MRCI Online
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| ScenarioSM Study for July Wheat(KCBT) as of Nov 09, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 45 | 45 | |
| Closed Higher | 20 | 25 | 25 | 19 | 20 | 23 | 17 | 19 | 22 | 21 | 16 | |
| Exceeded High | 13 | 22 | 17 | 10 | 17 | 16 | 9 | 16 | 17 | 12 | 8 | |
| Scenario Percentage | 65% | 88% | 68% | 53% | 85% | 70% | 53% | 84% | 77% | 57% | 50% | |
| Avg Max Increase | 7.97% | 6.50% | 7.52% | 9.58% | 12.08% | 10.92% | 15.14% | 10.60% | 15.39% | 15.59% | 8.30% | |
| Max Increase | 18.50% | 17.57% | 23.52% | 25.31% | 60.93% | 39.68% | 42.27% | 37.83% | 41.89% | 31.56% | 15.69% | |
| Avg Days To Max Increase | 17 | 17 | 15 | 14 | 15 | 17 | 18 | 14 | 14 | 16 | 9 | |
| Avg Max Decline | -2.29% | -1.86% | -2.54% | -3.35% | -2.91% | -1.53% | -2.70% | -2.55% | -2.38% | -1.80% | -0.06% | |
| Max Decline | -5.38% | -5.73% | -10.23% | -7.13% | -9.54% | -5.86% | -9.79% | -7.03% | -10.53% | -6.89% | -1.66% | |
| Avg Days to Max Decline | 15 | 8 | 11 | 13 | 7 | 7 | 11 | 7 | 5 | 4 | 2 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | 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.
