MRCI Online
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| ScenarioSM Study for March Rough Rice(CBOT) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 17 | 20 | 24 | 24 | 25 | 26 | 26 | 26 | 26 | 26 | 26 | |
| Closed Higher | 10 | 8 | 8 | 12 | 10 | 12 | 12 | 13 | 13 | 13 | 9 | |
| Exceeded High | 7 | 7 | 4 | 10 | 8 | 11 | 8 | 10 | 10 | 6 | 5 | |
| Scenario Percentage | 70% | 88% | 50% | 83% | 80% | 92% | 67% | 77% | 77% | 46% | 56% | |
| Avg Max Increase | 3.58% | 6.46% | 6.77% | 14.91% | 19.05% | 15.53% | 8.58% | 11.68% | 12.84% | 9.37% | 7.84% | |
| Max Increase | 8.60% | 11.03% | 18.05% | 70.33% | 85.48% | 73.40% | 19.52% | 32.41% | 24.77% | 31.92% | 13.50% | |
| Avg Days To Max Increase | 17 | 23 | 9 | 19 | 21 | 10 | 9 | 19 | 15 | 11 | 10 | |
| Avg Max Decline | -2.93% | -4.05% | -1.89% | -3.22% | -2.65% | -1.38% | -1.86% | -2.83% | -2.14% | -1.45% | -0.33% | |
| Max Decline | -6.35% | -11.48% | -3.65% | -8.48% | -6.86% | -5.30% | -6.17% | -10.08% | -6.22% | -4.51% | -1.77% | |
| Avg Days to Max Decline | 7 | 20 | 10 | 13 | 9 | 8 | 4 | 7 | 4 | 9 | 4 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | 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.
