MRCI Online
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| ScenarioSM Study for September Rough Rice(CBOT) as of Jan 01, 2013 | ||||||||||||
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| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 13 | 16 | 22 | 23 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | |
| Closed Higher | 4 | 11 | 11 | 10 | 13 | 15 | 14 | 11 | 9 | 13 | 11 | |
| Exceeded High | 3 | 7 | 9 | 9 | 11 | 14 | 9 | 9 | 5 | 10 | 6 | |
| Scenario Percentage | 75% | 64% | 82% | 90% | 85% | 93% | 64% | 82% | 56% | 77% | 55% | |
| Avg Max Increase | 5.31% | 9.21% | 8.09% | 9.99% | 11.01% | 10.30% | 7.48% | 6.88% | 8.00% | 12.97% | 9.74% | |
| Max Increase | 11.11% | 25.44% | 23.19% | 23.16% | 34.06% | 26.96% | 22.02% | 11.61% | 21.03% | 65.96% | 39.29% | |
| Avg Days To Max Increase | 18 | 22 | 17 | 19 | 16 | 14 | 11 | 19 | 10 | 12 | 12 | |
| Avg Max Decline | -1.30% | -1.42% | -1.95% | -1.81% | -1.17% | -1.40% | -1.75% | -4.69% | -2.86% | -2.38% | -1.53% | |
| Max Decline | -2.87% | -7.69% | -4.80% | -6.96% | -4.59% | -4.31% | -5.28% | -12.46% | -4.54% | -9.44% | -3.97% | |
| Avg Days to Max Decline | 2 | 5 | 16 | 6 | 9 | 10 | 5 | 15 | 13 | 4 | 4 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
