MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for September Wheat(MGE) as of Apr 30, 2006
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 18 22 24 25 25 25 25 25 25 25 25
Closed Higher 9 7 11 11 10 12 13 9 8 12 13
Exceeded High 4 6 10 10 8 9 9 6 3 8 8
Scenario Percentage 44% 86% 91% 91% 80% 75% 69% 67% 38% 67% 62%
Avg Max Increase 6.88% 4.67% 5.48% 5.80% 12.84% 10.42% 14.15% 17.62% 18.72% 15.42% 8.05%
Max Increase 11.78% 8.98% 21.79% 13.66% 38.68% 34.87% 49.21% 34.00% 33.33% 37.67% 19.08%
Avg Days To Max Increase 15 15 17 14 18 11 13 18 22 16 12
Avg Max Decline -1.42% -1.12% -2.04% -1.46% -2.13% -1.34% -1.31% -1.78% -2.81% -2.42% -0.62%
Max Decline -5.28% -2.95% -6.47% -3.51% -5.36% -4.22% -6.56% -5.19% -8.00% -7.17% -1.79%
Avg Days to Max Decline 4 14 11 11 7 11 3 5 5 7 4
2006 Contract Condition     Yes Yes Yes   Yes Yes      
Action     Yes Yes Yes   Not Yet        
Copyright © 1989- 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 18 22 24 25 25 25 25 25 25 25 25
Closed Lower 8 15 13 13 15 13 10 16 17 13 12
Penetrated Low 7 13 8 10 12 12 8 15 15 11 5
Scenario Percentage 88% 87% 62% 77% 80% 92% 80% 94% 88% 85% 42%
Avg Max Decline 6.70% 3.96% 4.93% 4.23% 3.92% 4.61% 5.11% 9.06% 8.83% 5.65% 12.73%
Max Decline 16.88% 11.46% 12.20% 7.61% 11.37% 8.03% 9.59% 18.66% 20.50% 11.03% 32.23%
Avg Days To Max Decline 17 17 21 17 18 19 23 21 15 12 9
Avg Max Increase -1.29% -0.89% -2.35% -1.50% -3.19% -2.67% -4.88% -2.30% -2.72% -2.91% -1.53%
Max Increase -3.12% -2.88% -3.79% -3.12% -11.68% -13.00% -12.75% -6.27% -7.89% -8.83% -7.51%
Avg Days to Max Increase 11 12 12 12 14 11 11 9 6 7 7
2006 Contract Condition Yes Yes       Yes          
Action Yes No       Not Yet          
High 391.00 374.50 389.00 408.00 445.50 446.00 449.00 432.00      
Low 371.00 357.00 359.50 377.00 397.75 399.00 411.00 425.00      
Close/Last 371.75 363.50 384.75 402.25 440.00 415.00 425.75 428.00