MRCI Online
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| ScenarioSM Study for May Oats(CBOT) as of Jan 01, 2010 | |||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 28 | 33 | 33 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 |
| Closed Higher | 11 | 16 | 14 | 20 | 18 | 17 | 16 | 13 | 13 | 16 | 18 |
| Exceeded High | 8 | 12 | 9 | 18 | 11 | 8 | 10 | 11 | 9 | 13 | 13 |
| Scenario Percentage | 73% | 75% | 64% | 90% | 61% | 47% | 62% | 85% | 69% | 81% | 72% |
| Avg Max Increase | 12.41% | 8.37% | 9.82% | 10.47% | 11.11% | 7.06% | 11.65% | 12.17% | 11.04% | 9.45% | 8.89% |
| Max Increase | 24.52% | 18.48% | 21.88% | 36.29% | 20.50% | 14.90% | 39.34% | 33.21% | 27.04% | 23.85% | 19.33% |
| Avg Days To Max Increase | 13 | 17 | 18 | 16 | 18 | 10 | 11 | 16 | 15 | 11 | 8 |
| Avg Max Decline | 0.15% | -4.30% | -3.51% | -2.09% | -0.54% | -2.05% | -1.09% | -2.59% | -3.41% | -2.65% | -1.68% |
| Max Decline | -2.19% | -7.41% | -13.02% | -10.00% | -3.61% | -6.85% | -4.39% | -8.72% | -8.58% | -8.53% | -6.88% |
| Avg Days to Max Decline | 5 | 9 | 11 | 7 | 6 | 4 | 6 | 7 | 19 | 6 | 2 |
| 2009 Contract Condition | Yes | Yes | |||||||||
| Action | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
