MRCI Online
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| ScenarioSM Study for May Oats(CBOT) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 30 | 35 | 35 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | |
| Closed Higher | 12 | 17 | 15 | 22 | 20 | 17 | 18 | 14 | 13 | 16 | 18 | |
| Exceeded High | 9 | 13 | 10 | 20 | 13 | 8 | 11 | 12 | 9 | 13 | 12 | |
| Scenario Percentage | 75% | 76% | 67% | 91% | 65% | 47% | 61% | 86% | 69% | 81% | 67% | |
| Avg Max Increase | 12.90% | 9.35% | 10.39% | 10.80% | 10.15% | 7.06% | 11.36% | 11.73% | 11.04% | 9.26% | 8.54% | |
| Max Increase | 24.52% | 21.14% | 21.88% | 36.29% | 20.50% | 14.90% | 39.34% | 33.21% | 27.04% | 23.85% | 17.78% | |
| Avg Days To Max Increase | 12 | 17 | 19 | 15 | 17 | 10 | 11 | 15 | 15 | 12 | 6 | |
| Avg Max Decline | 0.05% | -4.29% | -4.01% | -2.27% | -0.61% | -2.05% | -1.52% | -2.42% | -3.41% | -2.65% | -1.09% | |
| Max Decline | -2.19% | -7.41% | -13.02% | -10.00% | -3.61% | -6.85% | -5.90% | -8.72% | -8.58% | -8.53% | -6.88% | |
| Avg Days to Max Decline | 5 | 10 | 11 | 6 | 6 | 4 | 6 | 6 | 19 | 6 | 1 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
