MRCI Online
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| ScenarioSM Study for May Wheat(KCBT) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 21 | 29 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 31 |
| Closed Higher | 3 | 14 | 17 | 18 | 18 | 14 | 14 | 16 | 12 | 15 | 17 |
| Exceeded High | 3 | 10 | 11 | 16 | 11 | 11 | 10 | 12 | 8 | 10 | 12 |
| Scenario Percentage | 100% | 71% | 65% | 89% | 61% | 79% | 71% | 75% | 67% | 67% | 71% |
| Avg Max Increase | 11.05% | 11.09% | 8.83% | 6.09% | 4.78% | 6.32% | 7.59% | 8.24% | 14.00% | 13.06% | 8.23% |
| Max Increase | 20.30% | 28.54% | 15.87% | 10.40% | 9.33% | 20.09% | 20.42% | 17.87% | 45.60% | 42.53% | 16.64% |
| Avg Days To Max Increase | 19 | 21 | 16 | 17 | 12 | 19 | 17 | 18 | 19 | 12 | 8 |
| Avg Max Decline | -1.97% | -1.50% | -1.62% | -0.91% | -1.41% | -2.80% | -3.46% | -1.81% | -2.98% | -2.45% | -1.90% |
| Max Decline | -5.34% | -6.62% | -8.38% | -3.28% | -4.15% | -7.98% | -10.31% | -7.65% | -11.00% | -9.06% | -10.07% |
| Avg Days to Max Decline | 6 | 7 | 10 | 9 | 9 | 13 | 10 | 11 | 15 | 8 | 1 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | No | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
