MRCI Online
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| ScenarioSM Study for December Wheat(CBOT) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 38 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 17 | 21 | 18 | 21 | 21 | 15 | 23 | 24 | 25 | 29 | 25 | |
| Exceeded High | 14 | 14 | 12 | 16 | 14 | 11 | 20 | 16 | 19 | 17 | 14 | |
| Scenario Percentage | 82% | 67% | 67% | 76% | 67% | 73% | 87% | 67% | 76% | 59% | 56% | |
| Avg Max Increase | 9.43% | 10.49% | 10.44% | 13.39% | 14.38% | 18.41% | 17.35% | 12.05% | 10.01% | 8.21% | 5.77% | |
| Max Increase | 44.14% | 33.07% | 30.94% | 42.98% | 33.73% | 71.37% | 55.25% | 31.91% | 25.73% | 23.58% | 19.11% | |
| Avg Days To Max Increase | 16 | 18 | 17 | 16 | 17 | 18 | 20 | 17 | 18 | 12 | 9 | |
| Avg Max Decline | -2.01% | -4.13% | -2.84% | -2.25% | -2.63% | -2.88% | -3.09% | -2.79% | -1.85% | -2.17% | -1.17% | |
| Max Decline | -7.09% | -12.37% | -7.00% | -8.67% | -9.19% | -8.05% | -15.26% | -11.16% | -4.46% | -13.87% | -2.77% | |
| Avg Days to Max Decline | 12 | 12 | 12 | 6 | 7 | 6 | 7 | 9 | 5 | 5 | 2 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | Yes | No | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
