MRCI Online
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| ScenarioSM Study for March Wheat(KCBT) as of Dec 31, 2010 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 28 | 33 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | |
| Closed Higher | 12 | 18 | 10 | 17 | 17 | 20 | 19 | 18 | 17 | 15 | 16 | |
| Exceeded High | 10 | 11 | 7 | 13 | 13 | 18 | 10 | 14 | 11 | 11 | 9 | |
| Scenario Percentage | 83% | 61% | 70% | 76% | 76% | 90% | 53% | 78% | 65% | 73% | 56% | |
| Avg Max Increase | 12.22% | 13.65% | 10.79% | 13.55% | 11.08% | 6.71% | 7.83% | 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 | 16 | 16 | 20 | 15 | 18 | 15 | 17 | 16 | 11 | 7 | |
| Avg Max Decline | -1.81% | -1.55% | -2.56% | -2.10% | -1.22% | -1.17% | -1.56% | -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 | 5 | 7 | 7 | 6 | 5 | 9 | 13 | 8 | 4 | 2 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | 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.
