MRCI Online
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| ScenarioSM Study for May Wheat(KCBT) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 25 | 33 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | |
| Closed Higher | 6 | 16 | 18 | 20 | 20 | 16 | 17 | 18 | 14 | 16 | 19 | |
| Exceeded High | 5 | 12 | 12 | 18 | 13 | 12 | 13 | 14 | 8 | 11 | 13 | |
| Scenario Percentage | 83% | 75% | 67% | 90% | 65% | 75% | 76% | 78% | 57% | 69% | 68% | |
| Avg Max Increase | 19.67% | 13.84% | 10.55% | 6.71% | 5.96% | 7.17% | 11.56% | 10.57% | 14.00% | 12.18% | 6.92% | |
| Max Increase | 50.46% | 40.52% | 29.39% | 16.40% | 15.19% | 20.09% | 51.63% | 42.06% | 45.60% | 42.53% | 14.67% | |
| Avg Days To Max Increase | 18 | 20 | 15 | 18 | 13 | 19 | 17 | 18 | 19 | 12 | 7 | |
| Avg Max Decline | -1.55% | -1.26% | -1.29% | -1.67% | -1.99% | -2.68% | -3.19% | -1.61% | -2.98% | -2.56% | -1.76% | |
| Max Decline | -5.34% | -6.62% | -8.38% | -12.37% | -10.64% | -7.98% | -10.31% | -7.65% | -11.00% | -9.06% | -10.07% | |
| Avg Days to Max Decline | 4 | 6 | 9 | 10 | 9 | 12 | 10 | 10 | 15 | 9 | 1 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
