MRCI Online
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| ScenarioSM Study for December Corn(CBOT) as of Oct 29, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 25 | 25 | 24 | 21 | 23 | 17 | 14 | 21 | 17 | 23 | 17 | |
| Exceeded High | 23 | 19 | 21 | 19 | 20 | 13 | 9 | 13 | 16 | 14 | 5 | |
| Scenario Percentage | 92% | 76% | 88% | 90% | 87% | 76% | 64% | 62% | 94% | 61% | 29% | |
| Avg Max Increase | 6.04% | 6.74% | 7.29% | 12.77% | 10.42% | 10.79% | 12.03% | 9.50% | 12.49% | 7.03% | 3.77% | |
| Max Increase | 17.52% | 15.57% | 20.11% | 62.47% | 50.71% | 33.75% | 29.99% | 33.86% | 44.00% | 17.85% | 9.75% | |
| Avg Days To Max Increase | 20 | 12 | 16 | 17 | 11 | 12 | 15 | 15 | 18 | 13 | 7 | |
| Avg Max Decline | -1.51% | -3.01% | -2.13% | -3.69% | -2.83% | -1.31% | -2.18% | -3.33% | -2.67% | -1.88% | -0.81% | |
| Max Decline | -7.86% | -10.22% | -10.38% | -8.15% | -6.10% | -8.70% | -7.19% | -11.79% | -10.19% | -7.38% | -1.33% | |
| Avg Days to Max Decline | 12 | 9 | 14 | 12 | 7 | 6 | 5 | 13 | 7 | 3 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | No | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
