MRCI Online
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| ScenarioSM Study for July Oats(CBOT) as of Dec 06, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 37 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 15 | 23 | 28 | 21 | 22 | 17 | 17 | 19 | 26 | 23 | 23 | |
| Exceeded High | 10 | 21 | 22 | 14 | 13 | 13 | 11 | 15 | 20 | 17 | 13 | |
| Scenario Percentage | 67% | 91% | 79% | 67% | 59% | 76% | 65% | 79% | 77% | 74% | 57% | |
| Avg Max Increase | 10.91% | 10.39% | 8.02% | 8.07% | 12.97% | 12.14% | 11.09% | 11.22% | 19.47% | 17.02% | 9.79% | |
| Max Increase | 30.78% | 33.88% | 20.81% | 19.12% | 39.32% | 33.53% | 27.06% | 22.68% | 137.82% | 115.34% | 16.44% | |
| Avg Days To Max Increase | 20 | 15 | 16 | 14 | 13 | 14 | 15 | 13 | 16 | 9 | 8 | |
| Avg Max Decline | -3.20% | -1.80% | -1.80% | -1.62% | -1.42% | -1.90% | -2.19% | -2.31% | -4.34% | -3.70% | -1.21% | |
| 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 | 10 | 5 | 9 | 9 | 7 | 10 | 9 | 9 | 11 | 6 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | No | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
