -1.86% | -3.49% | -2.72% | -0.98% | -2.79% | -3.14% | -3.58% | -2.07% | -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 | 8 | 14 | 12 | 6 | 6 | 6 | 12 | 9 | 3 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
