|
| ScenarioSM Study for July Wheat(CBOT) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 35 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 20 | 26 | 29 | 21 | 21 | 20 | 15 | 16 | 19 | 21 | 15 |
| Exceeded High | 15 | 19 | 21 | 14 | 14 | 17 | 10 | 11 | 15 | 13 | 6 |
| Scenario Percentage | 75% | 73% | 72% | 67% | 67% | 85% | 67% | 69% | 79% | 62% | 40% |
| Avg Max Increase | 7.81% | 6.80% | 6.26% | 9.28% | 9.11% | 7.26% | 11.54% | 10.09% | 15.48% | 13.16% | 5.82% |
| Max Increase | 19.84% | 10.67% | 30.19% | 28.79% | 28.15% | 19.63% | 37.07% | 35.10% | 39.86% | 32.52% | 9.02% |
| Avg Days To Max Increase | 16 | 13 | 17 | 17 | 16 | 16 | 20 | 15 | 16 | 14 | 7 |
| Avg Max Decline | -3.09% | -1.86% | -1.74% | -2.13% | -2.61% | -2.28% | -4.20% | -2.97% | -2.27% | -1.74% | -1.25% |
| Max Decline | -7.47% | -7.27% | -7.47% | -5.96% | -9.19% | -8.18% | -14.54% | -7.75% | -9.71% | -6.71% | -3.08% |
| Avg Days to Max Decline | 10 | 9 | 11 | 11 | 11 | 10 | 12 | 11 | 6 | 6 | 1 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | No | Yes | Yes | Yes | Not Yet | ||||
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|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.



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