MRCI Online
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| ScenarioSM Study for May Rough Rice(CBOT) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 9 | 15 | 19 | 19 | 21 | 21 | 21 | 22 | 22 | 22 | 22 | |
| Closed Higher | 5 | 7 | 5 | 9 | 9 | 12 | 11 | 12 | 8 | 11 | 12 | |
| Exceeded High | 3 | 6 | 3 | 8 | 6 | 9 | 9 | 6 | 7 | 8 | 8 | |
| Scenario Percentage | 60% | 86% | 60% | 89% | 67% | 75% | 82% | 50% | 88% | 73% | 67% | |
| Avg Max Increase | 17.17% | 18.33% | 33.81% | 8.95% | 9.17% | 12.12% | 12.15% | 9.82% | 19.47% | 17.52% | 6.27% | |
| Max Increase | 29.20% | 69.00% | 86.56% | 30.43% | 19.09% | 32.30% | 24.38% | 33.17% | 42.59% | 32.42% | 14.15% | |
| Avg Days To Max Increase | 13 | 20 | 21 | 11 | 11 | 19 | 16 | 20 | 21 | 13 | 10 | |
| Avg Max Decline | -2.00% | -2.10% | -1.45% | -0.67% | -1.26% | -2.57% | -1.16% | -1.48% | -1.13% | -1.82% | -2.03% | |
| Max Decline | -2.60% | -7.28% | -3.73% | -2.79% | -4.09% | -10.06% | -5.26% | -4.19% | -4.21% | -4.02% | -5.31% | |
| Avg Days to Max Decline | 16 | 10 | 10 | 9 | 2 | 7 | 5 | 10 | 4 | 7 | 2 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | No | Yes | Yes | Yes | Yes | Yes | 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.
