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ScenarioSM Study for September Wheat(MGE) as of Jan 01, 2010 | |||||||||||
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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 | 22 | 26 | 28 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | 29 |
Closed Higher | 10 | 9 | 15 | 13 | 13 | 13 | 16 | 12 | 11 | 13 | 14 |
Exceeded High | 5 | 8 | 14 | 12 | 10 | 10 | 12 | 9 | 5 | 9 | 9 |
Scenario Percentage | 50% | 89% | 93% | 92% | 77% | 77% | 75% | 75% | 45% | 69% | 64% |
Avg Max Increase | 10.82% | 8.58% | 10.35% | 9.13% | 10.65% | 11.92% | 15.89% | 16.11% | 15.48% | 17.95% | 9.96% |
Max Increase | 26.61% | 38.26% | 64.97% | 40.65% | 38.68% | 34.87% | 49.21% | 34.00% | 33.33% | 37.67% | 22.54% |
Avg Days To Max Increase | 15 | 18 | 18 | 15 | 18 | 13 | 14 | 16 | 21 | 17 | 13 |
Avg Max Decline | -1.62% | -1.69% | -2.22% | -1.33% | -3.85% | -1.59% | -1.51% | -2.23% | -2.66% | -2.26% | -0.12% |
Max Decline | -5.28% | -5.94% | -6.88% | -3.51% | -12.01% | -4.22% | -6.56% | -6.60% | -8.00% | -7.17% | -2.15% |
Avg Days to Max Decline | 4 | 16 | 9 | 9 | 12 | 12 | 4 | 6 | 4 | 6 | 5 |
2009 Contract Condition | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.