MRCI Online
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| ScenarioSM Study for July Oats(CBOT) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 29 | 38 | 40 | 40 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | |
| Closed Higher | 11 | 20 | 24 | 17 | 20 | 15 | 15 | 16 | 23 | 19 | 19 | |
| Exceeded High | 7 | 17 | 17 | 13 | 12 | 13 | 10 | 13 | 16 | 15 | 9 | |
| Scenario Percentage | 64% | 85% | 71% | 76% | 60% | 87% | 67% | 81% | 70% | 79% | 47% | |
| Avg Max Increase | 8.38% | 8.86% | 7.14% | 6.44% | 13.33% | 12.28% | 10.58% | 9.64% | 21.33% | 18.28% | 10.29% | |
| Max Increase | 14.97% | 33.88% | 20.81% | 16.97% | 39.32% | 33.53% | 27.06% | 22.68% | 137.82% | 115.34% | 19.05% | |
| Avg Days To Max Increase | 17 | 13 | 14 | 13 | 14 | 13 | 14 | 13 | 15 | 11 | 9 | |
| Avg Max Decline | -3.34% | -1.75% | -2.27% | -1.68% | -1.07% | -1.79% | -2.00% | -2.70% | -4.52% | -3.29% | -0.90% | |
| Max Decline | -8.81% | -5.37% | -11.62% | -6.45% | -6.35% | -4.30% | -11.43% | -7.63% | -24.10% | -11.86% | -7.66% | |
| Avg Days to Max Decline | 11 | 6 | 10 | 9 | 5 | 9 | 8 | 8 | 10 | 5 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | Not Yet | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
