MRCI Online
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| ScenarioSM Study for September Oats(CBOT) as of Dec 27, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 37 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 19 | 19 | 17 | 17 | 19 | 25 | 22 | 20 | 18 | 21 | |
| Exceeded High | 14 | 13 | 13 | 13 | 14 | 15 | 18 | 16 | 14 | 14 | 9 | |
| Scenario Percentage | 64% | 68% | 68% | 76% | 82% | 79% | 72% | 73% | 70% | 78% | 43% | |
| Avg Max Increase | 7.31% | 5.66% | 11.61% | 8.70% | 9.75% | 11.03% | 19.34% | 18.92% | 16.24% | 11.98% | 8.38% | |
| Max Increase | 13.57% | 11.80% | 37.56% | 33.14% | 30.95% | 24.88% | 134.52% | 111.54% | 36.38% | 20.48% | 13.98% | |
| Avg Days To Max Increase | 17 | 13 | 16 | 15 | 18 | 15 | 15 | 16 | 13 | 14 | 10 | |
| Avg Max Decline | -1.83% | -0.84% | -1.48% | -2.07% | -3.53% | -1.44% | -1.84% | -4.48% | -2.25% | -5.51% | -1.19% | |
| Max Decline | -9.91% | -5.49% | -4.63% | -7.37% | -14.25% | -7.07% | -7.91% | -12.38% | -10.46% | -11.39% | -2.96% | |
| Avg Days to Max Decline | 10 | 7 | 5 | 13 | 8 | 13 | 7 | 7 | 4 | 7 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | No | No | 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.
