MRCI Online
|
| ScenarioSM Study for May Oats(CBOT) as of Nov 09, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 39 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 15 | 20 | 21 | 24 | 28 | 20 | 20 | 20 | 18 | 19 | 24 | |
| Exceeded High | 11 | 15 | 14 | 22 | 19 | 9 | 13 | 16 | 12 | 15 | 13 | |
| Scenario Percentage | 73% | 75% | 67% | 92% | 68% | 45% | 65% | 80% | 67% | 79% | 54% | |
| Avg Max Increase | 12.11% | 9.37% | 9.73% | 11.85% | 9.76% | 8.77% | 14.77% | 12.97% | 11.19% | 10.48% | 9.02% | |
| Max Increase | 24.52% | 21.14% | 21.88% | 36.29% | 20.50% | 22.42% | 53.11% | 39.65% | 27.04% | 23.85% | 19.33% | |
| Avg Days To Max Increase | 12 | 17 | 19 | 16 | 17 | 12 | 12 | 15 | 16 | 14 | 7 | |
| Avg Max Decline | 0.21% | -3.92% | -4.04% | -1.93% | -0.97% | -1.93% | -1.64% | -2.01% | -3.95% | -2.80% | -1.17% | |
| 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 | 13 | 6 | 5 | 4 | 6 | 7 | 18 | 6 | 2 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | No | Not Yet | ||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
