MRCI Online
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| ScenarioSM Study for December Wheat(KCBT) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 30 | 35 | 35 | 36 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | |
| Closed Higher | 16 | 15 | 14 | 16 | 19 | 13 | 18 | 17 | 22 | 21 | 19 | |
| Exceeded High | 12 | 7 | 12 | 12 | 12 | 8 | 13 | 11 | 19 | 13 | 10 | |
| Scenario Percentage | 75% | 47% | 86% | 75% | 63% | 62% | 72% | 65% | 86% | 62% | 53% | |
| Avg Max Increase | 10.75% | 14.90% | 10.95% | 14.88% | 16.29% | 19.66% | 15.22% | 11.74% | 7.61% | 7.72% | 3.98% | |
| Max Increase | 36.74% | 37.67% | 34.95% | 40.64% | 35.83% | 63.13% | 47.21% | 30.80% | 18.11% | 16.18% | 7.94% | |
| Avg Days To Max Increase | 19 | 16 | 15 | 15 | 17 | 16 | 21 | 14 | 15 | 8 | 7 | |
| Avg Max Decline | -1.46% | -3.33% | -2.62% | -2.00% | -1.97% | -1.84% | -2.55% | -1.14% | -1.53% | -2.96% | -0.88% | |
| Max Decline | -4.43% | -9.63% | -6.36% | -9.64% | -6.20% | -6.87% | -8.20% | -5.43% | -3.89% | -11.19% | -1.87% | |
| Avg Days to Max Decline | 8 | 15 | 14 | 4 | 6 | 5 | 8 | 6 | 5 | 9 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
