MRCI Online
|
| ScenarioSM Study for March Wheat(MGE) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 24 | 29 | 30 | 30 | 30 | 30 | 30 | 30 | 31 | 31 | 31 | |
| Closed Higher | 13 | 13 | 10 | 14 | 14 | 14 | 16 | 11 | 12 | 18 | 14 | |
| Exceeded High | 10 | 9 | 7 | 10 | 11 | 13 | 7 | 7 | 8 | 15 | 8 | |
| Scenario Percentage | 77% | 69% | 70% | 71% | 79% | 93% | 44% | 64% | 67% | 83% | 57% | |
| Avg Max Increase | 15.30% | 13.53% | 9.42% | 16.04% | 11.12% | 6.91% | 10.00% | 13.43% | 25.56% | 10.90% | 3.81% | |
| Max Increase | 43.47% | 31.11% | 30.45% | 40.62% | 29.31% | 15.26% | 21.28% | 45.91% | 141.25% | 82.08% | 5.89% | |
| Avg Days To Max Increase | 16 | 16 | 16 | 22 | 12 | 15 | 17 | 22 | 17 | 11 | 9 | |
| Avg Max Decline | -0.79% | -2.10% | -2.66% | -2.75% | -1.32% | -1.98% | -2.72% | -3.40% | -3.04% | -1.49% | -1.27% | |
| Max Decline | -5.66% | -7.29% | -6.30% | -8.23% | -3.79% | -12.60% | -9.35% | -7.77% | -5.78% | -3.90% | -4.68% | |
| Avg Days to Max Decline | 4 | 6 | 5 | 7 | 11 | 7 | 7 | 12 | 13 | 9 | 3 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | 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.
