MRCI Online
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| ScenarioSM Study for December Corn(CBOT) as of Sep 29, 2023 | ||||||||||||
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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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 25 | 25 | 26 | 22 | 22 | 17 | 15 | 21 | 18 | 24 | 16 | |
| Exceeded High | 23 | 21 | 23 | 20 | 19 | 13 | 10 | 13 | 17 | 14 | 5 | |
| Scenario Percentage | 92% | 84% | 88% | 91% | 86% | 76% | 67% | 62% | 94% | 58% | 31% | |
| Avg Max Increase | 6.96% | 8.51% | 8.64% | 12.25% | 10.48% | 10.79% | 12.11% | 9.35% | 11.88% | 6.89% | 3.77% | |
| Max Increase | 20.49% | 25.97% | 33.61% | 62.47% | 50.71% | 33.75% | 29.99% | 33.86% | 44.00% | 17.85% | 9.75% | |
| Avg Days To Max Increase | 19 | 14 | 16 | 16 | 11 | 12 | 15 | 15 | 18 | 12 | 7 | |
| Avg Max Decline | -1.58% | -2.96% | -1.96% | -3.86% | -2.93% | -1.31% | -2.48% | -3.52% | -2.86% | -2.14% | -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 | 13 | 11 | 7 | 6 | 5 | 13 | 8 | 4 | 2 | |
| 2023 Contract Condition | Yes | |||||||||||
| Action | No | |||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
