MRCI Online
|
| ScenarioSM Study for March Wheat(KCBT) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 27 | 32 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 33 |
| Closed Higher | 12 | 17 | 10 | 17 | 17 | 20 | 18 | 17 | 17 | 15 | 15 |
| Exceeded High | 10 | 10 | 7 | 13 | 13 | 18 | 9 | 14 | 11 | 11 | 9 |
| Scenario Percentage | 83% | 59% | 70% | 76% | 76% | 90% | 50% | 82% | 65% | 73% | 60% |
| Avg Max Increase | 12.22% | 14.46% | 10.79% | 13.55% | 11.08% | 6.71% | 6.95% | 6.49% | 10.97% | 10.14% | 2.75% |
| Max Increase | 28.55% | 29.24% | 25.61% | 44.59% | 30.20% | 12.99% | 19.00% | 19.78% | 51.59% | 43.16% | 6.33% |
| Avg Days To Max Increase | 15 | 17 | 16 | 20 | 15 | 18 | 15 | 17 | 16 | 11 | 7 |
| Avg Max Decline | -1.81% | -1.85% | -2.56% | -2.10% | -1.22% | -1.17% | -1.64% | -1.99% | -2.99% | -1.15% | -1.09% |
| Max Decline | -9.33% | -5.63% | -6.34% | -7.25% | -5.41% | -3.57% | -4.78% | -4.18% | -6.28% | -3.76% | -4.89% |
| Avg Days to Max Decline | 4 | 6 | 7 | 7 | 6 | 5 | 10 | 13 | 8 | 4 | 2 |
| 2009 Contract Condition | Yes | Yes | |||||||||
| Action | No | Yes | |||||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
