MRCI Online
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| ScenarioSM Study for July 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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 12 | 18 | 19 | 22 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | |
| Closed Higher | 8 | 9 | 9 | 12 | 12 | 10 | 8 | 10 | 14 | 10 | 7 | |
| Exceeded High | 6 | 6 | 7 | 8 | 9 | 6 | 8 | 9 | 8 | 8 | 5 | |
| Scenario Percentage | 75% | 67% | 78% | 67% | 75% | 60% | 100% | 90% | 57% | 80% | 71% | |
| Avg Max Increase | 8.93% | 7.96% | 7.01% | 9.21% | 10.94% | 10.02% | 16.72% | 15.26% | 10.68% | 8.62% | 4.45% | |
| Max Increase | 26.96% | 17.78% | 13.31% | 17.80% | 24.41% | 33.38% | 40.53% | 30.64% | 24.53% | 22.37% | 9.55% | |
| Avg Days To Max Increase | 23 | 10 | 11 | 18 | 16 | 19 | 20 | 19 | 9 | 12 | 15 | |
| Avg Max Decline | -2.00% | -1.17% | -1.55% | -0.74% | -2.58% | -1.64% | -2.76% | -2.05% | -2.61% | -2.12% | -1.35% | |
| Max Decline | -6.01% | -5.05% | -5.11% | -1.57% | -11.53% | -2.98% | -10.82% | -5.52% | -6.82% | -13.01% | -3.96% | |
| Avg Days to Max Decline | 10 | 7 | 6 | 5 | 10 | 11 | 7 | 8 | 4 | 7 | 1 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | Yes | Yes | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
