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MRCI's ScenarioSM Study
ScenarioSM Study for July Wheat(KCBT) as of Apr 30, 2006
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 29 29 29 29 29 29 29 29 29 30 30
Closed Higher 16 15 16 13 12 15 10 14 14 14 9
Exceeded High 11 13 11 6 10 11 6 11 10 8 4
Scenario Percentage 69% 87% 69% 46% 83% 73% 60% 79% 71% 57% 44%
Avg Max Increase 7.29% 5.83% 4.20% 7.76% 8.18% 8.09% 17.29% 11.46% 15.49% 15.53% 5.94%
Max Increase 12.30% 9.38% 8.77% 9.74% 25.05% 16.57% 42.27% 37.83% 41.89% 31.56% 8.53%
Avg Days To Max Increase 17 15 11 15 16 19 20 14 12 18 8
Avg Max Decline -2.14% -1.05% -1.78% -3.89% -2.88% -1.69% -2.31% -1.43% -2.15% -1.61% -0.32%
Max Decline -5.38% -3.45% -4.24% -7.13% -9.54% -5.86% -5.02% -5.67% -10.53% -6.89% -1.66%
Avg Days to Max Decline 14 9 11 17 7 10 11 6 2 3 2
2006 Contract Condition   Yes     Yes Yes Yes   Yes Yes  
Action   Yes     Yes Yes Yes   Not Yet    
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Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 29 29 29 29 29 29 29 29 29 30 30
Closed Lower 13 14 13 16 17 13 19 15 15 16 21
Penetrated Low 9 10 10 13 14 12 16 13 14 15 16
Scenario Percentage 69% 71% 77% 81% 82% 92% 84% 87% 93% 94% 76%
Avg Max Decline 7.07% 7.28% 5.92% 5.81% 4.29% 5.28% 5.36% 5.22% 5.63% 7.07% 7.79%
Max Decline 17.44% 14.39% 11.68% 11.21% 13.11% 11.76% 13.14% 12.52% 12.05% 18.19% 42.69%
Avg Days To Max Decline 15 21 14 19 18 15 20 20 18 12 11
Avg Max Increase -1.73% -1.81% -2.26% -1.50% -1.78% -1.58% -3.30% -2.53% -2.41% -2.27% -2.18%
Max Increase -5.48% -6.43% -6.20% -3.91% -5.63% -5.93% -15.17% -7.56% -7.60% -7.05% -13.68%
Avg Days to Max Increase 5 12 9 11 8 9 14 14 7 8 -42
2006 Contract Condition Yes   Yes Yes       Yes      
Action Yes   Yes No       Not Yet      
High 371.00 382.00 387.50 366.00 381.50 404.00 456.00 462.50 471.50 444.00  
Low 343.00 342.50 359.25 342.75 343.00 366.50 393.50 401.00 417.50 435.00  
Close/Last 343.50 374.50 361.00 354.50 377.00 399.50 444.50 423.00 431.50 438.00