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| ScenarioSM Study for December Wheat(KCBT) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 25 | 30 | 30 | 31 | 32 | 32 | 32 | 32 | 32 | 32 | 32 |
| Closed Higher | 14 | 13 | 13 | 15 | 16 | 10 | 15 | 15 | 20 | 18 | 18 |
| Exceeded High | 10 | 7 | 11 | 11 | 10 | 6 | 11 | 11 | 18 | 11 | 10 |
| Scenario Percentage | 71% | 54% | 85% | 73% | 62% | 60% | 73% | 73% | 90% | 61% | 56% |
| Avg Max Increase | 8.46% | 14.90% | 10.30% | 16.02% | 15.40% | 11.87% | 14.85% | 11.74% | 7.14% | 6.87% | 3.98% |
| Max Increase | 16.41% | 37.67% | 34.95% | 40.64% | 30.26% | 26.25% | 47.21% | 30.80% | 18.11% | 14.66% | 7.94% |
| Avg Days To Max Increase | 20 | 16 | 14 | 16 | 18 | 17 | 22 | 14 | 16 | 8 | 7 |
| Avg Max Decline | -1.70% | -3.33% | -2.53% | -2.02% | -1.87% | -2.39% | -2.70% | -1.14% | -1.40% | -2.39% | -0.88% |
| Max Decline | -4.43% | -9.63% | -6.36% | -9.64% | -6.20% | -6.87% | -8.20% | -5.43% | -3.43% | -5.31% | -1.87% |
| Avg Days to Max Decline | 9 | 15 | 14 | 4 | 6 | 7 | 9 | 6 | 5 | 9 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | No | Yes | Yes | 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.
