MRCI Online
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| ScenarioSM Study for December Oats(CBOT) as of Jun 23, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 14 | 19 | 21 | 25 | 20 | 17 | 21 | 22 | 25 | 24 | 20 | |
| Exceeded High | 10 | 13 | 19 | 17 | 16 | 13 | 15 | 16 | 22 | 15 | 11 | |
| Scenario Percentage | 71% | 68% | 90% | 68% | 80% | 76% | 71% | 73% | 88% | 63% | 55% | |
| Avg Max Increase | 10.36% | 9.70% | 10.53% | 17.75% | 20.47% | 15.70% | 14.05% | 15.35% | 17.18% | 14.39% | 5.79% | |
| Max Increase | 32.94% | 30.42% | 24.73% | 124.03% | 100.39% | 33.93% | 32.77% | 46.09% | 35.52% | 27.44% | 19.32% | |
| Avg Days To Max Increase | 15 | 18 | 16 | 17 | 16 | 15 | 18 | 19 | 15 | 9 | 8 | |
| Avg Max Decline | -1.68% | -3.08% | -1.50% | -2.65% | -3.34% | -2.07% | -5.17% | -3.13% | -2.41% | -2.05% | -1.82% | |
| Max Decline | -6.32% | -12.05% | -7.08% | -8.63% | -9.23% | -7.40% | -9.14% | -10.22% | -7.59% | -9.51% | -6.62% | |
| Avg Days to Max Decline | 9 | 8 | 11 | 10 | 5 | 4 | 8 | 10 | 5 | 8 | 2 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
