MRCI Online
|
| ScenarioSM Study for March Wheat(KCBT) 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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 25 | 30 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 31 |
| Closed Higher | 11 | 16 | 8 | 16 | 16 | 19 | 18 | 16 | 15 | 14 | 14 |
| Exceeded High | 9 | 9 | 6 | 12 | 12 | 17 | 9 | 13 | 9 | 10 | 10 |
| Scenario Percentage | 82% | 56% | 75% | 75% | 75% | 89% | 50% | 81% | 60% | 71% | 71% |
| Avg Max Increase | 10.77% | 13.28% | 9.09% | 10.96% | 9.49% | 6.95% | 6.95% | 5.91% | 6.97% | 6.92% | 2.98% |
| Max Increase | 28.55% | 29.24% | 25.61% | 31.13% | 18.30% | 12.99% | 19.00% | 19.78% | 15.95% | 12.96% | 6.60% |
| Avg Days To Max Increase | 14 | 16 | 14 | 19 | 16 | 19 | 15 | 17 | 16 | 9 | 9 |
| Avg Max Decline | -1.52% | -2.01% | -2.32% | -2.14% | -1.34% | -1.15% | -1.64% | -1.93% | -2.96% | -1.28% | -0.96% |
| Max Decline | -9.33% | -5.63% | -6.34% | -7.25% | -5.41% | -3.57% | -4.78% | -4.18% | -6.28% | -3.76% | -4.89% |
| Avg Days to Max Decline | 3 | 6 | 8 | 7 | 6 | 5 | 10 | 11 | 8 | 5 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | No | No | Not Yet | ||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
