MRCI Online
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| ScenarioSM Study for September Wheat(CBOT) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 26 | 20 | 22 | 22 | 21 | 17 | 22 | 17 | 16 | 22 | 24 | |
| Exceeded High | 17 | 15 | 16 | 17 | 13 | 13 | 16 | 12 | 11 | 14 | 11 | |
| Scenario Percentage | 65% | 75% | 73% | 77% | 62% | 76% | 73% | 71% | 69% | 64% | 46% | |
| Avg Max Increase | 7.63% | 10.80% | 12.19% | 10.15% | 12.59% | 10.67% | 14.25% | 16.47% | 19.91% | 19.46% | 6.56% | |
| Max Increase | 29.85% | 27.85% | 60.26% | 45.64% | 35.48% | 33.54% | 42.22% | 33.42% | 75.12% | 49.18% | 19.81% | |
| Avg Days To Max Increase | 14 | 18 | 15 | 16 | 19 | 17 | 14 | 18 | 18 | 15 | 8 | |
| Avg Max Decline | -2.18% | -3.27% | -2.66% | -2.00% | -4.74% | -3.46% | -2.43% | -2.82% | -2.52% | -1.74% | -0.08% | |
| Max Decline | -10.90% | -14.23% | -8.92% | -7.48% | -13.13% | -6.84% | -9.37% | -9.76% | -8.89% | -5.44% | -1.61% | |
| Avg Days to Max Decline | 9 | 13 | 12 | 10 | 13 | 12 | 4 | 9 | 6 | 5 | 1 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | No | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
