MRCI Online
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| ScenarioSM Study for January Rough Rice(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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 20 | 24 | 27 | 28 | 28 | 28 | 28 | 29 | 29 | 29 | 29 | |
| Closed Higher | 9 | 15 | 14 | 12 | 10 | 15 | 11 | 14 | 11 | 15 | 13 | |
| Exceeded High | 8 | 13 | 9 | 10 | 6 | 12 | 8 | 11 | 7 | 12 | 9 | |
| Scenario Percentage | 89% | 87% | 64% | 83% | 60% | 80% | 73% | 79% | 64% | 80% | 69% | |
| Avg Max Increase | 11.78% | 9.20% | 5.44% | 6.67% | 7.81% | 14.32% | 19.52% | 15.92% | 9.67% | 9.10% | 7.84% | |
| Max Increase | 29.36% | 23.78% | 17.68% | 11.53% | 19.56% | 71.94% | 87.52% | 76.44% | 21.38% | 28.51% | 20.65% | |
| Avg Days To Max Increase | 24 | 21 | 15 | 20 | 9 | 18 | 21 | 11 | 10 | 11 | 14 | |
| Avg Max Decline | -1.74% | -0.52% | -2.50% | -3.32% | -1.28% | -3.33% | -2.94% | -1.78% | -1.98% | -2.32% | -1.10% | |
| Max Decline | -4.51% | -3.08% | -6.23% | -11.37% | -3.49% | -7.47% | -7.17% | -5.41% | -6.55% | -9.88% | -4.72% | |
| Avg Days to Max Decline | 11 | 9 | 5 | 15 | 7 | 12 | 9 | 8 | 4 | 6 | 3 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | No | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
