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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for May Wheat(KCBT) as of Jan 21, 2022
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   35 43 45 45 45 45 45 45 45 45 45
Closed Higher   9 19 22 27 25 18 21 24 17 20 24
Exceeded High   7 15 14 24 16 14 17 17 10 15 17
Scenario Percentage   78% 79% 64% 89% 64% 78% 81% 71% 59% 75% 71%
Avg Max Increase   17.90% 12.71% 10.81% 6.37% 7.33% 7.77% 10.53% 10.32% 13.73% 10.77% 7.40%
Max Increase   50.46% 40.52% 29.39% 16.40% 17.58% 20.09% 51.63% 42.06% 45.60% 42.53% 16.64%
Avg Days To Max Increase   16 19 15 18 16 19 16 17 19 12 7
Avg Max Decline   -0.95% -1.40% -1.40% -1.91% -2.23% -2.96% -3.41% -1.84% -2.36% -3.32% -1.45%
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   3 6 9 9 11 12 9 8 12 8 1
2021 Contract Condition       Yes Yes Yes   Yes Yes     Yes
Action       Yes Yes Yes   Yes Yes     Not Yet
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   35 43 45 45 45 45 45 45 45 45 45
Closed Lower   26 24 22 18 19 27 24 21 28 25 21
Penetrated Low   23 23 17 14 15 23 18 19 26 14 13
Scenario Percentage   88% 96% 77% 78% 79% 85% 75% 90% 93% 56% 62%
Avg Max Decline   8.58% 8.41% 8.17% 8.71% 7.37% 7.54% 6.61% 6.27% 7.01% 7.18% 3.60%
Max Decline   18.54% 19.89% 35.92% 25.11% 20.09% 19.06% 17.38% 12.26% 16.16% 13.84% 7.43%
Avg Days To Max Decline   14 14 15 17 19 16 19 18 17 11 6
Avg Max Increase   -1.66% -2.18% -1.25% -2.03% -3.15% -1.72% -2.58% -2.77% -3.46% -2.58% -0.63%
Max Increase   -4.96% -13.55% -5.78% -6.90% -7.88% -5.28% -7.16% -6.86% -15.97% -8.76% -2.79%
Avg Days to Max Increase   7 6 6 11 8 10 11 12 12 6 1
2021 Contract Condition   Yes Yes       Yes     Yes Yes  
Action   Yes Yes       Yes     Yes Not Yet  
High 520.75 513.00 491.75 502.75 531.00 591.50 591.00 608.25 663.00 664.00 639.75 734.75
Low 477.50 458.00 462.25 441.75 481.75 513.25 548.00 537.00 592.00 608.25 553.00 553.50
Close/Last 505.00 471.50 470.75 493.75 524.75 553.75 553.00 606.25 641.50 633.75 575.75 698.25

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