MRCI Online
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| ScenarioSM Study for July Oats(CBOT) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 33 | 42 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 12 | 23 | 27 | 20 | 21 | 18 | 17 | 18 | 27 | 22 | 22 | |
| Exceeded High | 8 | 20 | 20 | 14 | 13 | 15 | 11 | 15 | 19 | 17 | 12 | |
| Scenario Percentage | 67% | 87% | 74% | 70% | 62% | 83% | 65% | 83% | 70% | 77% | 55% | |
| Avg Max Increase | 8.77% | 9.17% | 7.63% | 7.04% | 13.25% | 11.48% | 9.74% | 10.73% | 20.85% | 16.86% | 9.46% | |
| Max Increase | 14.97% | 33.88% | 20.81% | 16.97% | 39.32% | 33.53% | 27.06% | 22.68% | 137.82% | 115.34% | 16.44% | |
| Avg Days To Max Increase | 18 | 13 | 14 | 14 | 14 | 12 | 13 | 14 | 17 | 11 | 9 | |
| Avg Max Decline | -3.40% | -2.01% | -1.97% | -1.58% | -1.16% | -1.76% | -2.15% | -2.66% | -4.50% | -3.59% | -1.36% | |
| Max Decline | -8.81% | -6.49% | -11.62% | -6.45% | -6.35% | -4.30% | -11.43% | -7.63% | -24.10% | -11.86% | -7.66% | |
| Avg Days to Max Decline | 11 | 5 | 9 | 9 | 6 | 9 | 7 | 10 | 12 | 6 | 2 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | No | No | Yes | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
