MRCI Online
|
| ScenarioSM Study for September Wheat(KCBT) as of May 10, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 40 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 24 | 16 | 21 | 24 | 19 | 19 | 21 | 21 | 17 | 22 | 25 | |
| Exceeded High | 16 | 10 | 19 | 19 | 12 | 17 | 17 | 13 | 10 | 15 | 14 | |
| Scenario Percentage | 67% | 63% | 90% | 79% | 63% | 89% | 81% | 62% | 59% | 68% | 56% | |
| Avg Max Increase | 8.42% | 9.55% | 10.92% | 9.76% | 15.20% | 11.65% | 14.60% | 17.06% | 20.29% | 13.29% | 5.00% | |
| Max Increase | 23.49% | 25.57% | 58.54% | 36.91% | 40.83% | 36.57% | 42.84% | 38.40% | 65.88% | 36.72% | 19.28% | |
| Avg Days To Max Increase | 19 | 19 | 15 | 16 | 17 | 15 | 16 | 17 | 18 | 13 | 7 | |
| Avg Max Decline | -2.46% | -2.80% | -2.46% | -1.29% | -3.30% | -3.18% | -2.31% | -2.21% | -2.61% | -2.12% | -0.59% | |
| Max Decline | -9.41% | -7.20% | -8.32% | -5.19% | -11.73% | -14.60% | -10.29% | -6.19% | -12.25% | -7.40% | -6.57% | |
| Avg Days to Max Decline | 15 | 16 | 7 | 7 | 13 | 10 | 5 | 7 | 5 | 5 | 1 | |
| 2024 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | ||||||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
