MRCI Online
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| ScenarioSM Study for December Wheat(CBOT) as of Jan 01, 2009 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 35 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 16 | 21 | 17 | 20 | 22 | 16 | 23 | 26 | 26 | 28 | 25 | |
| Exceeded High | 13 | 14 | 11 | 16 | 15 | 11 | 20 | 19 | 20 | 17 | 14 | |
| Scenario Percentage | 81% | 67% | 65% | 80% | 68% | 69% | 87% | 73% | 77% | 61% | 56% | |
| Avg Max Increase | 9.59% | 10.49% | 9.84% | 14.63% | 14.26% | 12.60% | 15.96% | 10.60% | 9.67% | 6.71% | 4.97% | |
| Max Increase | 44.14% | 33.07% | 30.94% | 42.98% | 33.73% | 32.31% | 55.25% | 31.91% | 25.73% | 19.61% | 16.02% | |
| Avg Days To Max Increase | 16 | 18 | 16 | 17 | 19 | 20 | 20 | 17 | 18 | 11 | 8 | |
| Avg Max Decline | -2.11% | -4.13% | -2.63% | -2.21% | -2.66% | -2.93% | -2.94% | -2.44% | -1.88% | -1.41% | -1.17% | |
| Max Decline | -7.09% | -12.37% | -7.00% | -8.67% | -9.19% | -8.05% | -15.26% | -11.16% | -4.46% | -5.23% | -2.77% | |
| Avg Days to Max Decline | 13 | 12 | 11 | 6 | 8 | 7 | 7 | 10 | 5 | 6 | 2 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
