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MRCI's ScenarioSM Study
ScenarioSM Study for December Wheat(KCBT) as of Nov 14, 2002
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 19 24 24 25 26 26 26 26 26 26 26
Closed Higher 9 8 11 13 11 7 11 12 16 15 15
Exceeded High 7 4 9 9 6 3 7 9 15 9 10
Scenario Percentage 78% 50% 82% 69% 55% 43% 64% 75% 94% 60% 67%
Avg Max Increase 8.07% 20.43% 11.80% 14.50% 15.54% 6.22% 8.66% 8.83% 7.35% 6.59% 4.06%
Max Increase 16.41% 37.67% 34.95% 40.64% 30.26% 7.15% 18.73% 17.95% 18.11% 16.37% 8.07%
Avg Days To Max Increase 20 20 17 13 18 11 23 16 16 11 12
Avg Max Decline -1.09% -1.57% -2.40% -1.93% -1.16% -3.18% -3.54% -1.72% -1.33% -2.36% -0.92%
Max Decline -2.73% -3.82% -6.18% -9.64% -3.57% -6.87% -8.20% -5.43% -3.43% -5.31% -1.86%
Avg Days to Max Decline 6 14 14 3 3 11 8 7 5 10 2
2002 Contract Condition Yes   Yes   Yes Yes Yes Yes Yes    
Action No   Yes   Yes Yes Yes Yes Not Yet    
Copyright © 2001 Moore Research Center, Inc. All Rights Reserved.
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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 19 24 24 25 26 26 26 26 26 26 26
Closed Lower 10 16 13 12 15 19 15 14 10 11 11
Penetrated Low 10 13 11 10 15 16 11 9 7 7 9
Scenario Percentage 100% 81% 85% 83% 100% 84% 73% 64% 70% 64% 82%
Avg Max Decline 6.13% 4.82% 5.05% 5.45% 8.36% 8.40% 6.64% 7.27% 8.17% 5.22% 7.36%
Max Decline 9.78% 11.75% 12.23% 9.53% 19.95% 20.10% 21.33% 17.01% 12.59% 10.47% 16.11%
Avg Days To Max Decline 20 21 22 19 18 14 12 20 21 18 14
Avg Max Increase -1.29% -3.06% -2.84% -2.07% -1.80% -2.03% -1.90% -1.76% -2.09% -2.32% -1.51%
Max Increase -4.02% -13.04% -6.16% -7.88% -5.50% -7.08% -7.17% -6.08% -6.85% -4.75% -6.47%
Avg Days to Max Increase 10 16 14 7 10 5 5 5 9 5 4
2002 Contract Condition   Yes   Yes           Yes Yes
Action   Yes   Yes           Yes  
High 326.00 316.50 315.00 320.50 306.00 335.00 376.50 416.00 494.25 487.00 475.00
Low 312.50 307.00 301.75 293.50 293.00 303.50 331.50 374.50 419.50 450.00 396.00
Close/Last 315.25 307.25 313.00 296.25 305.00 329.50 373.50 415.75 475.25 463.50 438.50