MRCI Online
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| ScenarioSM Study for May Oats(CBOT) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 36 | 41 | 41 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | |
| Closed Higher | 14 | 19 | 19 | 22 | 25 | 18 | 20 | 17 | 17 | 19 | 22 | |
| Exceeded High | 10 | 14 | 12 | 20 | 16 | 9 | 13 | 15 | 12 | 15 | 13 | |
| Scenario Percentage | 71% | 74% | 63% | 91% | 64% | 50% | 65% | 88% | 71% | 79% | 59% | |
| Avg Max Increase | 12.97% | 9.27% | 9.46% | 10.80% | 9.65% | 8.77% | 14.77% | 13.50% | 11.19% | 9.70% | 8.42% | |
| Max Increase | 24.52% | 21.14% | 21.88% | 36.29% | 20.50% | 22.42% | 53.11% | 39.65% | 27.04% | 23.85% | 17.78% | |
| Avg Days To Max Increase | 13 | 18 | 19 | 15 | 16 | 12 | 12 | 15 | 16 | 14 | 6 | |
| Avg Max Decline | 0.04% | -4.27% | -4.20% | -2.27% | -1.16% | -1.93% | -1.64% | -2.11% | -3.95% | -3.16% | -0.97% | |
| Max Decline | -2.19% | -7.41% | -13.02% | -10.00% | -8.42% | -6.85% | -5.90% | -8.72% | -10.28% | -10.41% | -6.88% | |
| Avg Days to Max Decline | 4 | 10 | 14 | 6 | 5 | 4 | 6 | 8 | 18 | 6 | 1 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | No | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
