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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   22 27 28 19 23 24 17 17 21 18 17
Exceeded High   15 22 19 13 19 19 12 13 15 11 8
Scenario Percentage   68% 81% 68% 68% 83% 79% 71% 76% 71% 61% 47%
Avg Max Increase   7.49% 7.14% 6.62% 9.83% 10.91% 8.79% 13.78% 10.94% 12.39% 16.10% 8.04%
Max Increase   15.97% 17.15% 18.88% 20.41% 63.12% 45.71% 37.07% 35.10% 39.86% 32.52% 15.49%
Avg Days To Max Increase   16 15 19 19 15 14 17 17 14 15 8
Avg Max Decline   -3.24% -2.19% -2.64% -3.90% -2.91% -2.25% -4.83% -3.71% -2.90% -1.83% -1.49%
Max Decline   -7.47% -7.27% -11.64% -15.44% -9.19% -8.18% -14.54% -7.75% -9.71% -6.71% -6.22%
Avg Days to Max Decline   12 9 13 13 12 9 11 12 6 5 2
2021 Contract Condition   Yes Yes Yes   Yes Yes Yes   Yes   Yes
Action   Yes Yes Yes   Yes Yes Yes   No   Not Yet
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   23 18 17 26 22 21 27 28 24 27 27
Penetrated Low   16 12 13 21 15 19 22 21 20 24 16
Scenario Percentage   70% 67% 76% 81% 68% 90% 81% 75% 83% 89% 59%
Avg Max Decline   7.89% 9.22% 6.85% 6.37% 6.80% 7.18% 7.69% 7.49% 7.40% 8.81% 4.91%
Max Decline   35.92% 25.45% 14.90% 16.92% 13.30% 13.83% 18.54% 22.04% 15.90% 27.74% 8.85%
Avg Days To Max Decline   16 20 14 16 18 17 18 18 17 11 7
Avg Max Increase   -1.70% -2.63% -2.28% -1.69% -2.55% -2.38% -2.53% -3.72% -3.60% -3.25% -1.12%
Max Increase   -5.33% -7.94% -8.73% -4.55% -8.23% -7.30% -6.17% -11.42% -26.19% -12.81% -3.53%
Avg Days to Max Increase   7 10 5 8 14 11 12 12 8 9 2
2021 Contract Condition         Yes       Yes   Yes  
Action         Yes       No   Yes  
High 554.75 570.25 591.25 624.75 619.25 630.25 670.50 672.75 657.50 769.50 767.50 704.00
Low 509.00 514.00 547.25 569.25 586.25 570.50 615.25 616.00 592.25 601.50 639.50 627.50
Close/Last 549.00 564.50 582.00 592.50 588.50 628.25 643.00 650.00 615.75 734.75 663.50 671.50

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