MRCI Online
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| ScenarioSM Study for May Oats(CBOT) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 40 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 16 | 19 | 20 | 24 | 29 | 19 | 21 | 19 | 18 | 20 | 24 | |
| Exceeded High | 11 | 14 | 14 | 23 | 20 | 8 | 14 | 15 | 13 | 16 | 13 | |
| Scenario Percentage | 69% | 74% | 70% | 96% | 69% | 42% | 67% | 79% | 72% | 80% | 54% | |
| Avg Max Increase | 12.11% | 9.20% | 9.73% | 11.81% | 10.30% | 9.32% | 14.08% | 13.31% | 11.30% | 10.35% | 9.02% | |
| Max Increase | 24.52% | 21.14% | 21.88% | 36.29% | 20.56% | 22.42% | 53.11% | 39.65% | 27.04% | 23.85% | 19.33% | |
| Avg Days To Max Increase | 12 | 17 | 19 | 16 | 17 | 13 | 13 | 14 | 17 | 14 | 7 | |
| Avg Max Decline | 0.21% | -4.18% | -4.04% | -1.88% | -1.00% | -2.20% | -1.94% | -2.12% | -3.72% | -2.76% | -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 | 6 | 5 | 8 | 7 | 17 | 6 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | Yes | Yes | Yes | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
