MRCI Online
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| ScenarioSM Study for May Wheat(CBOT) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 14 | 22 | 22 | 27 | 26 | 19 | 21 | 24 | 13 | 19 | 20 | |
| Exceeded High | 8 | 18 | 15 | 22 | 16 | 13 | 15 | 17 | 9 | 14 | 11 | |
| Scenario Percentage | 57% | 82% | 68% | 81% | 62% | 68% | 71% | 71% | 69% | 74% | 55% | |
| Avg Max Increase | 11.20% | 10.86% | 10.30% | 7.31% | 7.68% | 9.02% | 10.91% | 8.41% | 12.83% | 10.06% | 5.80% | |
| Max Increase | 21.60% | 39.14% | 24.15% | 16.30% | 22.32% | 21.63% | 51.12% | 42.73% | 44.48% | 43.62% | 13.84% | |
| Avg Days To Max Increase | 13 | 19 | 13 | 16 | 16 | 18 | 16 | 15 | 16 | 12 | 7 | |
| Avg Max Decline | -1.47% | -2.68% | -2.01% | -1.88% | -3.08% | -4.02% | -3.14% | -2.61% | -4.00% | -3.43% | -1.79% | |
| Max Decline | -6.03% | -9.10% | -7.32% | -12.20% | -12.26% | -15.75% | -8.75% | -9.39% | -15.57% | -9.45% | -8.54% | |
| Avg Days to Max Decline | 7 | 7 | 12 | 7 | 12 | 10 | 12 | 9 | 10 | 8 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
