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MRCI's ScenarioSM Study
ScenarioSM Study for September 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 23 27 27 29 29 29 29 30 30 30 30
Closed Higher 13 10 13 16 10 13 12 14 9 13 18
Exceeded High 9 6 11 13 6 11 9 8 4 9 12
Scenario Percentage 69% 60% 85% 81% 60% 85% 75% 57% 44% 69% 67%
Avg Max Increase 4.48% 7.78% 7.21% 7.66% 16.73% 11.11% 15.46% 16.23% 13.07% 10.89% 4.11%
Max Increase 8.43% 10.21% 24.28% 16.93% 40.83% 36.57% 42.94% 31.76% 32.09% 33.24% 16.08%
Avg Days To Max Increase 15 17 15 18 19 14 13 19 22 15 8
Avg Max Decline -1.57% -2.03% -1.80% -1.22% -2.31% -1.49% -1.89% -1.77% -2.27% -2.05% -0.27%
Max Decline -4.31% -4.57% -6.02% -5.19% -4.17% -5.16% -10.29% -6.19% -8.46% -6.59% -1.27%
Avg Days to Max Decline 13 17 8 9 9 9 3 4 8 7 2
2006 Contract Condition     Yes Yes Yes   Yes Yes      
Action     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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 23 27 27 29 29 29 29 30 30 30 30
Closed Lower 9 16 13 13 19 15 16 16 21 17 12
Penetrated Low 7 13 11 12 16 13 13 16 18 13 5
Scenario Percentage 78% 81% 85% 92% 84% 87% 81% 100% 86% 76% 42%
Avg Max Decline 5.95% 5.44% 4.52% 5.07% 5.11% 4.95% 5.81% 9.06% 8.20% 5.37% 12.89%
Max Decline 11.82% 9.96% 11.58% 10.64% 12.11% 12.43% 10.86% 19.43% 20.03% 12.09% 34.84%
Avg Days To Max Decline 15 18 19 15 20 20 19 18 13 10 7
Avg Max Increase -2.24% -1.39% -2.00% -1.40% -3.08% -3.16% -2.37% -2.21% -2.12% -1.53% -0.85%
Max Increase -6.10% -3.45% -6.30% -5.24% -14.26% -8.67% -8.19% -6.46% -8.34% -6.86% -2.91%
Avg Days to Max Increase 11 12 9 9 16 14 7 9 6 4 4
2006 Contract Condition Yes Yes       Yes          
Action Yes No       Not Yet          
High 389.00 369.25 386.50 408.50 460.00 464.50 473.00 450.00      
Low 364.50 347.00 347.25 372.00 398.00 406.00 421.50 442.00      
Close/Last 365.00 356.25 382.00 403.50 452.75 426.00 441.00 443.25